function varargout = prior(varargin)

% Computes various prior statistics and display them in the command window.
%
% INPUTS
%   'table', 'moments', 'optimize', 'simulate', 'plot'
%
% OUTPUTS
%   none
%
% SPECIAL REQUIREMENTS
%   none

% Copyright (C) 2015-2017 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.

if isempty(varargin) || ( isequal(length(varargin), 1) && isequal(varargin{1},'help'))
    skipline()
    disp('Possible options are:')
    disp(' + table                 Prints a table describing the priors.')
    disp(' + moments               Computes and displays moments of the endogenous variables at the prior mode.')
    disp(' + optimize              Optimizes the prior density (starting from a random initial guess).')
    disp(' + simulate              Computes the effective prior mass (using a Monte-Carlo).')
    disp(' + plot                  Plots the marginal prior densities.')
    disp(' + moments(distribution) Print tables describing the implied prior for the first and second order unconditional')
    disp('                         moments of all the endogenous variables.')
    skipline()
    return
end

global options_ M_ estim_params_ bayestopt_ oo_

donesomething = false;

if ~isbayes(estim_params_)
    warning('No prior detected!')
    return
end

if (size(estim_params_.var_endo,1) || size(estim_params_.corrn,1))
    % Prior over measurement errors are defined...
    if ((isfield(options_,'varobs') && isempty(options_.varobs)) || ~isfield(options_,'varobs'))
        % ... But the list of observed variabled is not yet defined.
        warning('Prior detected on measurement erros, but no list of observed variables (varobs is missing)!')
        return
    end
end

% Fill or update bayestopt_ structure
[xparam1, EstimatedParams, BayesOptions, lb, ub, Model] = set_prior(estim_params_, M_, options_);


% Temporarly change qz_criterium option value
changed_qz_criterium_flag  = 0;
if isempty(options_.qz_criterium)
    options_.qz_criterium = 1+1e-9;
    changed_qz_criterium_flag  = 1;
end

Model.dname = Model.fname;

% Temporarly set options_.order equal to one
order = options_.order;
options_.order = 1;

if ismember('plot', varargin)
    plot_priors(BayesOptions, Model, EstimatedParams, options_)
    donesomething = true;
end

if ismember('table', varargin)
    print_table_prior(lb, ub, options_, Model, BayesOptions, EstimatedParams);
    donesomething = true;
end

if ismember('simulate', varargin) % Prior simulations (BK).
    if ismember('moments(distribution)', varargin)
        results = prior_sampler(1, Model, BayesOptions, options_, oo_, EstimatedParams);
    else
        results = prior_sampler(0, Model, BayesOptions, options_, oo_, EstimatedParams);
    end
    % Display prior mass info
    skipline(2)
    disp(['Prior mass = ' num2str(results.prior.mass)])
    disp(['BK indeterminacy share                = ' num2str(results.bk.indeterminacy_share)])
    disp(['BK unstability share                  = ' num2str(results.bk.unstability_share)])
    disp(['BK singularity share                  = ' num2str(results.bk.singularity_share)])
    disp(['Complex jacobian share                = ' num2str(results.jacobian.problem_share)])
    disp(['mjdgges crash share                   = ' num2str(results.dll.problem_share)])
    disp(['Steady state problem share            = ' num2str(results.ss.problem_share)])
    disp(['Complex steady state  share           = ' num2str(results.ss.complex_share)])
    disp(['Analytical steady state problem share = ' num2str(results.ass.problem_share)])
    skipline(2)
    donesomething = true;
end

if ismember('optimize', varargin) % Prior optimization.
    optimize_prior(options_, Model, oo_, BayesOptions, EstimatedParams);
    donesomething = true;
end

if ismember('moments', varargin) % Prior simulations (2nd order moments).
                                 % Set estimated parameters to the prior mode...
    xparam1 = BayesOptions.p5;
    % ... Except for uniform priors (use the prior mean)!
    k = find(isnan(xparam1));
    xparam1(k) = BayesOptions.p1(k);
    % Update vector of parameters and covariance matrices
    Model = set_all_parameters(xparam1, EstimatedParams, Model);
    % Check model.
    check_model(Model);
    % Compute state space representation of the model.
    oo__ = oo_;
    oo__.dr = set_state_space(oo__.dr, Model, options_);
    % Solve model
    [dr, info, Model , options__ , oo__] = resol(0, Model , options_ ,oo__);
    if info
        skipline()
        disp(sprintf('Cannot solve the model on the prior mode (info = %s, %s)', num2str(info(1)), interpret_resol_info(info)));
        skipline()
        return
    end
    % Compute and display second order moments
    oo__ = disp_th_moments(oo__.dr, [], Model, options__, oo__);
    skipline(2)
    donesomething = true;
end

if ismember('moments(distribution)', varargin) % Prior simulations (BK).
    if ~ismember('simulate', varargin)
        results = prior_sampler(1, Model, BayesOptions, options_, oo_, EstimatedParams);
    end
    priorpath = [Model.dname filesep() 'prior' filesep() 'draws' filesep()];
    list_of_files = dir([priorpath 'prior_draws*']);
    FirstOrderMoments = NaN(Model.orig_endo_nbr, options_.prior_mc);
    SecondOrderMoments = NaN(Model.orig_endo_nbr, Model.orig_endo_nbr, options_.prior_mc);
    iter = 1;
    noprint = options_.noprint;
    options_.noprint = 1;
    for i=1:length(list_of_files)
        tmp = load([priorpath list_of_files(i).name]);
        for j = 1:size(tmp.pdraws, 1)
            if ~tmp.pdraws{j,2}
                dr = tmp.pdraws{j,3};
                oo__ = oo_;
                oo__.dr = dr;
                oo__ = disp_th_moments(oo__.dr, [], Model, options_, oo__);
                FirstOrderMoments(:,iter) = oo__.mean;
                SecondOrderMoments(:,:,iter) = oo__.var;
                iter = iter+1;
            end
        end
    end
    save([M_.dname filesep() 'prior' filesep() M_.fname '_endogenous_variables_prior_draws.mat'], 'FirstOrderMoments', 'SecondOrderMoments')
    skipline(2)
    options_.noprint = noprint;
    % First order moments
    FirstOrderMoments = FirstOrderMoments(:,1:iter-1);
    SecondOrderMoments = SecondOrderMoments(:,:,1:iter-1);
    PriorExpectationOfFirstOrderMoments = mean(FirstOrderMoments, 2);
    PriorVarianceOfFirstOrderMoments = ...
        mean(bsxfun(@minus, FirstOrderMoments, PriorExpectationOfFirstOrderMoments).^2, 2);
    % Second order moments
    PriorExpectationOfSecondOrderMoments = mean(SecondOrderMoments, 3);
    PriorVarianceOfSecondOrderMoments = ...
        mean(bsxfun(@minus, SecondOrderMoments, PriorExpectationOfSecondOrderMoments).^2, 3);
    % Display first and second order moments implied priors (expectation and variance)
    print_moments_implied_prior(M_, PriorExpectationOfFirstOrderMoments, ...
                                PriorVarianceOfFirstOrderMoments, ...
                                PriorExpectationOfSecondOrderMoments, ...
                                PriorVarianceOfSecondOrderMoments);
    donesomething = true;
end

if changed_qz_criterium_flag
    options_.qz_criterium = [];
end

options_.order = order;

if ~donesomething
    error('prior: Unexpected arguments!')
end