function options_=initialize_ms_sbvar_options(M_, options_) %function initialize_ms_sbvar_options() % sets ms sbvar options back to their default values % % INPUTS % M_ % options_ % % OUTPUTS % options_ % % SPECIAL REQUIREMENTS % none % Copyright (C) 2011 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 . % MS SBVAR % all mex functions options_.ms.output_file_tag = M_.fname; % prepare ms sbvar & estimation %options_.ms.mode_file options_.ms.coefficients_prior_hyperparameters = [1.0 1.0 0.1 1.2 1.0 1.0]; options_.ms.freq = 1; options_.ms.initial_subperiod = 1; options_.ms.final_subperiod=4; %options_.ms_varlist options_.ms.nlags = 1; options_.ms.cross_restrictions = 0; options_.ms.contemp_reduced_form = 0; options_.ms.bayesian_prior = 1; options_.ms.alpha = 1.0; options_.ms.beta = 1.0; options_.ms.gsig2_lmd = 50^2; options_.ms.gsig2_lmdm = 50^2; options_.ms.lower_cholesky = 0; options_.ms.upper_cholesky = 0; if isfield(options_.ms,'initial_year') options_.ms = rmfield(options_.ms,'initial_year'); end if isfield(options_.ms,'final_year') options_.ms = rmfield(options_.ms,'final_year'); end if isfield(options_.ms,'datafile') options_.ms = rmfield(options_.ms,'datafile'); end if isfield(options_.ms,'varlist') options_.ms = rmfield(options_.ms,'varlist'); end % estimation options_.ms.convergence_starting_value = 1e-3; options_.ms.convergence_ending_value = 1e-6; options_.ms.convergence_increment_value = 0.1; options_.ms.max_iterations_starting_value = 50; options_.ms.max_iterations_increment_value = 2; options_.ms.max_block_iterations = 100; options_.ms.max_repeated_optimization_runs = 10; options_.ms.function_convergence_criterion = 0.1; options_.ms.parameter_convergence_criterion = 0.1; options_.ms.number_of_large_perturbations = 5; options_.ms.number_of_small_perturbations = 5; options_.ms.number_of_posterior_draws_after_perturbation = 1; options_.ms.max_number_of_stages = 20; options_.ms.random_function_convergence_criterion = 0.1; options_.ms.random_parameter_convergence_criterion = 0.1; % simulation options_.ms.mh_replic = 10000; % default differs from Dan's code options_.ms.drop = 0.1*options_.ms.mh_replic; options_.ms.thinning_factor = 1; options_.ms.adaptive_mh_draws = 30000; % mdd options_.ms.mdd_proposal_draws = 100000; options_.ms.mdd_use_mean_center = 0; options_.ms.mdd_proposal_type = [3 0.1 0.9]; % probabilities options_.ms.filtered_probabilities = 0; options_.ms.real_time_smoothed_probabilities = 0; % irf options_.ms.horizon = 12; options_.ms.filtered_probabilities = 0; options_.ms.error_bands = 1; options_.ms.error_band_percentiles = [.16 .5 .84]; options_.ms.parameter_uncertainty = 0; options_.ms.shock_draws = 10000; options_.ms.shocks_per_parameter = 10; options_.ms.median = 0; % forecast options_.ms.forecast_data_obs = 0; if isfield(options_.ms,'free_parameters') options_.ms = rmfield(options_.ms,'free_parameters'); end if isfield(options_.ms,'simulation_file') options_.ms = rmfield(options_.ms,'simulation_file'); end end