function [options_, oo_]=ms_variance_decomposition(M_, options_, oo_) %function ms_variance_decomposition() % calls ms_variance_decomposition mex function % % INPUTS % M_: (struct) model structure % options_: (struct) options % oo_: (struct) results % % OUTPUTS % options_: (struct) options % oo_: (struct) results % % 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 . disp('Variance Decomposition'); options_ = set_ms_estimation_flags_for_other_mex(options_); options_ = set_ms_simulation_flags_for_other_mex(options_); oo_ = set_oo_w_estimation_output(options_, oo_); % NOTICE THAT VARIANCE DECOMPOSITION DEFAULTS TO USING THE MEAN, NOT MEDIAN OR BANDED opt = {options_.ms.output_file_tag, ... 'seed', options_.DynareRandomStreams.seed, ... 'horizon', options_.ms.horizon, ... 'filtered', options_.ms.filtered_probabilities, ... 'error_bands', options_.ms.error_bands, ... 'percentiles', options_.ms.error_band_percentiles, ... 'thin', options_.ms.thinning_factor, ... 'mean'}; [err, vd] = mex_ms_variance_decomposition(opt{:},'free_parameters',oo_.ms.maxparams,'shocks',options_.ms.shock_draws); mexErrCheck('mex_ms_variance_decomposition ergodic ', err); plot_ms_variance_decomposition(M_,vd, 'Ergodic Variance Decomposition',options_.graph_save_formats,options_.TeX); [err, regime_vd] = mex_ms_variance_decomposition(opt{:},'free_parameters',oo_.ms.maxparams,'shocks',options_.ms.shock_draws,'regimes'); mexErrCheck('mex_ms_variance_decomposition ergodic regimes', err); save([M_.fname '/' options_.ms.output_file_tag '_ergodic_vd.mat'], 'vd', 'regime_vd'); if exist(options_.ms.load_mh_file,'file') > 0 [err, vd] = mex_ms_variance_decomposition(opt{:},'simulation_file',options_.ms.load_mh_file,'shocks',options_.ms.shocks_per_parameter,'parameter_uncertainty'); mexErrCheck('mex_ms_variance_decomposition bayesian ', err); [err, regime_vd] = mex_ms_variance_decomposition(opt{:},'simulation_file',options_.ms.load_mh_file,'shocks',options_.ms.shocks_per_parameter,'parameter_uncertainty','regimes'); mexErrCheck('mex_ms_variance_decomposition bayesian regimes ', err); save([M_.fname '/' options_.ms.output_file_tag '_bayesian_vd.mat'], 'vd', 'regime_vd'); end options_ = initialize_ms_sbvar_options(M_, options_); end