function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_) % function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_) % Markov-switching SBVAR: Compute Posterior Mode Regime Probabilities % % INPUTS % M_: (struct) model structure % options_: (struct) options % oo_: (struct) results % % OUTPUTS % options_: (struct) options % oo_: (struct) results % % SPECIAL REQUIREMENTS % none % Copyright (C) 2011-2020 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('MS-SBVAR Compute Regime Probabilities'); options_ = set_file_tags(options_); clean_ms_probabilities_files(options_.ms.output_file_tag); [options_, oo_] = set_ms_estimation_file(options_.ms.file_tag, options_, oo_); % setup command line options opt = ['-probabilities -seed ' num2str(options_.DynareRandomStreams.seed)]; opt = [opt ' -ft ' options_.ms.file_tag]; opt = [opt ' -fto ' options_.ms.output_file_tag]; if options_.ms.filtered_probabilities opt = [opt ' -filtered' ]; prob_out_file = ['filtered_' options_.ms.output_file_tag '.out']; elseif options_.ms.real_time_smoothed_probabilities opt = [opt ' -real_time_smoothed' ]; prob_out_file = 0; else opt = [opt ' -smoothed' ]; prob_out_file = ['smoothed_' options_.ms.output_file_tag '.out']; end % compute probabilities ms_sbvar_command_line(opt); % now we want to plot the probabilities for each chain if ischar(prob_out_file) computed_probabilities = load(prob_out_file); plot_ms_probabilities(computed_probabilities,options_); end end