function [options_, oo_]=ms_estimation(M_, options_, oo_) % function [options_, oo_]=ms_estimation(M_, options_, oo_) % Markov-switching SBVAR: Estimation % % 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 Estimation'); options_ = set_file_tags(options_); % general setup if options_.ms.create_init clean_ms_init_files(options_.ms.file_tag); ms_sbvar_setup(options_); clean_ms_estimation_files(options_.ms.file_tag); clean_ms_estimation_files(options_.ms.output_file_tag); else if exist(['init_' options_.ms.file_tag '.dat'],'file') ~= 2 || ... exist(['matlab_' options_.ms.file_tag '.prn'],'file') ~= 2 || ... exist([options_.ms.file_tag '_markov_file.dat'],'file') ~= 2 error(['You must run ms_estimation without no_create_init as '... 'you are missing an initialization file it needs.']); end if ~strcmp(options_.ms.file_tag, options_.ms.output_file_tag) clean_ms_estimation_files(options_.ms.output_file_tag); end end % setup command line options opt = ['-estimate -seed ' num2str(options_.DynareRandomStreams.seed)]; opt = [opt ' -ft ' options_.ms.file_tag]; opt = [opt ' -fto ' options_.ms.output_file_tag]; opt = [opt ' -cb ' num2str(options_.ms.convergence_starting_value)]; opt = [opt ' -ce ' num2str(options_.ms.convergence_ending_value)]; opt = [opt ' -ci ' num2str(options_.ms.convergence_increment_value)]; opt = [opt ' -ib ' num2str(options_.ms.max_iterations_starting_value)]; opt = [opt ' -ii ' num2str(options_.ms.max_iterations_increment_value)]; opt = [opt ' -mb ' num2str(options_.ms.max_block_iterations)]; opt = [opt ' -repeat_max ' num2str(options_.ms.max_repeated_optimization_runs)]; opt = [opt ' -repeat_tol_obj ' num2str(options_.ms.function_convergence_criterion)]; opt = [opt ' -repeat_tol_parms ' num2str(options_.ms.parameter_convergence_criterion)]; opt = [opt ' -random ' num2str(options_.ms.number_of_large_perturbations)]; opt = [opt ' -random_small ' num2str(options_.ms.number_of_small_perturbations)]; opt = [opt ' -random_small_ndraws ' num2str(options_.ms.number_of_posterior_draws_after_perturbation)]; opt = [opt ' -random_max ' num2str(options_.ms.max_number_of_stages)]; opt = [opt ' -random_tol_obj ' num2str(options_.ms.random_function_convergence_criterion)]; opt = [opt ' -random_tol_parms ' num2str(options_.ms.random_parameter_convergence_criterion)]; % estimation ms_sbvar_command_line(opt); [options_, oo_] = set_ms_estimation_file(options_.ms.output_file_tag, options_, oo_); end