function oo_ = convert_dyn_45_to_44(M_, options_, oo_) %function oo_ = convert_dyn_45_to_44(M_, options_, oo_ % Converts oo_ from 4.5 to 4.4 % % INPUTS % M_ [struct] dynare model struct % options_ [struct] dynare options struct % oo_ [struct] dynare output struct % % OUTPUTS % oo_ [struct] dynare output struct % % SPECIAL REQUIREMENTS % none % Copyright (C) 2015 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 . %% add initial conditions to Bayesian forecasts if isfield(oo_,'PointForecast') var_names=fieldnames(oo_.PointForecast.HPDinf); moment_names=fieldnames(oo_.PointForecast); for moment_iter=1:length(moment_names) for var_iter=1:length(var_names) if strcmp(moment_names{moment_iter},'deciles') oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})=... [oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(:,end)*ones(M_.maximum_endo_lag,1) oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})]; oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})=... [oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(:,end)*ones(M_.maximum_endo_lag,1) oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})]; else oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})=... [oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(end)*ones(M_.maximum_endo_lag,1); oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})]; oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})=... [oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(end)*ones(M_.maximum_endo_lag,1); oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})]; end end end end %% change HPD-fields back to row vectors if isfield(oo_.PointForecast,'HPDinf') names=fieldnames(oo_.PointForecast.HPDinf); for ii=1:length(names) oo_.PointForecast.HPDinf.(names{ii})=oo_.PointForecast.HPDinf.(names{ii})'; oo_.PointForecast.HPDsup.(names{ii})=oo_.PointForecast.HPDsup.(names{ii})'; end end if isfield(oo_.MeanForecast,'HPDinf') names=fieldnames(oo_.MeanForecast.HPDinf); for ii=1:length(names) oo_.MeanForecast.HPDinf.(names{ii})=oo_.MeanForecast.HPDinf.(names{ii})'; oo_.MeanForecast.HPDsup.(names{ii})=oo_.MeanForecast.HPDsup.(names{ii})'; end end if isfield(oo_.UpdatedVariables,'HPDinf') names=fieldnames(oo_.UpdatedVariables.HPDinf); for ii=1:length(names) oo_.UpdatedVariables.HPDinf.(names{ii})=oo_.UpdatedVariables.HPDinf.(names{ii})'; oo_.UpdatedVariables.HPDsup.(names{ii})=oo_.UpdatedVariables.HPDsup.(names{ii})'; end end if isfield(oo_.SmoothedVariables,'HPDinf') names=fieldnames(oo_.SmoothedVariables.HPDinf); for ii=1:length(names) oo_.SmoothedVariables.HPDinf.(names{ii})=oo_.SmoothedVariables.HPDinf.(names{ii})'; oo_.SmoothedVariables.HPDsup.(names{ii})=oo_.SmoothedVariables.HPDsup.(names{ii})'; end end if isfield(oo_.FilteredVariables,'HPDinf') names=fieldnames(oo_.FilteredVariables.HPDinf); for ii=1:length(names) oo_.FilteredVariables.HPDinf.(names{ii})=oo_.FilteredVariables.HPDinf.(names{ii})'; oo_.FilteredVariables.HPDsup.(names{ii})=oo_.FilteredVariables.HPDsup.(names{ii})'; end end if isfield(oo_.SmoothedShocks,'HPDinf') names=fieldnames(oo_.SmoothedShocks.HPDinf); for ii=1:length(names) oo_.SmoothedShocks.HPDinf.(names{ii})=oo_.SmoothedShocks.HPDinf.(names{ii})'; oo_.SmoothedShocks.HPDsup.(names{ii})=oo_.SmoothedShocks.HPDsup.(names{ii})'; end end %% padd classical filtered variables with redundant zeros if isfield(oo_,'FilteredVariables') names=fieldnames(oo_.FilteredVariables); for ii=1:length(names) %make sure Bayesian fields are not affect if ~strcmp(names{ii},'Mean') && ~strcmp(names{ii},'Median') && ~strcmp(names{ii},'deciles') ... && ~strcmp(names{ii},'Var') && ~strcmp(names{ii},'HPDinf') && ~strcmp(names{ii},'HPDsup') oo_.FilteredVariables.(names{ii})=[0; oo_.FilteredVariables.(names{ii}); zeros(options_.nk-1,1)]; end end end %% set old field posterior_std and remove new field posterior_std_at_mode if isfield(oo_,'posterior_std_at_mode') oo_.posterior_std=oo_.posterior_std_at_mode; oo_=rmfield(oo_,'posterior_std_at_mode'); end