function oo_=evaluate_smoother(parameters,var_list)
% Evaluate the smoother at parameters.
%
% INPUTS
%    o parameters  a string ('posterior mode','posterior mean','posterior median','prior mode','prior mean') or a vector of values for
%                  the (estimated) parameters of the model.
%    o var_list    subset of endogenous variables
%
%
% OUTPUTS
%    o oo       [structure]  results:
%                              - SmoothedVariables
%                              - SmoothedShocks
%                              - SmoothedVariables
%                              - SmoothedVariables
%                              - SmoothedVariables
%                              - SmoothedVariables
%                              - SmoothedVariables
%                              - SmoothedVariables
%
% SPECIAL REQUIREMENTS
%    None
%
% REMARKS
% [1] This function use persistent variables for the dataset and the description of the missing observations. Consequently, if this function
%     is called more than once (by changing the value of parameters) the sample *must not* change.

% Copyright (C) 2010-2013 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 <http://www.gnu.org/licenses/>.

global options_ M_ bayestopt_ oo_ estim_params_   % estim_params_ may be emty

persistent dataset_ dataset_info

if ischar(parameters) && strcmp(parameters,'calibration')
    options_.smoother=1;
end

if isempty(dataset_) || isempty(bayestopt_)
    [dataset_,dataset_info,xparam1, hh, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_);
end

if nargin==0
    parameters = 'posterior_mode';
end

if ischar(parameters)
    switch parameters
      case 'posterior_mode'
        parameters = get_posterior_parameters('mode');
      case 'posterior_mean'
        parameters = get_posterior_parameters('mean');
      case 'posterior_median'
        parameters = get_posterior_parameters('median');
      case 'prior_mode'
        parameters = bayestopt_.p5(:);
      case 'prior_mean'
        parameters = bayestopt_.p1;
      case 'calibration'
        if isempty(oo_.dr)
            error('You must run ''stoch_simul'' first.');
        end
        parameters = [];
      otherwise
        disp('evaluate_smoother:: If the input argument is a string, then it has to be equal to:')
        disp('                     ''posterior_mode'', ')
        disp('                     ''posterior_mean'', ')
        disp('                     ''posterior_median'', ')
        disp('                     ''prior_mode'' or')
        disp('                     ''prior_mean''.')
        disp('                     ''calibration''.')
        error
    end
end

[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp] = ...
    DsgeSmoother(parameters,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state);

oo_.Smoother.SteadyState = ys;
oo_.Smoother.TrendCoeffs = trend_coeff;
if options_.filter_covariance
    oo_.Smoother.Variance = P;
end
i_endo = bayestopt_.smoother_saved_var_list;
if options_.nk ~= 0
    oo_.FilteredVariablesKStepAhead = ...
        aK(options_.filter_step_ahead,i_endo,:);
    if ~isempty(PK)
        oo_.FilteredVariablesKStepAheadVariances = ...
            PK(options_.filter_step_ahead,i_endo,i_endo,:);
    end
    if ~isempty(decomp)
        oo_.FilteredVariablesShockDecomposition = ...
            decomp(options_.filter_step_ahead,i_endo,:,:);
    end
end
for i=bayestopt_.smoother_saved_var_list'
    i1 = oo_.dr.order_var(bayestopt_.smoother_var_list(i));
    eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = atT(i,:)'';']);
    if options_.nk>0
        eval(['oo_.FilteredVariables.' deblank(M_.endo_names(i1,:)) ' = squeeze(aK(1,i,:));']);
    end
    eval(['oo_.UpdatedVariables.' deblank(M_.endo_names(i1,:)) ' = updated_variables(i,:)'';']);
end
for i=1:M_.exo_nbr
    eval(['oo_.SmoothedShocks.' deblank(M_.exo_names(i,:)) ' = innov(i,:)'';']);
end