function [options_, oo_]=ms_irf(varlist,M_, options_, oo_) %function ms_irf() % calls ms irf mex function % % INPUTS % varlist: (chararray) list of selected endogenous variables % 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('IRFs'); 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_); 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 }; [err, irf] = mex_ms_irf(opt{:}, 'free_parameters', oo_.ms.maxparams, 'shocks_per_parameter', options_.ms.shock_draws); mexErrCheck('mex_ms_irf ergodic ', err); plot_ms_irf(M_,options_,irf,options_.varobs,'Ergodic Impulse Responses',varlist); [err, regime_irfs] = mex_ms_irf(opt{:}, 'free_parameters',oo_.ms.maxparams,'shocks_per_parameter', options_.ms.shock_draws,'regimes'); mexErrCheck('mex_ms_irf ergodic regimes ',err); for i=1:size(regime_irfs,1) plot_ms_irf(M_,options_,squeeze(regime_irfs(1,:,:,:)),options_.varobs,['Ergodic ' ... 'Impulse Responses State ' int2str(i)],varlist); end save([M_.fname '/' options_.ms.output_file_tag '_ergodic_irf.mat'], 'irf', 'regime_irfs'); if exist(options_.ms.load_mh_file,'file') > 0 [err, irf] = mex_ms_irf(opt{:}, 'shocks_per_parameter', options_.ms.shocks_per_parameter, ... 'parameter_uncertainty','simulation_file',options_.ms.load_mh_file); mexErrCheck('mex_ms_irf bayesian ',err); plot_ms_irf(M_,options_,irf,options_.varobs,'Impulse Responses with Parameter Uncertainty',varlist); [err, regime_irfs] = mex_ms_irf(opt{:}, 'shocks_per_parameter', options_.ms.shocks_per_parameter, ... 'simulation_file',options_.ms.load_mh_file,'parameter_uncertainty','regimes'); mexErrCheck('mex_ms_irf bayesian regimes ',err); for i=1:size(regime_irfs,1) plot_ms_irf(M_,options_,squeeze(regime_irfs(1,:,:,:)),options_.varobs,['Impulse ' ... 'Responses with Parameter Uncertainty State ' int2str(i)],varlist); end save([M_.fname '/' options_.ms.output_file_tag '_bayesian_irf.mat'], 'irf', 'regime_irfs'); end options_ = initialize_ms_sbvar_options(M_, options_); end