function oo_ = convert_dyn_45_to_44(M_, options_, oo_,bayestopt_) %function oo_ = convert_dyn_45_to_44(M_, options_, oo_,bayestopt_) % Converts oo_ from 4.5 to 4.4 % % INPUTS % M_ [struct] dynare model struct % options_ [struct] dynare options struct % oo_ [struct] dynare output struct % bayestopt_ [struct] structure storing information about priors % OUTPUTS % oo_ [struct] dynare output struct % % SPECIAL REQUIREMENTS % none % Copyright (C) 2015-2017 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') && 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') && 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') && 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') && 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') && 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') && 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 %% subtract mean from classical Updated variables if isfield(oo_,'UpdatedVariables') names=fieldnames(oo_.UpdatedVariables); for ii=1:length(names) %make sure Bayesian fields are not affected 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') current_var_index=find(strmatch(names{ii},deblank(M_.endo_names),'exact')); if options_.loglinear == 1 %logged steady state must be used constant_current_variable=log(oo_.dr.ys(current_var_index)); elseif options_.loglinear == 0 %unlogged steady state must be used constant_current_variable=oo_.dr.ys(current_var_index); end oo_.UpdatedVariables.(names{ii})=oo_.UpdatedVariables.(names{ii})-constant_current_variable; if isfield(oo_.Smoother,'Trend') && isfield(oo_.Smoother.Trend,names{ii}) oo_.UpdatedVariables.(names{ii})=oo_.UpdatedVariables.(names{ii})-oo_.Smoother.Trend.(names{ii}); end end end end %% padd classical filtered variables with redundant zeros and subtract mean if isfield(oo_,'FilteredVariables') names=fieldnames(oo_.FilteredVariables); for ii=1:length(names) %make sure Bayesian fields are not affected 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') current_var_index=find(strmatch(names{ii},deblank(M_.endo_names),'exact')); if options_.loglinear == 1 %logged steady state must be used constant_current_variable=log(oo_.dr.ys(current_var_index)); elseif options_.loglinear == 0 %unlogged steady state must be used constant_current_variable=oo_.dr.ys(current_var_index); end oo_.FilteredVariables.(names{ii})=oo_.FilteredVariables.(names{ii})-constant_current_variable; if isfield(oo_.Smoother,'Trend') && isfield(oo_.Smoother.Trend,names{ii}) oo_.FilteredVariables.(names{ii})=oo_.FilteredVariables.(names{ii})-oo_.Smoother.Trend.(names{ii}); end oo_.FilteredVariables.(names{ii})=[0; oo_.FilteredVariables.(names{ii}); zeros(options_.nk-1,1)]; end end end %% resort fields that are in declaration order to decision rule order (previous undocumented behavior) if ~isempty(options_.nk) && options_.nk ~= 0 && ~isempty(bayestopt_) if ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file)) %no Bayesian estimation positions_in_decision_order=oo_.dr.inv_order_var(bayestopt_.smoother_var_list(bayestopt_.smoother_saved_var_list)); if options_.loglinear == 1 %logged steady state must be used constant_all_variables=log(oo_.dr.ys(bayestopt_.smoother_var_list(bayestopt_.smoother_saved_var_list))); elseif options_.loglinear == 0 %unlogged steady state must be used constant_all_variables=oo_.dr.ys(bayestopt_.smoother_var_list(bayestopt_.smoother_saved_var_list)); end if ~(options_.selected_variables_only && ~(options_.forecast > 0)) %happens only when selected_variables_only is not used oo_.FilteredVariablesKStepAhead(:,positions_in_decision_order,:)=oo_.FilteredVariablesKStepAhead-constant_all_variables; if ~isempty(PK) %get K-step ahead variances oo_.FilteredVariablesKStepAheadVariances(:,positions_in_decision_order,positions_in_decision_order,:)=oo_.FilteredVariablesKStepAheadVariances; end if ~isempty(decomp) oo_.FilteredVariablesShockDecomposition(:,positions_in_decision_order,:,:)=oo_.FilteredVariablesShockDecomposition; end else fprintf('\nconvert_dyn_45_to_44:: Due to a bug in Dynare 4.4.3 with the selected_variables_only option, the previous behavior\n') fprintf('convert_dyn_45_to_44:: cannot be restored for FilteredVariablesKStepAhead, FilteredVariablesKStepAheadVariances, and\n') fprintf('convert_dyn_45_to_44:: FilteredVariablesShockDecomposition\n') end end end if options_.filter_covariance oo_.Smoother.Variance(oo_.dr.inv_order_var,oo_.dr.inv_order_var,:)=oo_.Smoother.Variance; 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 %Deal with OSR if ~isempty(M_.osr.variable_weights) evalin('base','optim_weights_=M_.osr.variable_weights') end if ~isempty(M_.osr.variable_indices) evalin('base','obj_var_=M_.osr.variable_indices') end if ~isempty(M_.osr.param_names) evalin('base','osr_params_=char(M_.osr.param_names)') end