162 lines
6.0 KiB
Matlab
162 lines
6.0 KiB
Matlab
function global_initialization()
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%function global_initialization()
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% initializes global variables and options for DYNARE
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%
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% INPUTS
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% none
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%
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright © 2003-2023 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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global oo_ M_ options_ estim_params_ bayestopt_ estimation_info dataset_ dataset_info
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estim_params_ = [];
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bayestopt_ = [];
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dataset_=[];
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dataset_info=[];
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M_.dname = M_.fname;
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M_.bvar = [];
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estimation_info.empty_prior = struct(...
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'domain', [], 'interval', [], 'mean', [], ...
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'median', [], 'mode', [], 'shape', [], ...
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'shift', [], 'stdev', [], 'truncate', [], 'variance', []);
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estimation_info.empty_options = struct(...
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'bounds',[], 'init', [], 'jscale', []);
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estimation_info.subsamples.range = struct('date1', [], 'date2', []);
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estimation_info.parameter.prior = estimation_info.empty_prior;
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estimation_info.parameter.subsample_prior = estimation_info.empty_prior;
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estimation_info.parameter.options = estimation_info.empty_options;
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estimation_info.parameter.subsample_options = estimation_info.empty_options;
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estimation_info.structural_innovation.prior = estimation_info.empty_prior;
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estimation_info.structural_innovation.subsample_prior = estimation_info.empty_prior;
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estimation_info.structural_innovation.options = estimation_info.empty_options;
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estimation_info.structural_innovation.subsample_options = estimation_info.empty_options;
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estimation_info.structural_innovation_corr.prior = estimation_info.empty_prior;
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estimation_info.structural_innovation_corr.subsample_prior = estimation_info.empty_prior;
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estimation_info.structural_innovation_corr.options = estimation_info.empty_options;
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estimation_info.structural_innovation_corr.subsample_options = estimation_info.empty_options;
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estimation_info.measurement_error.prior = estimation_info.empty_prior;
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estimation_info.measurement_error.subsample_prior = estimation_info.empty_prior;
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estimation_info.measurement_error.options = estimation_info.empty_options;
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estimation_info.measurement_error.subsample_options = estimation_info.empty_options;
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estimation_info.measurement_error_corr.prior = estimation_info.empty_prior;
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estimation_info.measurement_error_corr.subsample_prior = estimation_info.empty_prior;
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estimation_info.measurement_error_corr.options = estimation_info.empty_options;
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estimation_info.measurement_error_corr.subsample_options = estimation_info.empty_options;
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estimation_info.subsamples_index = {};
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estimation_info.subsamples.range_index = {};
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estimation_info.parameter_prior_index = {};
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estimation_info.parameter_options_index = {};
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estimation_info.parameter.range_index = {};
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estimation_info.measurement_error_prior_index = {};
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estimation_info.measurement_error_options_index = {};
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estimation_info.measurement_error.range_index = {};
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estimation_info.structural_innovation_prior_index = {};
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estimation_info.structural_innovation_options_index = {};
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estimation_info.structural_innovation.range_index = {};
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estimation_info.measurement_error_corr_prior_index = {};
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estimation_info.measurement_error_corr_options_index = {};
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estimation_info.measurement_error_corr.range_index = {};
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estimation_info.structural_innovation_corr_prior_index = {};
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estimation_info.structural_innovation_corr_options_index = {};
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estimation_info.structural_innovation_corr.range_index = {};
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estimation_info.joint_parameter_prior_index = {};
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estimation_info.joint_parameter = {'index','domain','interval','mean','median','mode','shape','shift','stdev','truncate','variance'};
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oo_.exo_simul = [];
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oo_.endo_simul = [];
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oo_.dr = [];
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oo_.exo_steady_state = [];
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oo_.exo_det_steady_state = [];
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oo_.exo_det_simul = [];
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oo_.initval_series = dseries();
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oo_.initial_steady_state = [];
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oo_.initial_exo_steady_state = [];
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oo_.gui.ran_estimation = false;
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oo_.gui.ran_stoch_simul = false;
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oo_.gui.ran_calib_smoother = false;
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oo_.gui.ran_perfect_foresight = false;
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oo_.gui.ran_shock_decomposition = false;
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oo_.gui.ran_realtime_shock_decomposition = false;
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M_.params = [];
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M_.endo_histval = [];
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M_.exo_histval = [];
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M_.exo_det_histval = [];
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M_.Correlation_matrix = [];
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M_.Correlation_matrix_ME = [];
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M_.parameter_used_with_lead_lag = false;
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M_.xref1.param = {};
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M_.xref1.endo = {};
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M_.xref1.exo = {};
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M_.xref1.exo_det = {};
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M_.xref2.param = {};
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M_.xref2.endo = {};
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M_.xref2.exo = {};
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M_.xref2.exo_det = {};
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M_.osr.param_names={};
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M_.osr.param_indices=[];
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M_.osr.param_bounds=[];
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M_.osr.variable_weights=[];
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M_.osr.variable_indices =[];
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M_.instr_id=[];
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% Set default options_ but keep global_init_file field if defined in the driver.
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if isstruct(options_) && isfield(options_, 'global_init_file')
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global_init_file = options_.global_init_file;
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options_ = default_option_values(M_);
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options_.global_init_file = global_init_file;
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else
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options_ = default_option_values(M_);
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end
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% initialize persistent variables in priordens()
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priordens([],[],[],[],[],[],1);
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% initialize persistent variables in dyn_first_order_solver()
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dyn_first_order_solver();
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% Set dynare random generator and seed.
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options_=set_dynare_seed_local_options(options_,'default');
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% Load user configuration file.
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if isfield(options_, 'global_init_file')
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if isfile(options_.global_init_file)
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try
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run(options_.global_init_file);
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catch
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error('Cannot evaluate global initialization file (%s)', options_.global_init_file)
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end
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else
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error('Cannot find global initialization file (%s).', options_.global_init_file)
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end
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end
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end
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