101 lines
3.4 KiB
Matlab
101 lines
3.4 KiB
Matlab
function options_=initialize_ms_sbvar_options(M_, options_)
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% function options_=initialize_ms_sbvar_options(M_, options_)
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% sets ms sbvar options back to their default values
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%
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% INPUTS
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% M_: (struct) model structure
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% options_: (struct) options
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%
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% OUTPUTS
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% options_: (struct) options
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright © 2011-2013 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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% MS SBVAR
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% all mex functions
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options_.ms.file_tag = M_.fname;
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options_.ms.mh_file = '';
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options_.ms.free_param_file = '';
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options_.ms.output_file_tag = '';
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options_.ms.simulation_file_tag = '';
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options_.ms.create_init = true;
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% prepare ms sbvar & estimation
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options_.ms.coefficients_prior_hyperparameters = [1.0 1.0 0.1 1.2 1.0 1.0];
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options_.ms.freq = 4;
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options_.ms.initial_subperiod = 1;
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options_.ms.final_subperiod = '';
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options_.ms.nlags = 1;
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options_.ms.cross_restrictions = 0;
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options_.ms.contemp_reduced_form = 0;
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options_.ms.bayesian_prior = true;
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options_.ms.alpha = 1;
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options_.ms.beta = 1;
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options_.ms.gsig2_lmdm = 50^2;
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options_.ms.specification = 2;
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options_.ms.initial_year = '';
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options_.ms.final_year = '';
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% estimation
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options_.ms.convergence_starting_value = 1e-3;
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options_.ms.convergence_ending_value = 1e-6;
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options_.ms.convergence_increment_value = 0.1;
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options_.ms.max_iterations_starting_value = 50;
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options_.ms.max_iterations_increment_value = 2;
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options_.ms.max_block_iterations = 100;
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options_.ms.max_repeated_optimization_runs = 10;
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options_.ms.function_convergence_criterion = 0.1;
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options_.ms.parameter_convergence_criterion = 0.1;
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options_.ms.number_of_large_perturbations = 5;
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options_.ms.number_of_small_perturbations = 5;
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options_.ms.number_of_posterior_draws_after_perturbation = 1;
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options_.ms.max_number_of_stages = 20;
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options_.ms.random_function_convergence_criterion = 0.1;
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options_.ms.random_parameter_convergence_criterion = 0.1;
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% simulation
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options_.ms.mh_replic = 10000; % default differs from Dan's code
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options_.ms.thinning_factor = 1;
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options_.ms.drop = 0.1*options_.ms.mh_replic*options_.ms.thinning_factor;
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options_.ms.adaptive_mh_draws = 30000;
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options_.ms.save_draws = false;
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% mdd
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options_.ms.proposal_draws = 100000;
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options_.ms.use_mean_center = false;
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options_.ms.proposal_type = 3;
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options_.ms.proposal_lower_bound = 0.1;
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options_.ms.proposal_upper_bound = 0.9;
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% probabilities
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options_.ms.filtered_probabilities = 0;
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options_.ms.real_time_smoothed_probabilities = false;
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% irf
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options_.ms.horizon = 12;
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options_.ms.filtered_probabilities = false;
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options_.ms.percentiles = [.16 .5 .84];
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options_.ms.parameter_uncertainty = false;
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options_.ms.shock_draws = 10000;
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options_.ms.shocks_per_parameter = 10;
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options_.ms.median = 0;
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options_.ms.regime = 0;
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options_.ms.regimes = false;
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% forecast
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options_.ms.forecast_data_obs = 0;
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% variance decomposition
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options_.ms.error_bands = true;
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end
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