209 lines
9.6 KiB
Matlab
209 lines
9.6 KiB
Matlab
function options_occbin_ = set_default_options(options_occbin_,M_,flag)
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% function options_occbin_ = set_default_options(options_occbin_,M_,flag)
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% Sets default options for Occbin
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%
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% INPUTS
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% - options_occbin_ [structure] Matlab's structure describing the current options
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% - M_ [structure] Matlab's structure describing the model
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% - flag [cell] govern what/how much to initialize
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%
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% OUTPUTS
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% - options_occbin_ [structure] Matlab's structure describing the current options
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% Copyright © 2021 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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if nargin<3
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flag='all';
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end
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if ismember(flag,{'all'})
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options_occbin_.solver.solve_algo=3; %solver for match_function: csolve
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options_occbin_.solver.solve_tolx=1e-10;
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options_occbin_.solver.solve_tolf=1e-5;
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options_occbin_.solver.maxit=10;
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options_occbin_.write_regimes.periods=[];
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options_occbin_.write_regimes.type='simul';
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options_occbin_.write_regimes.filename=[M_.fname '_occbin_regimes'];
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end
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if ismember(flag,{'filter','all'})
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options_occbin_.filter.use_relaxation = false;
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end
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if ismember(flag,{'forecast','all'})
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options_occbin_.forecast.debug_flag=false;
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options_occbin_.forecast.frcst_regimes=[];
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options_occbin_.forecast.maxit=30;
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options_occbin_.forecast.periods=30;
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options_occbin_.forecast.qmc=0;
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options_occbin_.forecast.replic=0;
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options_occbin_.forecast.SHOCKS0=[];
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options_occbin_.forecast.treepath=1; % number of branches
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end
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if ismember(flag,{'irf','all'})
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options_occbin_.irf.init_regime=[];
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options_occbin_.irf.maxit=30;
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options_occbin_.irf.threshold = 10^-6;
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% options_occbin_.irf.periods=options_.irf;
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options_occbin_.irf.shocksize=[];
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options_occbin_.irf.shocksigns = {'1','_1'};
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end
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if ismember(flag,{'likelihood','all'})
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options_occbin_.likelihood.curb_retrench = false;
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options_occbin_.likelihood.first_period_occbin_update = true;
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options_occbin_.likelihood.full_output = false;
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options_occbin_.likelihood.IF_likelihood = false;
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options_occbin_.likelihood.init_regime_history = [];
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options_occbin_.likelihood.init_binding_indicator = false(0);
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options_occbin_.likelihood.inversion_filter = false;
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options_occbin_.likelihood.IVF_shock_observable_mapping = [];
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options_occbin_.likelihood.maxit = 30; % this is for occbin solver algo
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options_occbin_.likelihood.max_number_of_iterations = 10; % this is for occbin_kalman_update loop
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options_occbin_.likelihood.periods = 100;
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options_occbin_.likelihood.check_ahead_periods=200;
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options_occbin_.likelihood.periodic_solution=false;
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options_occbin_.likelihood.piecewise_only = true;
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options_occbin_.likelihood.restrict_state_space = true;
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options_occbin_.likelihood.status=true; %initialized to false in default_option_values
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options_occbin_.likelihood.use_updated_regime = true;
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options_occbin_.likelihood.waitbar=false;
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end
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if ismember(flag,{'plot_shock_decomp','all'})
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options_occbin_.plot_shock_decomp.add_steadystate = false;
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options_occbin_.plot_shock_decomp.add_zero_line = false;
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options_occbin_.plot_shock_decomp.decomp_type='qoq';
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options_occbin_.plot_shock_decomp.figure_size = [200 100 650 850];
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options_occbin_.plot_shock_decomp.grid = false;
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options_occbin_.plot_shock_decomp.graph_line=false;
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options_occbin_.plot_shock_decomp.graph_regime=false;
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options_occbin_.plot_shock_decomp.graph_simul=char('total','linear');
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options_occbin_.plot_shock_decomp.graph_simul_zoom=char('total','piecewise','linear');
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options_occbin_.plot_shock_decomp.graph_zoom=false;
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options_occbin_.plot_shock_decomp.init_names_=[];
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options_occbin_.plot_shock_decomp.lw=2;
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options_occbin_.plot_shock_decomp.mystyles = {':','--',':','-.'};
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options_occbin_.plot_shock_decomp.ncol = 3;
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options_occbin_.plot_shock_decomp.no_legend = false;
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options_occbin_.plot_shock_decomp.no_others = false;
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options_occbin_.plot_shock_decomp.T0 = []; % initial date in plot (must be >= TINIT)
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options_occbin_.plot_shock_decomp.TINIT = dates(); % date of initialized states for shock decomp
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% options_occbin_.plot_shock_decomp.use_shock_groups=options_.plot_shock_decomp.use_shock_groups;
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end
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if ismember(flag,{'plot_simul','all'})
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options_occbin_.plot_simul.add_steadystate = false;
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options_occbin_.plot_simul.add_vertical_line = false;
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options_occbin_.plot_simul.cutoff = false;
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options_occbin_.plot_simul.figure_size = [50 50 850 850];
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options_occbin_.plot_simul.labels = {'Linear','Piecewise','Simulation 3','Simulation 4'};
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options_occbin_.plot_simul.legend = true;
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options_occbin_.plot_simul.length_simul = [];
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options_occbin_.plot_simul.linewidth = 2;
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options_occbin_.plot_simul.log_normalize_graph = false;
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options_occbin_.plot_simul.marg_h(1) = 0.08;
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options_occbin_.plot_simul.marg_h(2) = 0.055;
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options_occbin_.plot_simul.mycolors = get(groot,'DefaultAxesColorOrder');
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options_occbin_.plot_simul.my_dir = 'OccBinSimul';
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options_occbin_.plot_simul.mystyles = {'-','--',':','-.'};
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options_occbin_.plot_simul.mystst_simul_pos = false;
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options_occbin_.plot_simul.ncols = 3;
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options_occbin_.plot_simul.normalization_point = 1;
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options_occbin_.plot_simul.nrows = 3;
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options_occbin_.plot_simul.print_emf = false;
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options_occbin_.plot_simul.scale_y = false;
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options_occbin_.plot_simul.scale_y1 = true;
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options_occbin_.plot_simul.scale_y2 = true;
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options_occbin_.plot_simul.simulname = 'occbin_simul';
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options_occbin_.plot_simul.subplot_gap = 0.07;
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options_occbin_.plot_simul.threshold = 10^-6;
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options_occbin_.plot_simul.timeaxis = [];
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options_occbin_.plot_simul.use_grid = true;
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end
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if ismember(flag,{'shock_decomp','all'})
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options_occbin_.shock_decomp.additive=false;
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options_occbin_.shock_decomp.curb_retrench=false;
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options_occbin_.shock_decomp.debug=false;
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options_occbin_.shock_decomp.init_in_others=false;
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options_occbin_.shock_decomp.init_names_=[];
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options_occbin_.shock_decomp.init_total=false;
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options_occbin_.shock_decomp.init2shocks= false;
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options_occbin_.shock_decomp.main_effect=false;
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options_occbin_.shock_decomp.main_effect_init=false;
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options_occbin_.shock_decomp.maxit = 100;
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options_occbin_.shock_decomp.nfrcst=0;
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options_occbin_.shock_decomp.periods = 60;
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options_occbin_.shock_decomp.check_ahead_periods=200;
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options_occbin_.shock_decomp.shocks_only=false;
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options_occbin_.shock_decomp.total_effect=false;
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options_occbin_.shock_decomp.conditional_only=true;
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options_occbin_.shock_decomp.TINIT = dates(); % date to initialize states for shock decomp
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% options_occbin_.shock_decomp.use_shock_groups=options_.plot_shock_decomp.use_shock_groups;
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end
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if ismember(flag,{'simul','all'})
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options_occbin_.simul.algo_truncation = 1;
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options_occbin_.simul.debug = false;
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options_occbin_.simul.curb_retrench=false;
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options_occbin_.simul.endo_init=zeros(M_.endo_nbr,1);
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options_occbin_.simul.full_output=true;
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options_occbin_.simul.init_regime=[];
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options_occbin_.simul.init_binding_indicator=false(0);
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options_occbin_.simul.exo_pos=1:M_.exo_nbr;
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options_occbin_.simul.maxit=30;
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options_occbin_.simul.max_periods=inf;
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options_occbin_.simul.periods=100;
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options_occbin_.simul.check_ahead_periods=200;
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options_occbin_.simul.periodic_solution=false;
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options_occbin_.simul.piecewise_only = false;
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options_occbin_.simul.reset_regime_in_new_period = false;
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options_occbin_.simul.restrict_state_space=false;
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options_occbin_.simul.SHOCKS=zeros(1,M_.exo_nbr);
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options_occbin_.simul.waitbar=true;
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end
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if ismember(flag,{'smoother','all'})
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options_occbin_.smoother.curb_retrench = false;
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options_occbin_.smoother.debug = false;
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options_occbin_.smoother.fast = false;
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options_occbin_.smoother.first_period_occbin_update = true;
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options_occbin_.smoother.full_output = false;
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% options.occbin.smoother.init_mode = 1; % 0 = standard; 1 = unconditional frcsts zero shocks+smoothed states in each period
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options_occbin_.smoother.init_regime_history = [];
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options_occbin_.smoother.init_binding_indicator = false(0);
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options_occbin_.smoother.inversion_filter = false;
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options_occbin_.smoother.linear_smoother = true;
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options_occbin_.smoother.maxit = 30; % this is for occbin solver algo
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options_occbin_.smoother.max_number_of_iterations = 10; % this is for smoother loop
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options_occbin_.smoother.periods = 100;
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options_occbin_.smoother.check_ahead_periods=200;
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options_occbin_.smoother.periodic_solution=false;
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options_occbin_.smoother.piecewise_only = true;
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options_occbin_.smoother.plot = true;
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options_occbin_.smoother.status=true;
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options_occbin_.smoother.waitbar=true;
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% options.occbin.smoother.restrict_state_space = 1;
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end
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if ismember(flag,{'graph','all'})
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options_occbin_.graph.steady_state=true;
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end |