63 lines
3.4 KiB
Matlab
63 lines
3.4 KiB
Matlab
function [M_, options_] = setup(M_,options_, options_occbin_)
|
|
% function [M_, options_] = setup(M_, options_, options_occbin_)
|
|
% Sets up run of Occbin: creates shock matrix, sets options
|
|
%
|
|
% INPUT:
|
|
% - M_ [structure] Matlab's structure describing the model
|
|
% - options_ [structure] Matlab's structure containing the options
|
|
% - options_occbin_ [structure] Matlab's structure containing Occbin options
|
|
%
|
|
% OUTPUT:
|
|
% - M_ [structure] Matlab's structure describing the model
|
|
% - options_occbin_ [structure] Matlab's structure containing Occbin options
|
|
|
|
% Copyright © 2021 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 <https://www.gnu.org/licenses/>.
|
|
|
|
options_ = occbin.set_option(options_,options_occbin_,'simul.periods');
|
|
options_ = occbin.set_option(options_,options_occbin_,'simul.curb_retrench');
|
|
options_ = occbin.set_option(options_,options_occbin_,'simul.maxit');
|
|
options_ = occbin.set_option(options_,options_occbin_,'simul.check_ahead_periods');
|
|
options_ = occbin.set_option(options_,options_occbin_,'simul.debug');
|
|
options_ = occbin.set_option(options_,options_occbin_,'simul.periodic_solution');
|
|
options_ = occbin.set_option(options_,options_occbin_,'smoother.periods');
|
|
options_ = occbin.set_option(options_,options_occbin_,'smoother.curb_retrench');
|
|
options_ = occbin.set_option(options_,options_occbin_,'smoother.maxit');
|
|
options_ = occbin.set_option(options_,options_occbin_,'smoother.check_ahead_periods');
|
|
options_ = occbin.set_option(options_,options_occbin_,'smoother.debug');
|
|
options_ = occbin.set_option(options_,options_occbin_,'smoother.periodic_solution');
|
|
options_ = occbin.set_option(options_,options_occbin_,'smoother.inversion_filter');
|
|
options_ = occbin.set_option(options_,options_occbin_,'likelihood.periods');
|
|
options_ = occbin.set_option(options_,options_occbin_,'likelihood.curb_retrench');
|
|
options_ = occbin.set_option(options_,options_occbin_,'likelihood.maxit');
|
|
options_ = occbin.set_option(options_,options_occbin_,'likelihood.check_ahead_periods');
|
|
options_ = occbin.set_option(options_,options_occbin_,'likelihood.periodic_solution');
|
|
options_ = occbin.set_option(options_,options_occbin_,'likelihood.max_number_of_iterations');
|
|
options_ = occbin.set_option(options_,options_occbin_,'filter.use_relaxation');
|
|
options_ = occbin.set_option(options_,options_occbin_,'likelihood.inversion_filter');
|
|
|
|
if isfield(M_,'surprise_shocks') && ~isempty(M_.surprise_shocks)
|
|
temp=zeros(max(cat(2,M_.surprise_shocks.periods)),M_.exo_nbr);
|
|
for ii = 1:length(M_.surprise_shocks)
|
|
ivar = M_.surprise_shocks(ii).exo_id;
|
|
temp(M_.surprise_shocks(ii).periods,ivar) = M_.surprise_shocks(ii).value;
|
|
end
|
|
shock_index=~all(temp==0,1);
|
|
options_.occbin.simul.SHOCKS=temp(:,shock_index);
|
|
options_.occbin.simul.exo_pos=find(shock_index);
|
|
end
|