55 lines
1.7 KiB
Matlab
55 lines
1.7 KiB
Matlab
function swz_sbvar(ms_flag, M, options)
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dynareroot = strrep(which('dynare'),'dynare.m','');
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swz_root = [dynareroot '/swz'];
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addpath([swz_root '/cstz']);
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addpath([swz_root '/identification']);
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addpath([swz_root '/switching_specification']);
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addpath([swz_root '/mhm_specification']);
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clean_swz_files(M.fname);
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options.data = read_variables(options.datafile,options.varobs,[],options.xls_sheet,options.xls_range);
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if options.forecast == 0
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options.forecast = 4;
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end
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options.ms.output_file_tag = M.fname;
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%options.ms.markov_file = 'specification_2v2c.dat';
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%options.ms.mhm_file = 'MHM_input.dat';
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%options.ms.restriction_fname = 'ftd_upperchol3v';
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if options.ms.upper_cholesky
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if options.ms.lower_cholesky
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error(['Upper Cholesky and lower Cholesky decomposition can''t be ' ...
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'requested at the same time!'])
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else
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options.ms.restriction_fname = 'upper_cholesky';
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end
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elseif options.ms.lower_cholesky
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options.ms.restriction_fname = 'lower_cholesky';
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elseif ~isempty(options.ms.Qi) && ~isempty(options.ms.Ri)
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options.ms.restriction_fname = 'exclusions';
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end
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if ms_flag == 1
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% changing some option names to match SWZ code
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options.ms.firstMetrop = options.ms.draws_nbr_burn_in_1;
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options.ms.secondMetrop = options.ms.draws_nbr_burn_in_2;
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options.ms.ndrawsmv = options.ms.draws_nbr_mean_var_estimate;
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options.ms.ndrawsmhm = options.ms.draws_nbr_modified_harmonic_mean;
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options.ms.tfmhm = options.ms.thinning_factor;
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options.ms.svd = options.ms.dirichlet_scale;
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% are these options necessary ?
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options.ms.opt1 = 1;
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options.ms.opt2 = 1;
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options.ms.opt3 = 1;
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% temporary fix
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options.ms.markov_file = 'markov_file';
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sz_prd(M,options);
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else
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swz_mardd(options);
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end
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