80 lines
3.4 KiB
Matlab
80 lines
3.4 KiB
Matlab
function [options_, oo_]=ms_estimation(M_, options_, oo_)
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% function [options_, oo_]=ms_estimation(M_, options_, oo_)
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% Markov-switching SBVAR: Estimation
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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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% oo_: (struct) results
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%
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% OUTPUTS
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% options_: (struct) options
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% oo_: (struct) results
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2011-2020 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 <http://www.gnu.org/licenses/>.
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disp('MS-SBVAR Estimation');
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options_ = set_file_tags(options_);
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% general setup
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if options_.ms.create_init
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clean_ms_init_files(options_.ms.file_tag);
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ms_sbvar_setup(options_);
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clean_ms_estimation_files(options_.ms.file_tag);
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clean_ms_estimation_files(options_.ms.output_file_tag);
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else
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if exist(['init_' options_.ms.file_tag '.dat'],'file') ~= 2 || ...
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exist(['matlab_' options_.ms.file_tag '.prn'],'file') ~= 2 || ...
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exist([options_.ms.file_tag '_markov_file.dat'],'file') ~= 2
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error(['You must run ms_estimation without no_create_init as '...
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'you are missing an initialization file it needs.']);
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end
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if ~strcmp(options_.ms.file_tag, options_.ms.output_file_tag)
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clean_ms_estimation_files(options_.ms.output_file_tag);
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end
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end
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% setup command line options
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opt = ['-estimate -seed ' num2str(options_.DynareRandomStreams.seed)];
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opt = [opt ' -ft ' options_.ms.file_tag];
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opt = [opt ' -fto ' options_.ms.output_file_tag];
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opt = [opt ' -cb ' num2str(options_.ms.convergence_starting_value)];
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opt = [opt ' -ce ' num2str(options_.ms.convergence_ending_value)];
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opt = [opt ' -ci ' num2str(options_.ms.convergence_increment_value)];
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opt = [opt ' -ib ' num2str(options_.ms.max_iterations_starting_value)];
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opt = [opt ' -ii ' num2str(options_.ms.max_iterations_increment_value)];
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opt = [opt ' -mb ' num2str(options_.ms.max_block_iterations)];
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opt = [opt ' -repeat_max ' num2str(options_.ms.max_repeated_optimization_runs)];
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opt = [opt ' -repeat_tol_obj ' num2str(options_.ms.function_convergence_criterion)];
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opt = [opt ' -repeat_tol_parms ' num2str(options_.ms.parameter_convergence_criterion)];
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opt = [opt ' -random ' num2str(options_.ms.number_of_large_perturbations)];
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opt = [opt ' -random_small ' num2str(options_.ms.number_of_small_perturbations)];
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opt = [opt ' -random_small_ndraws ' num2str(options_.ms.number_of_posterior_draws_after_perturbation)];
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opt = [opt ' -random_max ' num2str(options_.ms.max_number_of_stages)];
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opt = [opt ' -random_tol_obj ' num2str(options_.ms.random_function_convergence_criterion)];
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opt = [opt ' -random_tol_parms ' num2str(options_.ms.random_parameter_convergence_criterion)];
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% estimation
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ms_sbvar_command_line(opt);
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[options_, oo_] = set_ms_estimation_file(options_.ms.output_file_tag, options_, oo_);
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end
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