55 lines
1.8 KiB
Matlab
55 lines
1.8 KiB
Matlab
function [options_, oo_]=ms_simulation(M_, options_, oo_)
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% function [options_, oo_]=ms_simulation(M_, options_, oo_)
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% Markov-switching SBVAR: Simulation
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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 Simulation');
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options_ = set_file_tags(options_);
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clean_ms_simulation_files(options_.ms.output_file_tag);
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[options_, oo_] = set_ms_estimation_file(options_.ms.file_tag, options_, oo_);
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% setup command line options
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opt = ['-simulate -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 ' -ndraws ' num2str(options_.ms.mh_replic)];
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opt = [opt ' -burnin ' num2str(options_.ms.drop)];
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opt = [opt ' -thin ' num2str(options_.ms.thinning_factor)];
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opt = [opt ' -mh ' num2str(options_.ms.adaptive_mh_draws)];
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if options_.ms.save_draws
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opt = [opt ' -flat '];
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end
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% simulation
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ms_sbvar_command_line(opt);
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end
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