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