MS-SBVAR: input options that allow code to be called with previous output files

matlab/ms-sbvar/clean_files_for_second_type_of_mex.m

+function clean_files_for_second_type_of_mex(M_, options_, type)
+%function clean_files_for_second_type_of_mex()
+% clean the files for the appropriate file tag and mex function
+%
+% INPUTS
+%    M_:          (struct)    model structure
+%    options_:    (struct)    options
+%    type:        (string)    one of irf, forecast or
+%    variance_decomposition
+%
+% SPECIAL REQUIREMENTS
+%    none
+
+% Copyright (C) 2011 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 <http://www.gnu.org/licenses/>.
+
+if isfield(options_.ms,'estimation_file_tag')
+    tagtouse = options_.ms.estimation_file_tag;
+else
+    tagtouse = options_.ms.file_tag;
+end
+
+if ~strcmp(tagtouse, options_.ms.output_file_tag) || ...
+        ~strcmp(M_.fname, options_.ms.output_file_tag)
+    tagtouse = options_.ms.output_file_tag;
+end
+
+switch type
+    case 'irf'
+        clean_ms_irf_files(tagtouse);
+    case 'forecast'
+        clean_ms_forecast_files(tagtouse);
+    case 'variance_decomposition'
+        clean_ms_variance_decomposition_files(tagtouse);
+    otherwise
+        error('clean_files_for_second_type_of_mex: should not arrive here');
+end

matlab/ms-sbvar/clean_ms_forecast_files.m

+function clean_ms_forecast_files(file_tag)
+% function clean_ms_forecast_files()
+% removes MS forecast files
+%
+% INPUTS
+%    file_tag: string indicating tag to use when deleting files
+%
+% OUTPUTS
+%    none
+%
+% SPECIAL REQUIREMENTS
+%    none
+
+% Copyright (C) 2011 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 <http://www.gnu.org/licenses/>.
+
+delete_dir_if_exists([file_tag filesep 'Forecast']);
+delete_dir_if_exists([file_tag filesep 'Output' filesep 'Forecast']);
+end

matlab/ms-sbvar/clean_ms_irf_files.m

+function clean_ms_irf_files(file_tag)
+% function clean_ms_irf_files()
+% removes MS irf files
+%
+% INPUTS
+%    file_tag: string indicating tag to use when deleting files
+%
+% OUTPUTS
+%    none
+%
+% SPECIAL REQUIREMENTS
+%    none
+
+% Copyright (C) 2011 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 <http://www.gnu.org/licenses/>.
+
+delete_dir_if_exists([file_tag filesep 'IRF']);
+delete_dir_if_exists([file_tag filesep 'Output' filesep 'IRF']);
+end

matlab/ms-sbvar/clean_ms_probabilities_files.m

@@ -30,4 +30,5 @@ function clean_ms_probabilities_files(file_tag)
 
 delete_if_exists(['smoothed_' file_tag '.out']);
 delete_if_exists(['filtered_' file_tag '.out']);
+delete_dir_if_exists([file_tag filesep 'Output' filesep 'Probabilities']);
 end

matlab/ms-sbvar/clean_ms_variance_decomposition_files.m

+function clean_ms_variance_decomposition_files(file_tag)
+% function clean_ms_variance_decomposition_files()
+% removes MS variance decomposition files
+%
+% INPUTS
+%    file_tag: string indicating tag to use when deleting files
+%
+% OUTPUTS
+%    none
+%
+% SPECIAL REQUIREMENTS
+%    none
+
+% Copyright (C) 2011 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 <http://www.gnu.org/licenses/>.
+
+delete_dir_if_exists([file_tag filesep 'Variance_Decomposition']);
+delete_dir_if_exists([file_tag filesep 'Output' filesep 'Variance_Decomposition']);
+end

matlab/ms-sbvar/create_dir.m

+function create_dir(dirname)
+% function create_dir()
+% creates directory if it doesn't exist
+%
+% INPUTS
+%    dirname: string indicating name of directory
+%
+% OUTPUTS
+%    none
+%
+% SPECIAL REQUIREMENTS
+%    none
+
+% Copyright (C) 2011 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 <http://www.gnu.org/licenses/>.
+
+if ~exist(dirname, 'dir')
+    mkdir(dirname);
+end
+end

matlab/ms-sbvar/delete_dir_if_exists.m

+function delete_dir_if_exists(dirname)
+% function delete_dir_if_exists()
+% removes directory if it exists
+%
+% INPUTS
+%    dirname: directory to delete
+%
+% OUTPUTS
+%    none
+%
+% SPECIAL REQUIREMENTS
+%    none
+
+% Copyright (C) 2011 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 <http://www.gnu.org/licenses/>.
+
+if exist(dirname, 'dir')
+    rmdir(dirname,'s');
+end
+end

matlab/ms-sbvar/dyn_save_graph.m

@@ -30,7 +30,8 @@ function dyn_save_graph(dirname,graph_name,graph_formats,TeX,names,texnames,capt
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-    graph_name = [dirname filesep 'Output' filesep regexprep(graph_name,' ','_')];
+    create_dir(dirname);
+    graph_name = [dirname filesep regexprep(graph_name,' ','_')];
     if nargin <= 2
         TeX = 0;
     elseif nargin <= 4
@@ -66,4 +67,3 @@ function dyn_save_graph(dirname,graph_name,graph_formats,TeX,names,texnames,capt
         fprintf(fh,'%% End of TeX file.\n');
         fclose(fh);
     end
-

matlab/ms-sbvar/initialize_ms_sbvar_options.m

@@ -32,7 +32,27 @@ function options_=initialize_ms_sbvar_options(M_, options_)
 % MS SBVAR
 % all mex functions
 options_.ms.file_tag = M_.fname;
-options_.ms.output_file_tag = M_.fname;
+if isfield(options_.ms,'initialization_file_tag')
+    options_.ms = rmfield(options_.ms,'initialization_file_tag');
+end
+if isfield(options_.ms,'init_file')
+    options_.ms = rmfield(options_.ms,'init_file');
+end
+if isfield(options_.ms,'estimation_file_tag')
+    options_.ms = rmfield(options_.ms,'estimation_file_tag');
+end
+if isfield(options_.ms,'free_param_file')
+    options_.ms = rmfield(options_.ms,'free_param_file');
+end
+if isfield(options_.ms,'simulation_file_tag')
+    options_.ms = rmfield(options_.ms,'simulation_file_tag');
+end
+if isfield(options_.ms,'mh_file')
+    options_.ms = rmfield(options_.ms,'mh_file');
+end
+if isfield(options_.ms,'output_file_tag')
+    options_.ms = rmfield(options_.ms,'output_file_tag');
+end
 % prepare ms sbvar & estimation
 options_.ms.coefficients_prior_hyperparameters = [1.0 1.0 0.1 1.2 1.0 1.0];
 options_.ms.freq = 4;
@@ -97,10 +117,4 @@ options_.ms.shocks_per_parameter = 10;
 options_.ms.median = 0;
 % forecast
 options_.ms.forecast_data_obs = 0;
-if isfield(options_.ms,'free_parameters')
-    options_.ms = rmfield(options_.ms,'free_parameters');
-end
-if isfield(options_.ms,'simulation_file')
-    options_.ms = rmfield(options_.ms,'simulation_file');
-end
 end

matlab/ms-sbvar/ms_compute_mdd.m

 function [options_, oo_]=ms_compute_mdd(M_, options_, oo_)
 %function ms_compute_mdd()
-% Compute marginal data density
+% MS Sbvar Compute Marginal Data Density
 %
 % INPUTS
 %    M_:          (struct)    model structure
@@ -31,15 +31,17 @@ function [options_, oo_]=ms_compute_mdd(M_, options_, oo_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-disp('Marginal Data Density');
-clean_ms_mdd_files(options_.ms.output_file_tag,options_.ms.mdd_proposal_type(1));
-options_ = set_ms_estimation_flags_for_other_mex(options_);
-options_ = set_ms_simulation_flags_for_other_mex(options_);
-oo_ = set_oo_w_estimation_output(options_, oo_);
+disp('MS-SBVAR Marginal Data Density');
+options_ = set_file_tags(options_);
+clean_ms_mdd_files(options_.ms.output_file_tag, options_.ms.mdd_proposal_type(1));
+[options_, oo_] = set_ms_estimation_file(options_, oo_);
+options_ = set_ms_simulation_file(options_);
 
 % setup command line options
 opt = ['-mdd -seed ' num2str(options_.DynareRandomStreams.seed)];
-opt = [opt ' -ft ' options_.ms.output_file_tag];
+opt = [opt ' -ft ' options_.ms.simulation_file_tag];
+opt = [opt ' -fto ' options_.ms.output_file_tag];
+opt = [opt ' -pf ' options_.ms.mh_file];
 opt = [opt ' -d ' num2str(options_.ms.mdd_proposal_draws)];
 if options_.ms.mdd_use_mean_center
     opt = [opt ' -use_mean'];
@@ -54,7 +56,7 @@ end
 
 % compute mdd
 [err] = ms_sbvar_command_line(opt);
-mexErrCheck('ms_sbvar_command_line mdd',err);
+mexErrCheck('ms_compute_mdd',err);
 
 % grab the muller/bridge log mdd from the output file
 mull_exp = 'Muller \w+\(\w+\) \= (\d+.\d+e\+\d+)';

matlab/ms-sbvar/ms_compute_probabilities.m

 function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_)
 %function ms_simulation()
-% Compute posterior mode regime probabilities
+% MS Sbvar Compute Posterior Mode Regime Probabilities
 %
 % INPUTS
 %    M_:          (struct)    model structure
@@ -31,14 +31,15 @@ function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-disp('Compute Regime Probabilities');
-options_ = set_ms_estimation_flags_for_other_mex(options_);
-options_ = set_ms_simulation_flags_for_other_mex(options_);
-oo_ = set_oo_w_estimation_output(options_, oo_);
+disp('MS-SBVAR Compute Regime Probabilities');
+options_ = set_file_tags(options_);
+clean_ms_probabilities_files(options_.ms.output_file_tag);
+[options_, oo_] = set_ms_estimation_file(options_, oo_);
 
 % setup command line options
 opt = ['-probabilities -seed ' num2str(options_.DynareRandomStreams.seed)];
-opt = [opt ' -ft ' options_.ms.output_file_tag];
+opt = [opt ' -ft ' options_.ms.estimation_file_tag];
+opt = [opt ' -fto ' options_.ms.output_file_tag];
 
 if options_.ms.filtered_probabilities
     opt = [opt ' -filtered' ];
@@ -53,12 +54,12 @@ end
 
 % compute probabilities
 [err] = ms_sbvar_command_line(opt);
-mexErrCheck('ms_sbvar_command_line probabilities',err);
+mexErrCheck('ms_compute_probabilities',err);
 
 % now we want to plot the probabilities for each chain
 if ischar(prob_out_file)
     computed_probabilities = load(prob_out_file);
-    plot_ms_probabilities(computed_probabilities,options_,M_.fname);
+    plot_ms_probabilities(computed_probabilities,options_);
 end
 options_ = initialize_ms_sbvar_options(M_, options_);
 end

matlab/ms-sbvar/ms_estimation.m

@@ -31,18 +31,21 @@ function [options_, oo_]=ms_estimation(M_, options_, oo_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-disp('Estimation');
-
-% cleanup old files
-clean_ms_init_files(options_.ms.output_file_tag);
+disp('MS-SBVAR Estimation');
+options_ = set_file_tags(options_);
 clean_ms_estimation_files(options_.ms.output_file_tag);
 
 % general setup
-ms_sbvar_setup(options_);
+if ~isfield(options_.ms, 'initialization_file_tag')
+    clean_ms_init_files(options_.ms.output_file_tag);
+    ms_sbvar_setup(options_);
+end
+options_ = set_ms_init_file(options_);
 
 % setup command line options
 opt = ['-estimate -seed ' num2str(options_.DynareRandomStreams.seed)];
-opt = [opt ' -ft ' options_.ms.output_file_tag];
+opt = [opt ' -ft ' options_.ms.file_tag];
+opt = [opt ' -fto ' options_.ms.output_file_tag];
 opt = [opt ' -cb ' num2str(options_.ms.convergence_starting_value)];
 opt = [opt ' -ce ' num2str(options_.ms.convergence_ending_value)];
 opt = [opt ' -ci ' num2str(options_.ms.convergence_increment_value)];
@@ -61,9 +64,11 @@ opt = [opt ' -random_tol_parms ' num2str(options_.ms.random_parameter_convergenc
 
 % estimation
 [err] = ms_sbvar_command_line(opt);
-mexErrCheck('ms_sbvar_command_line estimation', err);
+mexErrCheck('ms_estimation', err);
 
-options_ = set_ms_estimation_flags_for_other_mex(options_);
-oo_ = set_oo_w_estimation_output(options_, oo_);
+[options_, oo_] = set_ms_estimation_file(options_, oo_);
+[err, oo_.ms.A0, oo_.ms.Aplus, oo_.ms.Zeta, oo_.ms.Q] = ...
+    mex_ms_convert_free_parameters(options_.ms.estimation_file_tag, oo_.ms.maxparams);
+mexErrCheck('mex_ms_convert_free_parameters', err);
 options_ = initialize_ms_sbvar_options(M_, options_);
 end

matlab/ms-sbvar/ms_forecast.m

 function [options_, oo_]=ms_forecast(M_, options_, oo_)
 %function ms_forecast()
-% calls ms irf mex function
+% MS-SBVAR Forecast
 %
 % INPUTS
 %    M_:          (struct)    model structure
@@ -31,12 +31,15 @@ function [options_, oo_]=ms_forecast(M_, options_, oo_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-disp('Forecasts');
-options_ = set_ms_estimation_flags_for_other_mex(options_);
-options_ = set_ms_simulation_flags_for_other_mex(options_);
-oo_ = set_oo_w_estimation_output(options_, oo_);
+disp('MS-SBVAR Forecasts');
+options_ = set_file_tags(options_);
+[options_, oo_] = set_ms_estimation_file(options_, oo_);
+options_ = set_ms_simulation_file(options_);
+clean_files_for_second_type_of_mex(M_, options_, 'forecast')
+forecastdir = [options_.ms.output_file_tag filesep 'Forecast'];
+create_dir(forecastdir);
 
-opt = {options_.ms.output_file_tag, ...
+opt = {options_.ms.estimation_file_tag, ...
     'seed', options_.DynareRandomStreams.seed, ...
     'horizon', options_.ms.horizon, ...
     'data',options_.ms.forecast_data_obs ...
@@ -46,22 +49,22 @@ opt = {options_.ms.output_file_tag, ...
 
 [err, forecast] = mex_ms_forecast(opt{:},'free_parameters',oo_.ms.maxparams,'shocks_per_parameter', options_.ms.shock_draws);
 mexErrCheck('mex_ms_forecast ergodic ', err);
-plot_ms_forecast(M_,forecast,'Forecast',options_.graph_save_formats,options_.TeX);
+plot_ms_forecast(M_,options_,forecast,'Forecast',options_.graph_save_formats,options_.TeX);
 
 [err, regime_forecast] = mex_ms_forecast(opt{:},'free_parameters',oo_.ms.maxparams,'shocks_per_parameter', options_.ms.shock_draws,'regimes');
 mexErrCheck('mex_ms_forecast ergodic regimes', err);
-save([M_.fname '/' options_.ms.output_file_tag '_ergodic_forecast.mat'], 'forecast', 'regime_forecast');
+save([forecastdir filesep 'ergodic_forecast.mat'], 'forecast', 'regime_forecast');
 
-if exist(options_.ms.load_mh_file,'file') > 0
+if exist(options_.ms.mh_file,'file') > 0
     [err, forecast] = mex_ms_forecast(opt{:},'free_parameters',oo_.ms.maxparams,'shocks_per_parameter', options_.ms.shocks_per_parameter, ...
-        'simulation_file',options_.ms.load_mh_file,'parameter_uncertainty');
+        'simulation_file',options_.ms.mh_file,'parameter_uncertainty');
     mexErrCheck('mex_ms_forecast bayesian ', err);
-    plot_ms_forecast(M_,forecast,'Forecast w/ Parameter Uncertainty',options_.graph_save_formats,options_.TeX);
+    plot_ms_forecast(M_,options_,forecast,'Forecast w/ Parameter Uncertainty',options_.graph_save_formats,options_.TeX);
 
     [err, regime_forecast] = mex_ms_forecast(opt{:},'free_parameters',oo_.ms.maxparams,'shocks_per_parameter', options_.ms.shocks_per_parameter, ...
-        'simulation_file',options_.ms.load_mh_file,'parameter_uncertainty','regimes');
+        'simulation_file',options_.ms.mh_file,'parameter_uncertainty','regimes');
     mexErrCheck('mex_ms_forecast bayesian regimes ', err);
-    save([M_.fname '/' options_.ms.output_file_tag '_bayesian_forecast.mat'], 'forecast', 'regime_forecast');
+    save([forecastdir filesep 'bayesian_forecast.mat'], 'forecast', 'regime_forecast');
 end
 options_ = initialize_ms_sbvar_options(M_, options_);
 end

matlab/ms-sbvar/ms_irf.m

 function [options_, oo_]=ms_irf(varlist,M_, options_, oo_)
 %function ms_irf()
-% calls ms irf mex function
+% MS-SBVAR Impulse Response Function
 %
 % INPUTS
 %    varlist:     (chararray) list of selected endogenous variables
@@ -32,12 +32,15 @@ function [options_, oo_]=ms_irf(varlist,M_, options_, oo_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-disp('IRFs');
-options_ = set_ms_estimation_flags_for_other_mex(options_);
-options_ = set_ms_simulation_flags_for_other_mex(options_);
-oo_ = set_oo_w_estimation_output(options_, oo_);
+disp('MS-SBVAR Impulse Response Function');
+options_ = set_file_tags(options_);
+[options_, oo_] = set_ms_estimation_file(options_, oo_);
+options_ = set_ms_simulation_file(options_);
+clean_files_for_second_type_of_mex(M_, options_, 'irf')
+irfdir = [options_.ms.output_file_tag filesep 'IRF'];
+create_dir(irfdir);
 
-opt = {options_.ms.output_file_tag, ...
+opt = {options_.ms.estimation_file_tag, ...
     'seed', options_.DynareRandomStreams.seed, ...
     'horizon', options_.ms.horizon, ...
     'filtered', options_.ms.filtered_probabilities, ...
@@ -55,22 +58,22 @@ for i=1:size(regime_irfs,1)
     plot_ms_irf(M_,options_,squeeze(regime_irfs(i,:,:,:)),options_.varobs,['Ergodic ' ...
                         'Impulse Responses State ' int2str(i)],varlist);
 end
-save([M_.fname '/' options_.ms.output_file_tag '_ergodic_irf.mat'], 'irf', 'regime_irfs');
+save([irfdir filesep 'ergodic_irf.mat'], 'irf', 'regime_irfs');
 
-if exist(options_.ms.load_mh_file,'file') > 0
+if exist(options_.ms.mh_file,'file') > 0
     [err, irf] = mex_ms_irf(opt{:}, 'shocks_per_parameter', options_.ms.shocks_per_parameter, ...
-        'parameter_uncertainty','simulation_file',options_.ms.load_mh_file);
+        'parameter_uncertainty','simulation_file',options_.ms.mh_file);
     mexErrCheck('mex_ms_irf bayesian ',err);
     plot_ms_irf(M_,options_,irf,options_.varobs,'Impulse Responses with Parameter Uncertainty',varlist);
     
     [err, regime_irfs] = mex_ms_irf(opt{:}, 'shocks_per_parameter', options_.ms.shocks_per_parameter, ...
-        'simulation_file',options_.ms.load_mh_file,'parameter_uncertainty','regimes');
+        'simulation_file',options_.ms.mh_file,'parameter_uncertainty','regimes');
     mexErrCheck('mex_ms_irf bayesian regimes ',err);
     for i=1:size(regime_irfs,1)
         plot_ms_irf(M_,options_,squeeze(regime_irfs(i,:,:,:)),options_.varobs,['Impulse ' ...
                             'Responses with Parameter Uncertainty State ' int2str(i)],varlist);
     end
-    save([M_.fname '/' options_.ms.output_file_tag '_bayesian_irf.mat'], 'irf', 'regime_irfs');
+    save([irfdir filesep 'bayesian_irf.mat'], 'irf', 'regime_irfs');
 end
 options_ = initialize_ms_sbvar_options(M_, options_);
 end

matlab/ms-sbvar/ms_simulation.m

@@ -31,14 +31,15 @@ function [options_, oo_]=ms_simulation(M_, options_, oo_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-disp('Simulation');
+disp('MS-SBVAR Simulation');
+options_ = set_file_tags(options_);
 clean_ms_simulation_files(options_.ms.output_file_tag);
-options_ = set_ms_estimation_flags_for_other_mex(options_);
-oo_ = set_oo_w_estimation_output(options_, oo_);
+[options_, oo_] = set_ms_estimation_file(options_, oo_);
 
 % setup command line options
 opt = ['-simulate -seed ' num2str(options_.DynareRandomStreams.seed)];
-opt = [opt ' -ft ' options_.ms.output_file_tag];
+opt = [opt ' -ft ' options_.ms.estimation_file_tag];
+opt = [opt ' -fto ' options_.ms.output_file_tag];
 opt = [opt ' -ndraws ' num2str(options_.ms.mh_replic)];
 opt = [opt ' -burnin ' num2str(options_.ms.drop)];
 opt = [opt ' -thin ' num2str(options_.ms.thinning_factor)];
@@ -46,8 +47,7 @@ opt = [opt ' -mh ' num2str(options_.ms.adaptive_mh_draws)];
 
 % simulation
 [err] = ms_sbvar_command_line(opt);
-mexErrCheck('ms_sbvar_command_line simulate',err);
+mexErrCheck('ms_simulation',err);
 
-options_.ms.simulation_file_tag = options_.ms.output_file_tag;
 options_ = initialize_ms_sbvar_options(M_, options_);
 end

matlab/ms-sbvar/ms_variance_decomposition.m

 function [options_, oo_]=ms_variance_decomposition(M_, options_, oo_)
 %function ms_variance_decomposition()
-% calls ms_variance_decomposition mex function
+% MS-SBVAR Variance Decomposition
 %
 % INPUTS
 %    M_:          (struct)    model structure
@@ -31,14 +31,17 @@ function [options_, oo_]=ms_variance_decomposition(M_, options_, oo_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-disp('Variance Decomposition');
-options_ = set_ms_estimation_flags_for_other_mex(options_);
-options_ = set_ms_simulation_flags_for_other_mex(options_);
-oo_ = set_oo_w_estimation_output(options_, oo_);
+disp('MS-SBVAR Variance Decomposition');
+options_ = set_file_tags(options_);
+[options_, oo_] = set_ms_estimation_file(options_, oo_);
+options_ = set_ms_simulation_file(options_);
+clean_files_for_second_type_of_mex(M_, options_, 'variance_decomposition')
+vddir = [options_.ms.output_file_tag filesep 'Variance_Decomposition'];
+create_dir(vddir);
 
 % NOTICE THAT VARIANCE DECOMPOSITION DEFAULTS TO USING THE MEAN, NOT MEDIAN OR BANDED
 
-opt = {options_.ms.output_file_tag, ...
+opt = {options_.ms.estimation_file_tag, ...
     'seed', options_.DynareRandomStreams.seed, ...
     'horizon', options_.ms.horizon, ...
     'filtered', options_.ms.filtered_probabilities, ...
@@ -49,19 +52,19 @@ opt = {options_.ms.output_file_tag, ...
 
 [err, vd] = mex_ms_variance_decomposition(opt{:},'free_parameters',oo_.ms.maxparams,'shocks',options_.ms.shock_draws);
 mexErrCheck('mex_ms_variance_decomposition ergodic ', err);
-plot_ms_