MS-SBVAR: fix processing for ms_estimation

matlab/ms-sbvar/initialize_ms_sbvar_options.m

@@ -32,12 +32,10 @@ function options_=initialize_ms_sbvar_options(M_, options_)
 % MS SBVAR
 % all mex functions
 options_.ms.file_tag = M_.fname;
-if isfield(options_.ms,'initialization_file_tag')
-    options_.ms = rmfield(options_.ms,'initialization_file_tag');
-end
 if isfield(options_.ms,'estimation_file_tag')
     options_.ms = rmfield(options_.ms,'estimation_file_tag');
 end
+options_.ms.create_init = 1;
 if isfield(options_.ms,'free_param_file')
     options_.ms = rmfield(options_.ms,'free_param_file');
 end

matlab/ms-sbvar/ms_estimation.m

@@ -33,14 +33,18 @@ function [options_, oo_]=ms_estimation(M_, options_, oo_)
 
 disp('MS-SBVAR Estimation');
 options_ = set_file_tags(options_);
-clean_ms_estimation_files(options_.ms.output_file_tag);
 
 % general setup
-if ~isfield(options_.ms, 'initialization_file_tag')
-    clean_ms_init_files(options_.ms.output_file_tag);
+if options_.ms.create_init
+    clean_ms_init_files(options_.ms.file_tag);
     ms_sbvar_setup(options_);
+    clean_ms_estimation_files(options_.ms.file_tag);
+    clean_ms_estimation_files(options_.ms.output_file_tag);
+else
+    if ~strcmp(options_.ms.file_tag, options_.ms.output_file_tag)
+        clean_ms_estimation_files(options_.ms.output_file_tag);
+    end
 end
-options_ = set_ms_init_file(options_);
 
 % setup command line options
 opt = ['-estimate -seed ' num2str(options_.DynareRandomStreams.seed)];

matlab/ms-sbvar/ms_sbvar_setup.m

@@ -434,7 +434,7 @@ fclose(fidForC);
 %== Create C initialization filename
 %======================================================================
 ms_write_markov_file(markov_file,options_)
-create_init_file = [matlab_filename,' ',markov_file,' ',options_.ms.output_file_tag];
+create_init_file = [matlab_filename,' ',markov_file,' ',options_.ms.file_tag];
 [err] = ms_sbvar_create_init_file(create_init_file);
 mexErrCheck('ms_sbvar_create_init_file',err);
 end

matlab/ms-sbvar/set_ms_init_file.m

-function options_=set_ms_init_file(options_)
-%function set_ms_init_file()
-% Set options_.ms.init_file based on user input
-%
-% INPUTS
-%    options_:    (struct)    options
-%    oo_:         (struct)    results
-%
-% OUTPUTS
-%    oo_:         (struct)    results
-%
-% 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, 'initialization_file_tag')
-    options_.ms.initialization_file_tag = options_.ms.output_file_tag;
-end
-options_.ms.init_file = ['init_' options_.ms.initialization_file_tag '.dat'];
-
-if ~exist(options_.ms.init_file,'file')
-    error(['ERROR: Could not find initialization file: ' options_.ms.init_file]);
-end
-end

preprocessor/DynareBison.yy

@@ -159,7 +159,7 @@ class ParsingDriver;
 %token SVAR COEFFICIENTS VARIANCES CONSTANTS EQUATIONS
 %token EXTERNAL_FUNCTION EXT_FUNC_NAME EXT_FUNC_NARGS FIRST_DERIV_PROVIDED SECOND_DERIV_PROVIDED
 %token SELECTED_VARIABLES_ONLY COVA_COMPUTE ESTIMATION_FILE_TAG SIMULATION_FILE_TAG FILE_TAG
-%token NO_ERROR_BANDS ERROR_BAND_PERCENTILES SHOCKS_PER_PARAMETER INITIALIZATION_FILE_TAG
+%token NO_ERROR_BANDS ERROR_BAND_PERCENTILES SHOCKS_PER_PARAMETER NO_CREATE_INIT
 %token SHOCK_DRAWS FREE_PARAMETERS MEDIAN DATA_OBS_NBR NEIGHBORHOOD_WIDTH PVALUE_KS PVALUE_CORR
 %token FILTERED_PROBABILITIES FILTERED REAL_TIME_SMOOTHED
 %token PROPOSAL_TYPE MDD_PROPOSAL_DRAWS MDD_USE_MEAN_CENTER
@@ -1630,7 +1630,7 @@ ms_estimation_option : o_coefficients_prior_hyperparameters
                      | o_gsig2_lmdm
                      | o_output_file_tag
                      | o_file_tag
-                     | o_initialization_file_tag
+                     | o_no_create_init
                      | o_convergence_starting_value
                      | o_convergence_ending_value
                      | o_convergence_increment_value
@@ -2087,7 +2087,7 @@ o_cova_compute : COVA_COMPUTE EQUAL INT_NUMBER
                ;
 o_output_file_tag : OUTPUT_FILE_TAG EQUAL filename {driver.option_str("ms.output_file_tag", $3); };
 o_file_tag : FILE_TAG EQUAL filename { driver.option_str("ms.file_tag", $3); };
-o_initialization_file_tag : INITIALIZATION_FILE_TAG EQUAL filename { driver.option_str("ms.initialization_file_tag", $3); };
+o_no_create_init : NO_CREATE_INIT { driver.option_str("ms.create_init", "0"); };
 o_estimation_file_tag : ESTIMATION_FILE_TAG EQUAL filename { driver.option_str("ms.estimation_file_tag", $3); };
 o_simulation_file_tag : SIMULATION_FILE_TAG EQUAL filename { driver.option_str("ms.simulation_file_tag", $3); };
 o_coefficients_prior_hyperparameters : COEFFICIENTS_PRIOR_HYPERPARAMETERS EQUAL vec_value

preprocessor/DynareFlex.ll

@@ -320,7 +320,7 @@ string eofbuff;
 
 <DYNARE_STATEMENT>output_file_tag {return token::OUTPUT_FILE_TAG;}
 <DYNARE_STATEMENT>file_tag {return token::FILE_TAG;};
-<DYNARE_STATEMENT>initialization_file_tag {return token::INITIALIZATION_FILE_TAG;};
+<DYNARE_STATEMENT>no_create_init {return token::NO_CREATE_INIT;};
 <DYNARE_STATEMENT>estimation_file_tag {return token::ESTIMATION_FILE_TAG;};
 <DYNARE_STATEMENT>simulation_file_tag {return token::SIMULATION_FILE_TAG;};
 <DYNARE_STATEMENT>filtered {return token::FILTERED;}