dynare_estimation_init.m

function [dataset_,xparam1, M_, options_, oo_, estim_params_,bayestopt_, fake] = dynare_estimation_init(var_list_, dname, gsa_flag, M_, options_, oo_, estim_params_, bayestopt_)

% function dynare_estimation_init(var_list_, gsa_flag)
% preforms initialization tasks before estimation or
% global sensitivity analysis
%
% INPUTS
%   var_list_:  selected endogenous variables vector
%   dname:      alternative directory name
%   gsa_flag:   flag for GSA operation (optional)
%
% OUTPUTS
%   data:    data after required transformation
%   rawdata:  data as in the data file
%   xparam1:    initial value of estimated parameters as returned by
%               set_prior()
%
% SPECIAL REQUIREMENTS
%   none

% Copyright (C) 2003-2011 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 isempty(gsa_flag)
    gsa_flag = 0;
else% Decide if a DSGE or DSGE-VAR has to be estimated.
    if ~isempty(strmatch('dsge_prior_weight',M_.param_names))
        options_.dsge_var = 1;
    end
    var_list_ = check_list_of_variables(options_, M_, var_list_);
    options_.varlist = var_list_;
end

% Get the indices of the observed variables in M_.endo_names.
options_.lgyidx2varobs = zeros(size(M_.endo_names,1),1);
for i = 1:size(M_.endo_names,1)
    tmp = strmatch(deblank(M_.endo_names(i,:)),options_.varobs,'exact');
    if ~isempty(tmp)
        if length(tmp)>1
            disp(' ')
            error(['Multiple declarations of ' deblank(M_.endo_names(i,:)) ' as an observed variable is not allowed!'])
        end
        options_.lgyidx2varobs(i) = tmp;
    end
end

% Set the order of approximation to one (if needed).
if options_.order > 1 && isempty(options_.nonlinear_filter)
    disp('This version of Dynare cannot estimate non linearized models!')
    disp('Set "order" equal to 1.')
    disp(' ')
    options_.order = 1;
end

% Set options_.lik_init equal to 3 if diffuse filter is used or
% kalman_algo refers to a diffuse filter algorithm.