adding new function to initialize parameters from mode file

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2407 ac1d8469-bf42-47a9-8791-bf33cf982152

matlab/initialize_from_mode.m

+function estim_params_ = initialize_from_mode(fname,M_,estim_params_)
+% function estim_params_ = initialize_from_mode(fname,M_,estim_params_)
+% initialize parameters and initial value of estimated parameters
+% from a *_mode.mat file    
+%  
+% INPUTS
+%   fname:  mode file name (*.mat file)
+%   M_:     sructure of model characteristics
+%   estim_params_: structure of estimated parameters
+%  
+% OUTPUTS
+%   estim_params:  modified structure of estimated parameters
+%
+% SPECIAL REQUIREMENTS
+%   none
+
+% Copyright (C) 2003-2009 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/>.
+
+    
+    load(fname);
+    
+    endo_names = M_.endo_names;
+    exo_names = M_.exo_names;
+    param_names = M_.param_names;
+    param_vals = estim_params_.param_vals;
+    var_exo = estim_params_.var_exo;
+    var_endo = estim_params_.var_endo;
+    corrx = estim_params_.corrx;
+    corrn = estim_params_.corrn;
+    names = bayestopt_.name;
+    for i=1:length(names)
+        name = names{i};
+        k1 = strmatch(name,param_names,'exact');
+        if ~isempty(k1)
+            k2 = find(param_vals(:,1) == k1);
+            if ~isempty(k2)
+                estim_params_.param_vals(k2,2) = xparam1(i);
+            end
+            M_.params(i) = xparam1(i);
+            continue
+        end
+        k3 = strfind(name,',');
+        if isempty(k3)
+            k1 = strmatch(name,exo_names,'exact');
+            if ~isempty(k1)
+                k2 = find(var_exo(:,1) == k1);
+                if ~isempty(k2)
+                    estim_params_.var_exo(k2,2) = xparam1(i);
+                end
+                M_.Sigma_e(k1,k1) = xparam1(i)^2;
+                continue
+            end
+            k1 = strmatch(name,endo_names,'exact');
+            if ~isempty(k1)
+                k2 = find(var_endo(:,1) == k1);
+                if ~isempty(k2)
+                    estim_params_.var_endo(k2,2) = xparam1(i);
+                end
+                M_.H(k1,k1) = xparam1(i)^2;
+                continue
+            end
+        else
+            k1 = strmatch(name(1:k3-1),exo_names,'exact');
+            k1a = strmatch(name(k3+1:end),exo_names,'exact');
+            if ~isempty(k1) & ~isempty(k1a)
+                k2 = find(corrx(:,1) == k1 & corrx(:,2) == k1a);
+                if ~isempty(k2)
+                    estim_params_.corrx(k2,3) = xparam1(i);
+                end
+                M_.Sigma_e(k1,k1a) = xparam1(i)*sqrt(M_.Sigma_e(k1,k1)+M_.Sigma_e(k1a,k1a));
+                M_.Sigma_e(k1a,k1) = M_.Sigma_e(k1,k1a);
+                continue
+            end
+            k1 = strmatch(name(1:k3-1),endo_names,'exact');
+            k1a = strmatch(name(k3+1:end),endo_names,'exact');
+            if ~isempty(k1) & ~isempty(k1a)
+                k2 = find(corrn(:,1) == k1 & corrn(:,2) == k1a);
+                if ~isempty(k2)
+                    estim_params_.corrn(k2,3) = xparam1(i);
+                end
+                M_.H(k1,k1a) = xparam1(i)*sqrt(M_.H(k1,k1)+M_.H(k1a,k1a));
+                M_.H(k1a,k1) = M_.H(k1,k1a);
+                continue
+            end
+        end
+        error([name 'doesn''t exist in this model'])
+    end
+            
+            
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