Commit 6d3de734 authored by michel's avatar michel
Browse files

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
parent c231868f
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
\ No newline at end of file
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