diff --git a/matlab/cli/prior.m b/matlab/cli/prior.m
new file mode 100644
index 0000000000000000000000000000000000000000..f490a570b315f161ae4c9ee8a90fee314fe2c776
--- /dev/null
+++ b/matlab/cli/prior.m
@@ -0,0 +1,129 @@
+function varargout = prior(varargin)
+
+% Computes various prior statistics and display them in the command window.
+%
+% INPUTS
+% 'table', 'moments', 'optimize', 'simulate', 'plot'
+%
+% OUTPUTS
+% none
+%
+% SPECIAL REQUIREMENTS
+% none
+
+% Copyright (C) 2015 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/>.
+
+global options_ M_ estim_params_ bayestopt_ oo_ objective_function_penalty_base
+
+donesomething = false;
+
+% Temporarly change qz_criterium option value
+changed_qz_criterium_flag = 0;
+if isempty(options_.qz_criterium)
+ options_.qz_criterium = 1+1e-9;
+ changed_qz_criterium_flag = 1;
+end
+
+M_.dname = M_.fname;
+
+% Temporarly set options_.order equal to one
+order = options_.order;
+options_.order = 1;
+
+[xparam1,estim_params_,bayestopt_,lb,ub,M_] = set_prior(estim_params_,M_,options_);
+
+if ismember('plot', varargin)
+ plot_priors(bayestopt_,M_,estim_params_,options_)
+ donesomething = true;
+end
+
+if ismember('table', varargin)
+ print_table_prior(lb, ub, options_, M_, bayestopt_, estim_params_);
+ donesomething = true;
+end
+
+if ismember('simulate', varargin) % Prior simulations (BK).
+ results = prior_sampler(0,M_,bayestopt_,options_,oo_,estim_params_);
+ % Display prior mass info
+ skipline(2)
+ disp(['Prior mass = ' num2str(results.prior.mass)])
+ disp(['BK indeterminacy share = ' num2str(results.bk.indeterminacy_share)])
+ disp(['BK unstability share = ' num2str(results.bk.unstability_share)])
+ disp(['BK singularity share = ' num2str(results.bk.singularity_share)])
+ disp(['Complex jacobian share = ' num2str(results.jacobian.problem_share)])
+ disp(['mjdgges crash share = ' num2str(results.dll.problem_share)])
+ disp(['Steady state problem share = ' num2str(results.ss.problem_share)])
+ disp(['Complex steady state share = ' num2str(results.ss.complex_share)])
+ disp(['Analytical steady state problem share = ' num2str(results.ass.problem_share)])
+ skipline(2)
+ donesomething = true;
+end
+
+if ismember('optimize', varargin) % Prior optimization.
+ optimize_prior(options_, M_, oo_, bayestopt_, estim_params_);
+ donesomething = true;
+end
+
+if ismember('moments', varargin) % Prior simulations (2nd order moments).
+ % Set estimated parameters to the prior mode...
+ xparam1 = bayestopt_.p5;
+ % ... Except for uniform priors!
+ k = find(isnan(xparam1));
+ xparam1(k) = bayestopt_.p5(k);
+ % Update vector of parameters and covariance matrices
+ M_ = set_all_parameters(xparam1,estim_params_,M_);
+ % Check model.
+ check_model(M_);
+ % Compute state space representation of the model.
+ oo_.dr=set_state_space(oo_.dr, M_, options_);
+ % Solve model
+ [dr,info, M_ ,options_ , oo_] = resol(0, M_ , options_ ,oo_);
+ % Compute and display second order moments
+ disp_th_moments(oo_.dr,[]);
+ skipline(2)
+ donesomething = true;
+end
+
+if changed_qz_criterium_flag
+ options_.qz_criterium = [];
+end
+
+options_.order = order;
+
+if ~donesomething
+ error('prior: Unexpected arguments!')
+end
+
+function format_string = build_format_string(PriorStandardDeviation,LowerBound,UpperBound)
+format_string = ['%s & %s & %6.4f &'];
+if ~isnumeric(PriorStandardDeviation)
+ format_string = [ format_string , ' %s &'];
+else
+ format_string = [ format_string , ' %6.4f &'];
+end
+if ~isnumeric(LowerBound)
+ format_string = [ format_string , ' %s &'];
+else
+ format_string = [ format_string , ' %6.4f &'];
+end
+if ~isnumeric(UpperBound)
+ format_string = [ format_string , ' %s &'];
+else
+ format_string = [ format_string , ' %6.4f &'];
+end
+format_string = [ format_string , ' %6.4f & %6.4f \\\\ \n'];
\ No newline at end of file
diff --git a/matlab/dynare_config.m b/matlab/dynare_config.m
index 24543ddcde334346f71dd58a0ca71a3824859e18..160cd62220d550cf65a4a30c5a366264a9a9feaa 100644
--- a/matlab/dynare_config.m
+++ b/matlab/dynare_config.m
@@ -58,6 +58,7 @@ addpath([dynareroot '/parallel/'])
addpath([dynareroot '/particle/'])
addpath([dynareroot '/gsa/'])
addpath([dynareroot '/ep/'])
+addpath([dynareroot '/cli/'])
addpath([dynareroot '/lmmcp/'])
addpath([dynareroot '/optimization/'])
addpath([dynareroot '/modules/dates/src/'])
diff --git a/matlab/get_prior_info.m b/matlab/get_prior_info.m
deleted file mode 100644
index 6a82442bf2d8d1abb12ea554bf9fec4fd5364dcf..0000000000000000000000000000000000000000
--- a/matlab/get_prior_info.m
+++ /dev/null
@@ -1,253 +0,0 @@
-function results = get_prior_info(info,plt_flag)
-% Computes various prior statistics.
-%
-% INPUTS
-% info [integer] scalar specifying what has to be done.
-%
-% OUTPUTS
-% none
-%
-% SPECIAL REQUIREMENTS
-% none
-
-% Copyright (C) 2009-2012 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/>.
-global options_ M_ estim_params_ oo_ objective_function_penalty_base
-
-if ~nargin
- info = 0;
- plt_flag = 0;
-end
-
-if nargin==1
- plt_flag = 1;
-end
-
-% Initialize returned variable.
-results = [];
-
-changed_qz_criterium_flag = 0;
-if isempty(options_.qz_criterium)
- options_.qz_criterium = 1+1e-9;
- changed_qz_criterium_flag = 1;
-end
-
-M_.dname = M_.fname;
-
-% Temporarly set options_.order equal to one
-order = options_.order;
-options_.order = 1;
-
-[xparam1,estim_params_,bayestopt_,lb,ub,M_] = set_prior(estim_params_,M_,options_);
-
-if plt_flag
- plot_priors(bayestopt_,M_,estim_params_,options_)
-end
-
-PriorNames = { 'Beta' , 'Gamma' , 'Gaussian' , 'Inverted Gamma' , 'Uniform' , 'Inverted Gamma -- 2' };
-
-if size(M_.param_names,1)==size(M_.param_names_tex,1)% All the parameters have a TeX name.
- fidTeX = fopen('priors_data.tex','w+');
- fprintf(fidTeX,'%% TeX-table generated by get_prior_info (Dynare).\n');
- fprintf(fidTeX,'%% Prior Information\n');
- fprintf(fidTeX,['%% ' datestr(now,0)]);
- fprintf(fidTeX,' \n');
- fprintf(fidTeX,' \n');
- fprintf(fidTeX,'\\begin{center}\n');
- fprintf(fidTeX,'\\begin{longtable}{l|ccccccc} \n');
- fprintf(fidTeX,'\\caption{Prior information (parameters)}\\\\\n ');
- fprintf(fidTeX,'\\label{Table:Prior}\\\\\n');
- fprintf(fidTeX,'\\hline\\hline \\\\ \n');
- fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Lower Bound & Upper Bound & LB Untrunc. 80\\%% HPDI & UB Untrunc. 80\\%% HPDI \\\\ \n');
- fprintf(fidTeX,'\\hline \\endfirsthead \n');
- fprintf(fidTeX,'\\caption{(continued)}\\\\\n ');
- fprintf(fidTeX,'\\hline\\hline \\\\ \n');
- fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Lower Bound & Upper Bound & LB Untrunc. 80\\%% HPDI & UB Untrunc. 80\\%% HPDI \\\\ \n');
- fprintf(fidTeX,'\\hline \\endhead \n');
- fprintf(fidTeX,'\\hline \\multicolumn{8}{r}{(Continued on next page)} \\\\ \\hline \\endfoot \n');
- fprintf(fidTeX,'\\hline \\hline \\endlastfoot \n');
-
- % Column 1: a string for the name of the prior distribution.
- % Column 2: the prior mean.
- % Column 3: the prior standard deviation.
- % Column 4: the lower bound of the prior density support.
- % Column 5: the upper bound of the prior density support.
- % Column 6: the lower bound of the interval containing 80% of the prior mass.
- % Column 7: the upper bound of the interval containing 80% of the prior mass.
- prior_trunc_backup = options_.prior_trunc ;
- options_.prior_trunc = (1-options_.prior_interval)/2 ;
- PriorIntervals = prior_bounds(bayestopt_,options_) ;
- options_.prior_trunc = prior_trunc_backup ;
- for i=1:size(bayestopt_.name,1)
- [tmp,TexName] = get_the_name(i,1,M_,estim_params_,options_);
- PriorShape = PriorNames{ bayestopt_.pshape(i) };
- PriorMean = bayestopt_.p1(i);
- PriorStandardDeviation = bayestopt_.p2(i);
- switch bayestopt_.pshape(i)
- case { 1 , 5 }
- LowerBound = bayestopt_.p3(i);
- UpperBound = bayestopt_.p4(i);
- if ~isinf(lb(i))
- LowerBound=max(LowerBound,lb(i));
- end
- if ~isinf(ub(i))
- UpperBound=min(UpperBound,ub(i));
- end
- case { 2 , 4 , 6 }
- LowerBound = bayestopt_.p3(i);
- if ~isinf(lb(i))
- LowerBound=max(LowerBound,lb(i));
- end
- if ~isinf(ub(i))
- UpperBound=ub(i);
- else
- UpperBound = '$\infty$';
- end
- case 3
- if isinf(bayestopt_.p3(i)) && isinf(lb(i))
- LowerBound = '$-\infty$';
- else
- LowerBound = bayestopt_.p3(i);
- if ~isinf(lb(i))
- LowerBound=max(LowerBound,lb(i));
- end
- end
- if isinf(bayestopt_.p4(i)) && isinf(ub(i))
- UpperBound = '$\infty$';
- else
- UpperBound = bayestopt_.p4(i);
- if ~isinf(ub(i))
- UpperBound=min(UpperBound,ub(i));
- end
- end
- otherwise
- error('get_prior_info:: Dynare bug!')
- end
- format_string = build_format_string(PriorStandardDeviation,LowerBound,UpperBound);
- fprintf(fidTeX,format_string, ...
- TexName, ...
- PriorShape, ...
- PriorMean, ...
- PriorStandardDeviation, ...
- LowerBound, ...
- UpperBound, ...
- PriorIntervals.lb(i), ...
- PriorIntervals.ub(i) );
- end
- fprintf(fidTeX,'\\end{longtable}\n ');
- fprintf(fidTeX,'\\end{center}\n');
- fprintf(fidTeX,'%% End of TeX file.\n');
- fclose(fidTeX);
-end
-
-M_.dname = M_.fname;
-
-if info==1% Prior simulations (BK).
- results = prior_sampler(0,M_,bayestopt_,options_,oo_,estim_params_);
- % Display prior mass info
- disp(['Prior mass = ' num2str(results.prior.mass)])
- disp(['BK indeterminacy share = ' num2str(results.bk.indeterminacy_share)])
- disp(['BK unstability share = ' num2str(results.bk.unstability_share)])
- disp(['BK singularity share = ' num2str(results.bk.singularity_share)])
- disp(['Complex jacobian share = ' num2str(results.jacobian.problem_share)])
- disp(['mjdgges crash share = ' num2str(results.dll.problem_share)])
- disp(['Steady state problem share = ' num2str(results.ss.problem_share)])
- disp(['Complex steady state share = ' num2str(results.ss.complex_share)])
- disp(['Analytical steady state problem share = ' num2str(results.ass.problem_share)])
-end
-
-if info==2% Prior optimization.
- % Initialize to the prior mode if possible
- oo_.dr=set_state_space(oo_.dr,M_,options_);
- k = find(~isnan(bayestopt_.p5));
- xparam1(k) = bayestopt_.p5(k);
- % Pertubation of the initial condition.
- look_for_admissible_initial_condition = 1;
- scale = 1.0;
- iter = 0;
- while look_for_admissible_initial_condition
- xinit = xparam1+scale*randn(size(xparam1));
- if all(xinit(:)>bayestopt_.p3) && all(xinit(:)<bayestopt_.p4)
- M_ = set_all_parameters(xinit,estim_params_,M_);
- [dr,INFO,M_,options_,oo_] = resol(0,M_,options_,oo_);
- if ~INFO(1)
- look_for_admissible_initial_condition = 0;
- end
- else
- if iter == 2000;
- scale = scale/1.1;
- iter = 0;
- else
- iter = iter+1;
- end
- end
- end
- objective_function_penalty_base = minus_logged_prior_density(xinit, bayestopt_.pshape, ...
- bayestopt_.p6, ...
- bayestopt_.p7, ...
- bayestopt_.p3, ...
- bayestopt_.p4,options_,M_,estim_params_,oo_);
- % Maximization
- [xparams,lpd,hessian] = ...
- maximize_prior_density(xinit, bayestopt_.pshape, ...
- bayestopt_.p6, ...
- bayestopt_.p7, ...
- bayestopt_.p3, ...
- bayestopt_.p4,options_,M_,bayestopt_,estim_params_,oo_);
- % Display the results.
- skipline(2)
- disp('------------------')
- disp('PRIOR OPTIMIZATION')
- disp('------------------')
- skipline()
- for i = 1:length(xparams)
- disp(['deep parameter ' int2str(i) ': ' get_the_name(i,0,M_,estim_params_,options_) '.'])
- disp([' Initial condition ....... ' num2str(xinit(i)) '.'])
- disp([' Prior mode .............. ' num2str(bayestopt_.p5(i)) '.'])
- disp([' Optimized prior mode .... ' num2str(xparams(i)) '.'])
- skipline()
- end
-end
-
-if info==3% Prior simulations (2nd order moments).
- oo_ = compute_moments_varendo('prior',options_,M_,oo_);
-end
-
-if changed_qz_criterium_flag
- options_.qz_criterium = [];
-end
-
-options_.order = order;
-
-function format_string = build_format_string(PriorStandardDeviation,LowerBound,UpperBound)
-format_string = ['%s & %s & %6.4f &'];
-if ~isnumeric(PriorStandardDeviation)
- format_string = [ format_string , ' %s &'];
-else
- format_string = [ format_string , ' %6.4f &'];
-end
-if ~isnumeric(LowerBound)
- format_string = [ format_string , ' %s &'];
-else
- format_string = [ format_string , ' %6.4f &'];
-end
-if ~isnumeric(UpperBound)
- format_string = [ format_string , ' %s &'];
-else
- format_string = [ format_string , ' %6.4f &'];
-end
-format_string = [ format_string , ' %6.4f & %6.4f \\\\ \n'];
\ No newline at end of file