From b96c35a1a4aea9a3ba45e5c20f22da29be4647c8 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan.bastani@ens.fr>
Date: Fri, 13 Apr 2012 15:56:25 +0200
Subject: [PATCH] ms-sbvar: remove unused code
---
matlab/ms-sbvar/ms_estimation.m | 3 -
mex/build/ms_sbvar.am | 15 +-
.../mex_ms_convert_free_parameters.cc | 110 ---
mex/sources/ms-sbvar/mex_ms_sbvar.cc | 631 ------------------
mex/sources/ms-sbvar/mex_ms_sbvar.h | 73 --
5 files changed, 1 insertion(+), 831 deletions(-)
delete mode 100644 mex/sources/ms-sbvar/mex_ms_convert_free_parameters.cc
delete mode 100644 mex/sources/ms-sbvar/mex_ms_sbvar.cc
delete mode 100644 mex/sources/ms-sbvar/mex_ms_sbvar.h
diff --git a/matlab/ms-sbvar/ms_estimation.m b/matlab/ms-sbvar/ms_estimation.m
index 389e532753..b08f664930 100644
--- a/matlab/ms-sbvar/ms_estimation.m
+++ b/matlab/ms-sbvar/ms_estimation.m
@@ -71,7 +71,4 @@ opt = [opt ' -random_tol_parms ' num2str(options_.ms.random_parameter_convergenc
mexErrCheck('ms_estimation', err);
[options_, oo_] = set_ms_estimation_file(options_.ms.output_file_tag, options_, oo_);
-[err, oo_.ms.A0, oo_.ms.Aplus, oo_.ms.Zeta, oo_.ms.Q] = ...
- mex_ms_convert_free_parameters({{'file_tag',options_.ms.output_file_tag}}, oo_.ms.maxparams);
-mexErrCheck('mex_ms_convert_free_parameters', err);
end
diff --git a/mex/build/ms_sbvar.am b/mex/build/ms_sbvar.am
index 219bf5d127..ce1d4584fa 100644
--- a/mex/build/ms_sbvar.am
+++ b/mex/build/ms_sbvar.am
@@ -1,4 +1,4 @@
-noinst_PROGRAMS = ms_sbvar_create_init_file ms_sbvar_command_line mex_ms_convert_free_parameters
+noinst_PROGRAMS = ms_sbvar_create_init_file ms_sbvar_command_line
DWSWITCHDIR = $(top_srcdir)/../../../ms-sbvar/switch_dw
DWUTILITIESDIR = $(top_srcdir)/../../../ms-sbvar/utilities_dw
@@ -62,16 +62,3 @@ nodist_ms_sbvar_command_line_SOURCES = \
$(DWSWITCHDIR)/state_space/sbvar/dw_csminwel.c \
$(DWUTILS) \
$(MSMEXSRC)
-
-nodist_mex_ms_convert_free_parameters_SOURCES = \
- $(DWSWITCHDIR)/switching/dw_switch.c \
- $(DWSWITCHDIR)/switching/dw_switchio.c \
- $(DWSWITCHDIR)/switching/dw_dirichlet_restrictions.c \
- $(DWSWITCHDIR)/switching/dw_metropolis_theta.c \
- $(DWSWITCHDIR)/state_space/sbvar/VARbase.c \
- $(DWSWITCHDIR)/state_space/sbvar/VARio.c \
- $(DWSWITCHDIR)/state_space/sbvar/VARio_matlab.c \
- $(MSMEXSRCDIR)/mex_ms_convert_free_parameters.cc \
- $(MSMEXSRCDIR)/mex_ms_sbvar.cc \
- $(MSMEXSRCDIR)/modify_for_mex.cc \
- $(DWUTILS)
diff --git a/mex/sources/ms-sbvar/mex_ms_convert_free_parameters.cc b/mex/sources/ms-sbvar/mex_ms_convert_free_parameters.cc
deleted file mode 100644
index 89d846df48..0000000000
--- a/mex/sources/ms-sbvar/mex_ms_convert_free_parameters.cc
+++ /dev/null
@@ -1,110 +0,0 @@
-/*
- * 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 defined(MATLAB_MEX_FILE) || defined(OCTAVE_MEX_FILE)
-
-#include <iostream>
-#include <stdlib.h>
-#include <string.h>
-#include <ctype.h>
-
-#include "mex_ms_sbvar.h"
-
-extern "C" {
-#include "modify_for_mex.h"
-#include "switch.h"
-#include "switchio.h"
-#include "VARio.h"
-}
-
-void
-mexFunction(int nlhs, mxArray *plhs[],
- int nrhs, const mxArray *prhs[])
-{
- double *free_parameters;
- int nvars, npre, nstates, nfree;
- double *aplus = NULL, *a0 = NULL, *zeta = NULL, *q = NULL;
- mxArray *Q = NULL;
- TStateModel *model;
- SbvarOption *options = NULL;
-
- /* input must be a string */
- if (nrhs !=2)
- DYN_MEX_FUNC_ERR_MSG_TXT("This function takes exactly two arguments");
- if (!mxIsDouble(prhs[1]))
- DYN_MEX_FUNC_ERR_MSG_TXT("Second argument is a vector of free parameters");
-
- if (nlhs < 4)
- DYN_MEX_FUNC_ERR_MSG_TXT("You must specify at least four output arguments [err,A0,Aplus,Zeta]");
-
- // second element should be vector of free parameters */
- free_parameters = mxGetPr(prhs[1]);
-
- model = initialize_model_and_options(&options, prhs, &nstates, &nvars, &npre, &nfree);
- if (model == NULL || options == NULL)
- DYN_MEX_FUNC_ERR_MSG_TXT("There was a problem initializing the model, can not continue");
-
- // Check the size of the parameters that were passed in
- size_t npars_passed = mxGetN(prhs[1]) > mxGetM(prhs[1]) ? mxGetN(prhs[1]) : mxGetM(prhs[1]);
- // If it is 2 longer than the number of free parameters assume that the first two numbers should be ignored (log posterior, log likelihood)
- if (nfree + 2 == (int) npars_passed)
- free_parameters = free_parameters + 2;
- else if (nfree != (int) npars_passed && nfree + 2 != (int) npars_passed)
- {
- printf("\n\nThe model requires a free paramter vector of length %d, you passed one of length %d\n\n",
- (int) nfree, (int) npars_passed);
- DYN_MEX_FUNC_ERR_MSG_TXT("The Free Parameter Array is the wrong size for this model\n");
- }
-
- // Ao (nstates x nvars x nvars)
- mwSize dims[3] = {nstates, nvars, nvars};
- plhs[1] = mxCreateNumericArray(3, dims, mxDOUBLE_CLASS, mxREAL);
- a0 = mxGetPr(plhs[1]);
-
- // Zeta (nstates x nvars x nvars)
- plhs[3] = mxCreateNumericArray(3, dims, mxDOUBLE_CLASS, mxREAL);
- zeta = mxGetPr(plhs[3]);
-
- // Aplus (nstates x (nlags*nvars +nconstant) x nvars)
- dims[1] = npre;
- plhs[2] = mxCreateNumericArray(3, dims, mxDOUBLE_CLASS, mxREAL);
- aplus = mxGetPr(plhs[2]);
-
- // Grand Transition Matrix
- Q = mxCreateDoubleMatrix(nstates, nstates, mxREAL);
- q = mxGetPr(Q);
-
- // get the matrices
- int ret = convert_free_parameters_to_VAR(model, free_parameters, a0, aplus, zeta, q);
- if (ret > 0)
- {
- char *error_msg;
- sprintf(error_msg = (char *) mxMalloc(255*sizeof(char)), "There was a problem converting the free parameters for the given model and inputs\nError Code: %d", ret);
- DYN_MEX_FUNC_ERR_MSG_TXT(error_msg);
- }
-
- // if they have passed 4 arguments then pass back Q
- if (nlhs > 4)
- plhs[4] = Q;
-
- mxFree(model);
- plhs[0] = mxCreateDoubleScalar(0);
-}
-
-#endif
diff --git a/mex/sources/ms-sbvar/mex_ms_sbvar.cc b/mex/sources/ms-sbvar/mex_ms_sbvar.cc
deleted file mode 100644
index 8be9beed7b..0000000000
--- a/mex/sources/ms-sbvar/mex_ms_sbvar.cc
+++ /dev/null
@@ -1,631 +0,0 @@
-/*
- * 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 defined(MATLAB_MEX_FILE) || defined(OCTAVE_MEX_FILE)
-#include "dynmex.h"
-
-#include "mex_ms_sbvar.h"
-
-#include <iostream>
-#include <fstream>
-
-extern "C" {
-#include "modify_for_mex.h"
-#include "switch.h"
-#include "switchio.h"
-#include "VARio.h"
-#include "dw_rand.h"
-}
-
-using namespace std;
-
-int
-file_exist(char *filename)
-{
- int ret = 0;
- char ch;
-
- ifstream fin;
- fin.open(filename, ios_base::in);
- if (fin.is_open() && fin.get(ch))
- ret = 1;
-
- fin.close();
- return ret;
-}
-
-char *
-CreateFilenameFromTag(const char *fmt, const char *tag, const char *dir)
-{
- char *filename;
- if (!tag)
- tag = "";
- if (!dir)
- dir = "";
- sprintf(filename = (char *) mxMalloc(strlen(dir) + strlen(fmt) + strlen(tag) - 3), fmt, dir, tag);
- return filename;
-}
-
-/*
- * initialize_ms_model
- * - initiliazes a TstateModel given the filename or tagname of initialization file
- */
-TStateModel *
-initialize_ms_model(char *name)
-{
- TStateModel *model = (TStateModel *) NULL;
-
- char *filename = (char *) NULL, *est_filename = (char *) NULL, *init_filename = (char *) NULL;
- est_filename = CreateFilenameFromTag("%sest_final_%s.out", name, "");
- init_filename = CreateFilenameFromTag("%sinit_%s.dat", name, "");
-
- if (file_exist(name))
- filename = name;
- else if (file_exist(est_filename))
- filename = est_filename;
- else if (file_exist(init_filename))
- filename = init_filename;
- else
- {
- printf("Can not open initialization or estimation file!\n");
- return (TStateModel *) NULL;
- }
-
- try
- {
- if (!(model = Read_VAR_Specification((FILE *) NULL, filename)))
- {
- mxFree(filename);
- printf("Can not initialize model with given name!\n");
- return (TStateModel *) NULL;
- }
-
- if (est_filename != NULL)
- {
- if (!strstr(est_filename, filename))
- {
- printf("Initializing with empty parameters %s\n", filename);
- // If no estimation file is around then just initialize the sizes
-
- double *theta = (double *) mxMalloc(sizeof(double)*NumberFreeParametersTheta(model));
- double *q = (double *) mxMalloc(sizeof(double)*NumberFreeParametersQ(model));
- ConvertFreeParametersToQ(model, q);
- ConvertFreeParametersToTheta(model, theta);
- }
- }
- }
- catch (const char *s)
- {
- printf("Error Initializing TStateModel: %s\n", s);
- model = (TStateModel *) NULL;
- }
-
- mxFree(filename);
- return model;
-}
-
-int
-get_var_dimensions(TStateModel *model, int *nstates, int *nvars, int *npre, int *nfree)
-{
-
- if (model)
- {
- try
- {
- *nfree = NumberFreeParametersTheta(model)+NumberFreeParametersQ(model);
-
- T_VAR_Parameters *p = (T_VAR_Parameters *) (model->theta);
-
- *nstates = model->sv->nstates;
- *nvars = p->nvars;
- *npre = p->npre;
- return 0;
- }
- catch (const char *s)
- {
- printf("Error Getting VAR Dimensions");
- return 1;
- }
-
- }
- else
- {
- printf("The model passed was null!\n");
- return 1;
- }
-}
-
-int
-set_parameters_in_VAR(TStateModel *model, double *free_parameters)
-{
- int nfree;
- try
- {
- nfree = NumberFreeParametersTheta(model)+NumberFreeParametersQ(model);
- ConvertFreeParametersToQ(model, free_parameters+NumberFreeParametersTheta(model));
- ConvertFreeParametersToTheta(model, free_parameters);
- ComputeTransitionMatrix(0, model);
- }
- catch (const char *s)
- {
- return 1;
- }
- return 0;
-}
-
-int
-convert_free_parameters_to_VAR(TStateModel *model, double *free_parameters, double *A0, double *Aplus, double *Zeta, double *Q)
-{
- int nstates = 0, nvars = 0, npre = 0;
- int i = 0, j = 0, s = 0;
-
- if (model == NULL)
- {
- printf("The model passed was null in Convert Free Parameters!\n");
- return 1;
- }
-
- if (set_parameters_in_VAR(model, free_parameters) > 0)
- {
- printf("Could not set Parameters in model when converting parameters to var\n");
- return 2;
- }
-
- try
- {
- T_VAR_Parameters *p = (T_VAR_Parameters *) (model->theta);
- nstates = model->sv->nstates;
- nvars = p->nvars;
- npre = p->npre;
-
- TMatrix a = NULL, aplus = NULL;
- a = CreateMatrix(p->nvars, p->nvars);
- aplus = CreateMatrix(p->npre, p->nvars);
-
- // Is this is a good idea in matlab?
- if (A0 == NULL)
- A0 = new double [nstates*nvars*nvars];
- //A0 = malloc(sizeof(double)*(nstates*nvars*nvars));
- if (Aplus == NULL)
- Aplus = new double [nstates*npre*nvars];
- //Aplus = malloc(sizeof(double)*(nstates*npre*nvars));
- if (Zeta == NULL)
- Zeta = new double [nstates*nvars*nvars];
- //Zeta = malloc(sizeof(double)*(nstates*nvars*nvars));
- if (Q == NULL)
- Q = new double [nstates*nstates];
- //Q = malloc(sizeof(double)*(nstates*nstates));
-
- for (s = 0; s < nstates; s++)
- {
- MakeA0(a, s, p);
- for (i = 0; i < nvars; i++)
- {
- for (j = 0; j < nvars; j++)
- A0[(s)+((i+j*nvars)*nstates)] = ElementM(a, i, j);
- }
- MakeAplus(aplus, s, p);
- for (i = 0; i < npre; i++)
- {
- for (j = 0; j < nvars; j++)
- Aplus[(s)+((i+j*npre)*nstates)] = ElementM(aplus, i, j);
- }
- MakeZeta(a, s, p);
- for (i = 0; i < nvars; i++)
- {
- for (j = 0; j < nvars; j++)
- Zeta[(s)+((i+j*nvars)*nstates)] = ElementM(a, i, j);
- }
- }
-
- // Grand Transition Matrix
- for (i = 0; i < nstates; i++)
- for (j = 0; j < nstates; j++)
- Q[i + j*nstates] = ElementM(model->sv->Q, i, j);
-
- FreeMatrix(a);
- FreeMatrix(aplus);
- }
- catch (const char *s)
- {
- printf("Exception: convert_free_parameters\n");
- return 3;
- }
- return 0;
-}
-
-/*
- Additional command line parameters
-
- 'horizon', <integer>
- If this argument exists, then the forecast horizon is given by the passed
- integer. The default value is 12.
-
- 'filtered'
- Uses filtered probabilities at the end of the sample as initial conditions
- for regime probabilities. The default behavior is to us the erogdic
- distribution for the initial conditions. This flag only applies if neither
- -regimes nor -regime is specified.
-
- 'error_bands'
- Output error bands. (default = off - only median is computed)
-
- 'percentiles' n p_1 p_2 ... p_n
- Percentiles to compute. The first parameter after percentiles must be the
- number of percentiles and the following values are the actual percentiles.
- default = 3 0.16 0.50 0.84 if error_bands flag is set
- = 1 0.50 otherwise
-
- 'parameter_uncertainty'
- Apply parameter uncertainty when computing error bands or median. When set,
- will default shocks = 1
-
- 'shocks_per_parameter', <integer>
- Number of regime paths to draw for each parameter draw. The default value
- is 1 if parameter_uncertainty is set and 10,000 otherwise.
-
- 'thin'
- Thinning factor. Only 1/thin of the draws in posterior draws file are
- used. The default value is 1.
-
- 'regimes'
- Produces forecasts as if each regime were permanent. (default = off)
-
- 'regime' <integer>
- Produces forecasts as if regime were permanent. Regime numbers are zero
- based. (default = off)
-
- 'simulation_file', <string>
- name of the file containing the model's simulated free values
-
- 'number_observations', <integer>
- If this argument exists, then the number of data points included in the
- output is given by the passed integer int the forecast output. The default value is 0.
-
- 'free_parameters' <vector>:
- Vector of free paramters to initialize the model with.
-
- 'median':
- Shortcut for setting 'percentiles',[0.5]
-
- 'mean':
- Compute the mean, instead of percentiles
-
- 'seed':
- Set the Seed for random number generation, default=0 (random)
- */
-
-SbvarOption *
-initialize_sbvar_options(char *file_tag)
-{
- SbvarOption *options = new SbvarOption;
- options->shocks = 10000;
- options->thin = 1;
- options->horizon = 20;
- options->number_observations = 0;
- options->regime = -1;
- options->regimes = false;
- options->parameter_uncertainty = false;
- options->num_percentiles = 3;
- options->percentiles = new double[3];
- options->percentiles[0] = 0.16;
- options->percentiles[1] = 0.5;
- options->percentiles[2] = 0.84;
- options->filtered_probabilities = false;
- options->num_parameters = -1;
- options->free_parameters = (double *) NULL;
- options->mean = false;
- options->seed = 0;
-
- if (file_tag != NULL)
- {
- options->simulation_filename = (char *) CreateFilenameFromTag("%ssimulation_%s.out", file_tag, "");
- if (file_exist(options->simulation_filename))
- options->simulation_file = fopen(options->simulation_filename, "r");
- }
- else
- {
- options->simulation_filename = (char *) NULL;
- options->simulation_file = (FILE *) NULL;
- }
- return options;
-}
-
-int
-set_options(SbvarOption *options, const mxArray *prhs[])
-{
- if (options == NULL)
- options = initialize_sbvar_options((char *) NULL);
-
- double *temp_buf;
- bool shocks_passed = false;
- int num_options = mxGetN(prhs[0]);
- for (int i = 1; i < num_options; i++)
- {
- mxArray *this_option = mxGetCell(prhs[0],i);
- char *option_name_c = mxArrayToString(mxGetCell(this_option,0));
- string option_name (option_name_c);
- mxArray *this_option_value = NULL;
- if (mxGetN(this_option) > 1)
- this_option_value = mxGetCell(this_option,1);
-
- if (option_name == "horizon")
- if (this_option_value && mxIsNumeric(this_option_value))
- {
- temp_buf = (double *) mxGetData(this_option_value);
- options->horizon = (int) temp_buf[0];
- }
- else
- {
- cout << "You must pass an integer after specifying the 'horizon' option" << endl;
- return 1;
- }
- else if (option_name == "filtered")
- options->filtered_probabilities = true;
- else if (option_name == "error_bands")
- {
- free(options->percentiles);
- options->num_percentiles = 3;
- options->percentiles = new double[3];
- options->percentiles[0] = 0.16;
- options->percentiles[1] = 0.5;
- options->percentiles[2] = 0.84;
-
- // Check if the user specified to turn off error bands
- if (this_option_value && mxIsNumeric(this_option_value))
- {
- temp_buf = (double *) mxGetData(this_option_value);
- if (temp_buf[0] == 0)
- {
- options->num_percentiles = 1;
- options->percentiles = new double[1];
- options->percentiles[0] = 0.50;
- }
- }
- }
- else if (option_name == "median")
- {
- free(options->percentiles);
- options->num_percentiles = 1;
- options->percentiles = new double[1];
- options->percentiles[0] = 0.5;
- }
- else if (option_name == "percentiles")
- if (this_option_value)
- {
- options->num_percentiles = mxGetN(this_option_value)
- > mxGetM(this_option_value) ? mxGetN(this_option_value)
- : mxGetM(this_option_value);
- options->percentiles = mxGetPr(this_option_value);
- }
- else
- {
- cout << "You must pass a vector after the 'percentiles' argument with the "
- << "percentiles that you want to have computed, ex "
- << "'percentiles',[.16 .5 .84]" << endl;
- return 1;
- }
- else if (option_name == "parameter_uncertainty")
- {
- options->parameter_uncertainty = true;
- if (shocks_passed == false)
- options->shocks = 1;
- }
- else if (option_name == "shocks_per_parameter")
- if (this_option_value && mxIsNumeric(this_option_value))
- {
- temp_buf = (double *) mxGetData(this_option_value);
- options->shocks = (int) temp_buf[0];
- shocks_passed = true;
- }
- else
- {
- cout << "You must pass an integer after specifying the 'shocks_per_parameter' option" << endl;
- return 1;
- }
- else if (option_name == "thin")
- if (this_option_value && mxIsNumeric(this_option_value))
- {
- temp_buf = (double *) mxGetData(this_option_value);
- options->thin = (int) temp_buf[0];
- }
- else
- {
- cout << "You must pass an integer after specifying the 'thin' option" << endl;
- return 1;
- }
- else if (option_name == "simulation_file")
- {
- char *posterior_filename = mxArrayToString(this_option_value);
- strcpy(options->simulation_filename, posterior_filename);
- if (!(options->simulation_file = fopen(posterior_filename, "rt")))
- {
- cout << "Can not open posterior file " << options->simulation_file
- << " for reading. " << endl;
- return 1;
- }
- mxFree(posterior_filename);
- }
- else if (option_name == "regimes")
- options->regimes = true;
- else if (option_name == "regime")
- if (this_option_value && mxIsNumeric(this_option_value))
- {
- temp_buf = (double *) mxGetData(this_option_value);
- options->regime = (int) temp_buf[0];
- }
- else
- {
- cout << "You must pass an integer after specifying the 'regime' "
- << "option, or alternatively you can specify 'regimes'" << endl;
- return 1;
- }
- else if (option_name == "number_observations")
- if (this_option_value && mxIsNumeric(this_option_value))
- {
- temp_buf = (double *) mxGetData(this_option_value);
- options->number_observations = (int) temp_buf[0];
- }
- else
- {
- cout << "You must pass an integer after specifying the "
- << "'number_observations' option" << endl;
- return 1;
- }
- else if (option_name == "free_parameters")
- if (this_option_value && mxIsNumeric(this_option_value))
- {
- options->num_parameters = mxGetM(this_option_value);
- options->free_parameters = mxGetPr(this_option_value);
- }
- else
- {
- cout << "You must pass a vector of free parameters after "
- << "specifying 'free_parameters'" << endl;
- return 1;
- }
- else if (option_name == "mean")
- {
- options->mean = true;
- options->num_percentiles = 0;
- options->percentiles = (double *) NULL;
-
- }
- else if (option_name == "seed")
- if (this_option_value && mxIsNumeric(this_option_value))
- {
- temp_buf = (double *) mxGetData(this_option_value);
- options->seed = (long) temp_buf[0];
- }
- else
- {
- cout << "You must pass an integer after specifying the 'seed' option" << endl;
- return 1;
- }
- else
- {
- cout << "set_options error: option '" << option_name << "' not matched" << endl;
- return 1;
- }
- mxFree(option_name_c);
- } // End Optional Arguments
- return 0;
-}
-
-int
-print_sbvar_options(SbvarOption *options)
-{
- using namespace std;
- int i;
-
- if (options == NULL)
- return 1;
-
- cout << "SBVAR OPTIONS" << endl;
- cout << "Number of Shocks: " << options->shocks << endl;
- cout << "Thinning Factor: " << options->thin << endl;
- cout << "Horizon: " << options->horizon << endl;
- cout << "Number of Observations to Show: " << options->number_observations << endl;
- cout << "Regime: " << options->regime << endl;
- cout << "Regimes: " << options->regimes << endl;
- cout << "Number Free parameters: " << options->num_parameters << endl;
- cout << "Parameter Uncertainty: " << options->parameter_uncertainty << endl;
- cout << "Mean: " << options->mean << endl;
- cout << "Number Percentiles: " << options->num_percentiles << endl;
- cout << "Percentiles: ";
- for (i = 0; i < options->num_percentiles; i++)
- cout << options->percentiles[i] << " ";
- cout << endl;
- cout << "Filtered Probabilities: " << options->filtered_probabilities << endl;
- cout << "Simulation Filename: " << options->simulation_filename << endl;
- cout << "Random Number Seed: " << options->seed << endl;
-
- return 0;
-}
-
-TStateModel *
-initialize_model_and_options(SbvarOption **options, const mxArray *prhs[], int *nstates, int *nvars, int *npre, int *nfree)
-{
- char *name;
- TStateModel *model = (TStateModel *) NULL;
- SbvarOption *opt;
-
- // Initialize the StateSpace Model with the initialization file
- name = mxArrayToString(mxGetCell(mxGetCell(prhs[0],0),1));
- model = initialize_ms_model(name);
- if (model == NULL)
- {
- cout << "Could not initialize State Space Switching model with the given tag." << endl;
- return (TStateModel *) NULL;
- }
- if (get_var_dimensions(model, nstates, nvars, npre, nfree) > 0)
- {
- cout << "Problems Determining the size of the Initialized model." << endl;
- return (TStateModel *) NULL;
- }
-
- // Process the rest of the options
- opt = initialize_sbvar_options(name);
- mxFree(name);
- if (set_options(opt, prhs) > 0)
- {
- cout << "There was a problem with the options passed." << endl;
- return (TStateModel *) NULL;
- }
-
- // Set seed value
- try
- {
- dw_initialize_generator(opt->seed);
- }
- catch (const char *s)
- {
- cout << "Exception: " << s << endl;
- cout << "Exception thrown initializing Random Seed." << endl;
- return (TStateModel *) NULL;
- }
-
- // If free parameters have been passed, then set them in the model
- if (opt->num_parameters > 0)
- {
- if (opt->num_parameters == *nfree + 2)
- {
- opt->free_parameters = opt->free_parameters+2;
- opt->num_parameters = opt->num_parameters - 2;
- }
- if (opt->num_parameters != *nfree)
- {
- cout << "The Free Parameter vector passed is the wrong size for the given model" << endl;
- return (TStateModel *) NULL;
- }
-
- // Set the paramters as the current 'theta'
- if (set_parameters_in_VAR(model, opt->free_parameters) > 0)
- {
- cout << "Problem with the free parameters that were passed being set in MS-SBVAR Model." << endl;
- return (TStateModel *) NULL;
- }
- }
-
- *options = opt;
-
- return model;
-}
-
-#endif
diff --git a/mex/sources/ms-sbvar/mex_ms_sbvar.h b/mex/sources/ms-sbvar/mex_ms_sbvar.h
deleted file mode 100644
index edca7a2961..0000000000
--- a/mex/sources/ms-sbvar/mex_ms_sbvar.h
+++ /dev/null
@@ -1,73 +0,0 @@
-/*
- * 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/>.
- */
-
-#ifndef _MEXMSSBVAR_H_
-#define _MEXMSSBVAR_H_
-
-#if defined(MATLAB_MEX_FILE) || defined(OCTAVE_MEX_FILE)
-
-
-#include <sys/types.h>
-#include <sys/stat.h>
-#include <unistd.h>
-#include <stdio.h>
-#include <stdlib.h>
-#include <string.h>
-
-extern "C" {
- #include "modify_for_mex.h"
- #include "switch.h"
- #include "switchio.h"
- #include "VARio.h"
-}
-
-typedef struct sbvar_options_t {
- int shocks;
- int thin;
- int horizon;
- int number_observations;
- int regime;
- bool regimes;
- bool parameter_uncertainty;
- int num_percentiles;
- double *percentiles;
- bool filtered_probabilities;
- char *simulation_filename;
- int num_parameters;
- double *free_parameters;
- FILE *simulation_file;
- bool mean;
- long seed;
-} SbvarOption;
-
-#define printf mexPrintf
-
-int file_exist(char *filename);
-char* CreateFilenameFromTag(const char *fmt,const char *tag,const char *dir);
-SbvarOption * initialize_sbvar_options(char *file_tag);
-int set_options(SbvarOption *options, const mxArray *prhs[]);
-int print_sbvar_options(SbvarOption *options);
-TStateModel * initialize_ms_model(char *filename);
-int get_var_dimensions(TStateModel *model, int *nstates, int *nvars, int *npre, int *nfree);
-int set_parameters_in_VAR(TStateModel *model, double *free_parameters);
-int convert_free_parameters_to_VAR(TStateModel *model, double *free_parameters, double *A0, double *Aplus, double *Zeta, double *Q );
-TStateModel * initialize_model_and_options(SbvarOption **options, const mxArray *prhs[], int *nstates, int *nvars, int *npre, int *nfree);
-
-#endif
-#endif
--
GitLab