added choice of parameter set to shock_decomposition. This corrects a bug when...

added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.

matlab/global_initialization.m

@@ -307,8 +307,12 @@ options_.ms.draws_nbr_modified_harmonic_mean = 1000000;
 options_.ms.thinning_factor = 1;
 options_.ms.dirichlet_scale = [1.0 1.5 2.0];
 
+% Shock decomposition
+options_.parameter_set = [];
+
 % initialize persistent variables in priordens()
 priordens([],[],[],[],[],[],1);
 
 % Set dynare random generator and seed.
-set_dynare_seed('default');
\ No newline at end of file
+set_dynare_seed('default');
+

matlab/shock_decomposition.m

 function oo_ = shock_decomposition(M_,oo_,options_,varlist)
-% function z = shock_decomposition(R,epsilon,varlist)
+% function z = shock_decomposition(M_,oo_,options_,varlist)
 % Computes shocks contribution to a simulated trajectory
 %
 % INPUTS
-%    R:         mm*rr matrix of shock impact
-%    epsilon:   rr*nobs matrix of shocks
-%    varlist:   list of variables
+%    M_:          [structure]  Definition of the model
+%    oo_:         [structure]  Storage of results
+%    options_:    [structure]  Options
+%    varlist:     [char]       List of variables
 %
 % OUTPUTS
-%    z:         nvar*rr*nobs shock decomposition
+%    oo_:         [structure]  Storage of results
 %
 % SPECIAL REQUIREMENTS
 %    none
@@ -30,21 +31,36 @@ function oo_ = shock_decomposition(M_,oo_,options_,varlist)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
+% indices of endogenous variables
+if size(varlist,1) == 0
+    varlist = M_.endo_names(1:M_.orig_endo_nbr,:);
+end
+
+[i_var,nvar] = varlist_indices(varlist,M_.endo_names);
+
 % number of variables
 endo_nbr = M_.endo_nbr;
 
 % number of shocks
 nshocks = M_.exo_nbr;
 
-% indices of endogenous variables
-if size(varlist,1) == 0
-    varlist = M_.endo_names(1:M_.orig_endo_nbr,:);
+% parameter set
+parameter_set = options_.parameter_set;
+if isempty(parameter_set)
+    if isfield(oo_,'posterior_mean')
+        parameter_set = 'posterior_mean';
+    elseif isfield(oo_,'posterior_mode')
+        parameter_set = 'posterior_mode';
+    else
+        error(['shock_decomposition: option parameter_set is not specified ' ...
+               'and posterior mode is not available'])
+    end
 end
-
-[i_var,nvar] = varlist_indices(varlist,M_.endo_names);
+   
+oo = evaluate_smoother(parameter_set);
 
 % reduced form
-dr = oo_.dr;
+dr = oo.dr;
 
 % data reordering
 order_var = dr.order_var;
@@ -57,13 +73,13 @@ B = dr.ghu;
 
 % initialization
 for i=1:nshocks
-    epsilon(i,:) = eval(['oo_.SmoothedShocks.' M_.exo_names(i,:)]);
+    epsilon(i,:) = eval(['oo.SmoothedShocks.' M_.exo_names(i,:)]);
 end
 gend = size(epsilon,2);
 
 z = zeros(endo_nbr,nshocks+2,gend);
 for i=1:endo_nbr
-    z(i,end,:) = eval(['oo_.SmoothedVariables.' M_.endo_names(i,:)]);
+    z(i,end,:) = eval(['oo.SmoothedVariables.' M_.endo_names(i,:)]);
 end
 
 maximum_lag = M_.maximum_lag;

preprocessor/DynareBison.yy

@@ -1601,7 +1601,7 @@ shock_decomposition_options_list : shock_decomposition_option COMMA shock_decomp
                                  | shock_decomposition_option
                                  ;
 
-shock_decomposition_option : o_parameters
+shock_decomposition_option : o_parameter_set
                            | o_shocks
                            | o_labels
                            ;
@@ -1848,7 +1848,6 @@ o_parameter_set : PARAMETER_SET EQUAL PRIOR_MODE
                   { driver.option_str("parameter_set", "posterior_median"); }
                 ;
 
-o_parameters : PARAMETERS EQUAL symbol {driver.option_str("parameters",$3);};
 o_shocks : SHOCKS EQUAL '(' list_of_symbol_lists ')' { driver.option_symbol_list("shocks"); };
 o_labels : LABELS EQUAL '(' symbol_list ')' { driver.option_symbol_list("labels"); };