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  • Dynare
  • dynaredynare
  • Issues
  • #1719
Closed
Open
Created Mar 31, 2020 by Johannes Pfeifer@JohannesPfeiferDeveloper

Allow running shock_decomposition on simulated model

Currently, shock_decomposition only allows for

if isempty(parameter_set)
    if isfield(oo_,'posterior_mean')
        parameter_set = 'posterior_mean';
    elseif isfield(oo_,'mle_mode')
        parameter_set = 'mle_mode';
    elseif isfield(oo_,'posterior')
        parameter_set = 'posterior_mode';
    else
        error(['shock_decomposition: option parameter_set is not specified ' ...
               'and posterior mode is not available'])
    end
end

but then we call evaluate_smoother, where we allow for

    switch parameters
      case 'posterior_mode'
        parameters = get_posterior_parameters('mode',M_,estim_params_,oo_,options_);
      case 'posterior_mean'
        parameters = get_posterior_parameters('mean',M_,estim_params_,oo_,options_);
      case 'posterior_median'
        parameters = get_posterior_parameters('median',M_,estim_params_,oo_,options_);
      case 'mle_mode'
        parameters = get_posterior_parameters('mode',M_,estim_params_,oo_,options_,'mle_');
      case 'prior_mode'
        parameters = bayestopt_.p5(:);
      case 'prior_mean'
        parameters = bayestopt_.p1;
      case 'calibration'
        if isempty(oo_.dr)
            error('You must run ''stoch_simul'' first.');
        end
        parameters = [];
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