From 5707b4d965ad22bd441df9653aa2083ab3af8db9 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Sun, 18 Dec 2016 11:59:00 +0100
Subject: [PATCH] Make evaluate_smoother.m output former global variables for
correct updating of these objects
---
matlab/evaluate_smoother.m | 6 ++++--
matlab/shock_decomposition.m | 3 ++-
preprocessor/ComputingTasks.cc | 2 +-
3 files changed, 7 insertions(+), 4 deletions(-)
diff --git a/matlab/evaluate_smoother.m b/matlab/evaluate_smoother.m
index 72cf57931..109378662 100644
--- a/matlab/evaluate_smoother.m
+++ b/matlab/evaluate_smoother.m
@@ -1,4 +1,4 @@
-function [oo_, Smoothed_variables_declaration_order_deviation_form]=evaluate_smoother(parameters,var_list,M_,oo_,options_,bayestopt_,estim_params_)
+function [oo_,options_,bayestopt_,Smoothed_variables_declaration_order_deviation_form]=evaluate_smoother(parameters,var_list,M_,oo_,options_,bayestopt_,estim_params_)
% Evaluate the smoother at parameters.
%
% INPUTS
@@ -26,6 +26,8 @@ function [oo_, Smoothed_variables_declaration_order_deviation_form]=evaluate_smo
% order of declaration of variables (M_.endo_names)
% in deviations from their respective mean, i.e.
% without trend and constant part (used for shock_decomposition)
+% o options_ [structure] Options; returns options_.first_obs
+% o bayestopt_ [structure] describing the priors; returns fields like bayestopt_.smoother_var_list from the smoother
%
% SPECIAL REQUIREMENTS
% None
@@ -103,7 +105,7 @@ end
DsgeSmoother(parameters,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state,M_,oo_,options_,bayestopt_,estim_params_);
[oo_]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
-if nargout==2
+if nargout==4
Smoothed_variables_declaration_order_deviation_form=atT(oo_.dr.inv_order_var(bayestopt_.smoother_var_list),:);
end
diff --git a/matlab/shock_decomposition.m b/matlab/shock_decomposition.m
index 30e960864..aa61c9b88 100644
--- a/matlab/shock_decomposition.m
+++ b/matlab/shock_decomposition.m
@@ -66,8 +66,9 @@ if isempty(parameter_set)
end
end
+
options_.selected_variables_only = 0; %make sure all variables are stored
-[oo,Smoothed_Variables_deviation_from_mean] = evaluate_smoother(parameter_set,varlist,M_,oo_,options_,bayestopt_,estim_params_);
+[oo,junk1,junk2,Smoothed_Variables_deviation_from_mean] = evaluate_smoother(parameter_set,varlist,M_,oo_,options_,bayestopt_,estim_params_);
% reduced form
dr = oo.dr;
diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index 1a4426208..b3ee1f052 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -3171,7 +3171,7 @@ CalibSmootherStatement::writeOutput(ostream &output, const string &basename, boo
symbol_list.writeOutput("var_list_", output);
output << "options_.smoother = 1;" << endl;
output << "options_.order = 1;" << endl;
- output << "evaluate_smoother('calibration',var_list_,M_,oo_,options_,bayestopt_,estim_params_);" << endl;
+ output << "[oo_,options_,bayestopt_]=evaluate_smoother('calibration',var_list_,M_,oo_,options_,bayestopt_,estim_params_);" << endl;
}
ExtendedPathStatement::ExtendedPathStatement(const OptionsList &options_list_arg)
--
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