ms_compute_probabilities

 function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_)
 Markov-switching SBVAR: Compute Posterior Mode Regime Probabilities

 INPUTS
    M_:          (struct)    model structure
    options_:    (struct)    options
    oo_:         (struct)    results

 OUTPUTS
    options_:    (struct)    options
    oo_:         (struct)    results

 SPECIAL REQUIREMENTS
    none

0001 function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_)
0002 % function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_)
0003 % Markov-switching SBVAR: Compute Posterior Mode Regime Probabilities
0004 %
0005 % INPUTS
0006 %    M_:          (struct)    model structure
0007 %    options_:    (struct)    options
0008 %    oo_:         (struct)    results
0009 %
0010 % OUTPUTS
0011 %    options_:    (struct)    options
0012 %    oo_:         (struct)    results
0013 %
0014 % SPECIAL REQUIREMENTS
0015 %    none
0016 
0017 % Copyright (C) 2011 Dynare Team
0018 %
0019 % This file is part of Dynare.
0020 %
0021 % Dynare is free software: you can redistribute it and/or modify
0022 % it under the terms of the GNU General Public License as published by
0023 % the Free Software Foundation, either version 3 of the License, or
0024 % (at your option) any later version.
0025 %
0026 % Dynare is distributed in the hope that it will be useful,
0027 % but WITHOUT ANY WARRANTY; without even the implied warranty of
0028 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0029 % GNU General Public License for more details.
0030 %
0031 % You should have received a copy of the GNU General Public License
0032 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
0033 
0034 disp('MS-SBVAR Compute Regime Probabilities');
0035 options_ = set_file_tags(options_);
0036 clean_ms_probabilities_files(options_.ms.output_file_tag);
0037 [options_, oo_] = set_ms_estimation_file(options_.ms.file_tag, options_, oo_);
0038 
0039 % setup command line options
0040 opt = ['-probabilities -seed ' num2str(options_.DynareRandomStreams.seed)];
0041 opt = [opt ' -ft ' options_.ms.file_tag];
0042 opt = [opt ' -fto ' options_.ms.output_file_tag];
0043 
0044 if options_.ms.filtered_probabilities
0045     opt = [opt ' -filtered' ];
0046     prob_out_file = ['filtered_' options_.ms.output_file_tag '.out'];
0047 elseif options_.ms.real_time_smoothed_probabilities
0048     opt = [opt ' -real_time_smoothed' ];
0049     prob_out_file = 0;
0050 else
0051     opt = [opt ' -smoothed' ];
0052     prob_out_file = ['smoothed_' options_.ms.output_file_tag '.out'];
0053 end
0054 
0055 % compute probabilities
0056 [err] = ms_sbvar_command_line(opt);
0057 mexErrCheck('ms_compute_probabilities',err);
0058 
0059 % now we want to plot the probabilities for each chain
0060 if ischar(prob_out_file)
0061     computed_probabilities = load(prob_out_file);
0062     plot_ms_probabilities(computed_probabilities,options_);
0063 end
0064 end