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function ms_write_markov_file(fname, options)
% function ms_write_markov_file(fname, options)
%
% INPUTS
% fname: (string) name of markov file
% options: (struct) options
%
% OUTPUTS
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2011-2017 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/>.
n_chains = length(options.ms.ms_chain);
nvars = length(options.varobs);
fh = fopen(fname,'w');
%/******************************************************************************/
%/********************* Markov State Variable Information **********************/
%/******************************************************************************/
fprintf(fh,'//== Markov State Variables with Simple Restrictions ==//\n\n');
%//This number is NOT used but read in.
fprintf(fh,'//== Number Observations ==//\n');
fprintf(fh,'0\n\n');
fprintf(fh,'//== Number independent state variables ==//\n');
fprintf(fh,'%d\n\n',n_chains);
for i_chain = 1:n_chains
%//=====================================================//
%//== state_variable[i] (1 <= i <= n_state_variables) ==//
%//=====================================================//
fprintf(fh,'//== Number of states for state_variable[%d] ==//\n', ...
i_chain);
n_states = length(options.ms.ms_chain(i_chain).regime);
fprintf(fh,'%d\n\n',n_states);
%//== 03/15/06: DW TVBVAR code reads the data below and overwrite the prior data read somewhere else if any.
%//== Each column contains the parameters for a Dirichlet prior on the corresponding
%//== column of the transition matrix. Each element must be positive. For each column,
%//== the relative size of the prior elements determine the relative size of the elements
%//== of the transition matrix and overall larger sizes implies a tighter prior.
fprintf(fh,['//== Transition matrix prior for state_variable[%d] ==//\n'], ...
i_chain);
Alpha = ones(n_states,n_states);
for i_state = 1:n_states
p = 1-1/options.ms.ms_chain(i_chain).regime(i_state).duration;
Alpha(i_state,i_state) = p*(n_states-1)/(1-p);
fprintf(fh,'%22.16f',Alpha(i_state,:));
fprintf(fh,'\n');
end
fprintf(fh,['\n//== Dirichlet dimensions for state_variable[%d] ' ...
'==//\n'],i_chain);
% fprintf(fh,'%d ',repmat(n_states,1,n_states));
fprintf(fh,'%d ',repmat(2,1,n_states));
fprintf(fh,'\n\n');
%//== The jth restriction matrix is n_states-by-free[j]. Each row of the restriction
%//== matrix has exactly one non-zero entry and the sum of each column must be one.
fprintf(fh,['//== Column restrictions for state_variable[%d] ' ...
'==//\n'],i_chain);
for i_state = 1:n_states
if i_state == 1
M = eye(n_states,2);
elseif i_state == n_states
M = [zeros(n_states-2,2); eye(2)];
else
M = zeros(n_states,2);
M(i_state+[-1 1],1) = ones(2,1)/2;
M(i_state,2) = 1;
disp(M)
end
for j_state = 1:n_states
fprintf(fh,'%f ',M(j_state,:));
fprintf(fh,'\n');
end
fprintf(fh,'\n');
end
end
%/******************************************************************************/
%/******************************* VAR Parameters *******************************/
%/******************************************************************************/
%//NOT read
fprintf(fh,'//== Number Variables ==//\n');
fprintf(fh,'%d\n\n',nvars);
%//NOT read
fprintf(fh,'//== Number Lags ==//\n');
fprintf(fh,'%d\n\n',options.ms.nlags);
%//NOT read
fprintf(fh,'//== Exogenous Variables ==//\n');
fprintf(fh,'1\n\n');
%//== nvar x n_state_variables matrix. In the jth row, a non-zero value implies that
%this state variable controls the jth column of A0 and Aplus
fprintf(fh,['//== Controlling states variables for coefficients ==//\' ...
'n']);
for i_var = 1:nvars
for i_chain = 1:n_chains
if ~isfield(options.ms.ms_chain(i_chain),'svar_coefficients') ...
|| isempty(options.ms.ms_chain(i_chain).svar_coefficients)
i_equations = 0;
else
i_equations = ...
options.ms.ms_chain(i_chain).svar_coefficients.equations;
end
if strcmp(i_equations,'ALL') || any(i_equations == i_var)
fprintf(fh,'%d ',1);
else
fprintf(fh,'%d ',0);
end
end
fprintf(fh,'\n');
end
%//== nvar x n_state_variables matrix. In the jth row, a non-zero value implies that
%this state variable controls the jth diagonal element of Xi
fprintf(fh,'\n//== Controlling states variables for variance ==//\n');
for i_var = 1:nvars
for i_chain = 1:n_chains
if ~isfield(options.ms.ms_chain(i_chain),'svar_variances') ...
|| isempty(options.ms.ms_chain(i_chain).svar_variances)
i_equations = 0;
else
i_equations = ...
options.ms.ms_chain(i_chain).svar_variances.equations;
end
if strcmp(i_equations,'ALL') || any(i_equations == i_var)
fprintf(fh,'%d ',1);
else
fprintf(fh,'%d ',0);
end
end
fprintf(fh,'\n');
end
fclose(fh);
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