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function tau = thet2tau(params, estim_params_, M_, oo_, indx, indexo, flagmoments,mf,nlags,useautocorr,iv)
%
% 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/>.
global options_
if nargin==1
indx = [1:M_.param_nbr];
indexo = [];
end
if nargin<7
flagmoments=0;
end
if nargin<10 || isempty(useautocorr)
useautocorr=0;
end
if nargin<11 || isempty(iv)
iv=[1:M_.endo_nbr];
end
if length(params)>length(indx)
M_ = set_all_parameters(params,estim_params_,M_);
else
M_.params(indx) = params;
end
% if ~isempty(indexo)
% M_.Sigma_e(indexo,indexo) = diag(params(1:length(indexo)).^2);
% end
[A,B,tele,tubbies,M_,options_,oo_] = dynare_resolve(M_,options_,oo_);
if flagmoments==0
ys=oo_.dr.ys(oo_.dr.order_var);
tau = [ys(iv); vec(A(iv,iv)); dyn_vech(B(iv,:)*M_.Sigma_e*B(iv,:)')];
elseif flagmoments==-1
[I,J]=find(M_.lead_lag_incidence');
yy0=oo_.dr.ys(I);
[residual, g1] = feval([M_.fname,'_dynamic'],yy0, oo_.exo_steady_state', ...
M_.params, oo_.dr.ys, 1);
tau=[oo_.dr.ys(oo_.dr.order_var); g1(:)];
else
GAM = lyapunov_symm(A,B*M_.Sigma_e*B',options_.lyapunov_fixed_point_tol,options_.qz_criterium,options_.lyapunov_complex_threshold,[],options_.debug);
k = find(abs(GAM) < 1e-12);
GAM(k) = 0;
if useautocorr
sy = sqrt(diag(GAM));
sy = sy*sy';
sy0 = sy-diag(diag(sy))+eye(length(sy));
dum = GAM./sy0;
tau = dyn_vech(dum(mf,mf));
else
tau = dyn_vech(GAM(mf,mf));
end
for ii = 1:nlags
dum = A^(ii)*GAM;
if useautocorr
dum = dum./sy;
end
tau = [tau;vec(dum(mf,mf))];
end
tau = [ oo_.dr.ys(oo_.dr.order_var(mf)); tau];
end
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