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function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_)
% 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
% Copyright © 2011-2020 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 <https://www.gnu.org/licenses/>.
disp('MS-SBVAR Compute Regime Probabilities');
options_ = set_file_tags(options_);
clean_ms_probabilities_files(options_.ms.output_file_tag);
[options_, oo_] = set_ms_estimation_file(options_.ms.file_tag, options_, oo_);
% setup command line options
opt = ['-probabilities -seed ' num2str(options_.DynareRandomStreams.seed)];
opt = [opt ' -ft ' options_.ms.file_tag];
opt = [opt ' -fto ' options_.ms.output_file_tag];
if options_.ms.filtered_probabilities
opt = [opt ' -filtered' ];
prob_out_file = ['filtered_' options_.ms.output_file_tag '.out'];
elseif options_.ms.real_time_smoothed_probabilities
opt = [opt ' -real_time_smoothed' ];
prob_out_file = 0;
else
opt = [opt ' -smoothed' ];
prob_out_file = ['smoothed_' options_.ms.output_file_tag '.out'];
end
% compute probabilities
ms_sbvar_command_line(opt);
% now we want to plot the probabilities for each chain
if ischar(prob_out_file)
computed_probabilities = load(prob_out_file);
plot_ms_probabilities(computed_probabilities,options_);
end
end
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