1function [oo_,M_,options_,bayestopt_,Smoothed_variables_declaration_order_deviation_form]=evaluate_smoother(parameters,var_list,M_,oo_,options_,bayestopt_,estim_params_)
2% Evaluate the smoother at parameters.
3%
4% INPUTS
5%    o parameters  a string ('posterior mode','posterior mean','posterior median','prior mode','prior mean','mle_mode','calibration') or a vector of values for
6%                  the (estimated) parameters of the model.
7%    o var_list    subset of endogenous variables
8%    o M_          [structure]  Definition of the model
9%    o oo_         [structure]  Storage of results
10%    o options_    [structure]  Options
11%    o bayestopt_  [structure]  describing the priors
12%    o estim_params_ [structure] characterizing parameters to be estimated
13%
14% OUTPUTS
15%    o oo       [structure]  results:
16%                              - SmoothedVariables
17%                              - SmoothedShocks
18%                              - FilteredVariablesShockDecomposition
19%                              - UpdatedVariables
20%                              - FilteredVariables
21%                              - SmoothedMeasurementErrors
22%                              - FilteredVariablesKStepAhead
23%                              - FilteredVariablesKStepAheadVariances
24%    o M_          [structure]  Definition of the model
25%    o options_    [structure]  Options; returns options_.first_obs
26%    o bayestopt_  [structure]  describing the priors; returns fields like bayestopt_.smoother_var_list from the smoother
27%    o Smoothed_variables_declaration_order_deviation_form
28%                           Smoothed variables from the Kalman smoother in
29%                           order of declaration of variables (M_.endo_names)
30%                           in deviations from their respective mean, i.e.
31%                           without trend and constant part (used for shock_decomposition)
32%
33% SPECIAL REQUIREMENTS
34%    None
35%
36% REMARKS
37% [1] This function use persistent variables for the dataset and the description of the missing observations. Consequently, if this function
38%     is called more than once (by changing the value of parameters) the sample *must not* change.
39
40% Copyright (C) 2010-2020 Dynare Team
41%
42% This file is part of Dynare.
43%
44% Dynare is free software: you can redistribute it and/or modify
45% it under the terms of the GNU General Public License as published by
46% the Free Software Foundation, either version 3 of the License, or
47% (at your option) any later version.
48%
49% Dynare is distributed in the hope that it will be useful,
50% but WITHOUT ANY WARRANTY; without even the implied warranty of
51% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
52% GNU General Public License for more details.
53%
54% You should have received a copy of the GNU General Public License
55% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
56
57% store qz_criterium
58qz_criterium_old=options_.qz_criterium;
59
60if ischar(parameters) && strcmp(parameters,'calibration')
61    options_.smoother=1;
62end
63
64[dataset_,dataset_info,xparam1, hh, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_);
65
66% set the qz_criterium
67options_=select_qz_criterium_value(options_);
68
69if nargin==0
70    parameters = 'posterior_mode';
71end
72
73if ischar(parameters)
74    switch parameters
75      case 'posterior_mode'
76        parameters = get_posterior_parameters('mode',M_,estim_params_,oo_,options_);
77      case 'posterior_mean'
78        parameters = get_posterior_parameters('mean',M_,estim_params_,oo_,options_);
79      case 'posterior_median'
80        parameters = get_posterior_parameters('median',M_,estim_params_,oo_,options_);
81      case 'mle_mode'
82        parameters = get_posterior_parameters('mode',M_,estim_params_,oo_,options_,'mle_');
83      case 'prior_mode'
84        parameters = bayestopt_.p5(:);
85      case 'prior_mean'
86        parameters = bayestopt_.p1;
87      case 'calibration'
88        if isempty(oo_.dr)
89            error('You must run ''stoch_simul'' first.');
90        end
91        parameters = [];
92      otherwise
93        disp('evaluate_smoother:: If the input argument is a string, then it has to be equal to:')
94        disp('                     ''posterior_mode'', ')
95        disp('                     ''posterior_mean'', ')
96        disp('                     ''posterior_median'', ')
97        disp('                     ''prior_mode'' or')
98        disp('                     ''prior_mean''.')
99        disp('                     ''calibration''.')
100        error
101    end
102end
103
104[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp,Trend,state_uncertainty,M_,oo_,options_,bayestopt_] = ...
105    DsgeSmoother(parameters,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state,M_,oo_,options_,bayestopt_,estim_params_);
106[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);
107
108if nargout>4
109    Smoothed_variables_declaration_order_deviation_form=atT(oo_.dr.inv_order_var(bayestopt_.smoother_var_list),:);
110end
111
112%reset qz_criterium
113options_.qz_criterium=qz_criterium_old;
114oo_.gui.ran_calib_smoother = true;
115