1function oo_ = prior_analysis(type,arg1,arg2,arg3,options_,M_,oo_,estim_params_)
2% Copyright (C) 2009-2017 Dynare Team
3%
4% This file is part of Dynare.
5%
6% Dynare is free software: you can redistribute it and/or modify
7% it under the terms of the GNU General Public License as published by
8% the Free Software Foundation, either version 3 of the License, or
9% (at your option) any later version.
10%
11% Dynare is distributed in the hope that it will be useful,
12% but WITHOUT ANY WARRANTY; without even the implied warranty of
13% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
14% GNU General Public License for more details.
15%
16% You should have received a copy of the GNU General Public License
17% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
18
19info = check_prior_analysis_data(type,M_);
20SampleSize = options_.prior_mc;
21switch info
22  case {0,1,2}
23    MaxMegaBytes = options_.MaximumNumberOfMegaBytes;
24    drsize = size_of_the_reduced_form_model(oo_.dr);
25    if drsize*SampleSize>MaxMegaBytes
26        drsave=0;
27    else
28        drsave=1;
29    end
30    load([M_.dname '/prior/definition.mat']);
31    prior_sampler(drsave,M_,bayestopt_,options_,oo_,estim_params_);
32    clear('bayestopt_');
33    oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_);
34  case {4,5}
35    oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_);
36  case 6
37    [ivar,vartan] = get_variables_list(options_,M_);
38    nvar = length(ivar);
39    oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_,nvar,vartan);
40  otherwise
41    error(['prior_analysis:: Check_prior_analysis_data gave a meaningless output!'])
42end
43
44
45
46function oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_,nvar,vartan)
47narg1 = 8;
48narg2 = 10;
49if ~(nargin==narg1 || nargin==narg2)
50    error('prior_analysis:: Call to function job is buggy!')
51end
52switch type
53  case 'variance'
54    if nargin==narg1
55        [nvar,vartan,NumberOfFiles] = ...
56            dsge_simulated_theoretical_covariance(SampleSize,M_,options_,oo_,'prior');
57    end
58    oo_ = covariance_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,...
59                                 vartan,nvar,arg1,arg2,options_.mh_conf_sig,oo_,options_);
60  case 'decomposition'
61    if nargin==narg1
62        [nvar,vartan,NumberOfFiles] = ...
63            dsge_simulated_theoretical_variance_decomposition(SampleSize,M_,options_,oo_,'prior');
64    end
65    oo_ = variance_decomposition_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,...
66                                             M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_);
67  case 'correlation'
68    if nargin==narg1
69        [nvar,vartan,NumberOfFiles] = ...
70            dsge_simulated_theoretical_correlation(SampleSize,arg3,M_,options_,oo_,'prior');
71    end
72    oo_ = correlation_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,...
73                                  vartan,nvar,arg1,arg2,arg3,options_.mh_conf_sig,oo_,M_,options_);
74  case 'conditional decomposition'
75    if nargin==narg1
76        [nvar,vartan,NumberOfFiles] = ...
77            dsge_simulated_theoretical_conditional_variance_decomposition(SampleSize,arg3,M_,options_,oo_,'prior');
78    end
79    oo_ = conditional_variance_decomposition_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,...
80                                                      arg3,M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_);
81    if ~all(diag(M_.H)==0)
82        if strmatch(vartan(arg1,:),options_.varobs,'exact')
83            oo_ = conditional_variance_decomposition_ME_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,...
84                                                              arg3,M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_);
85        end
86    end
87  otherwise
88    disp('Not yet implemented')
89end