## page was renamed from MarkovSwitchingOptionsForNewCode
#format wiki
#language en

'''NB:''' All defaults set by {{{initialize_ms_sbvar_options.m}}} and passed to mex functions.
<<BR>>
= Miscellaneous Commands needed by Matlab to link to the Mex Functions (below) =
||||'''Dynare Option and Argument''' |||| '''Comments''' |||| '''Default''' |||| '''Matlab Variable Name''' |||| '''Previous Dynare Option Name''' ||
|| {{{coefficients_prior_hyperparameters}}} ||  {{{<<vec_value>>}}}    ||||~- Sets the hyper parameters for the sbvar (mu in sz_prd.m), this should be a vector of doubles of length 6 -~|||| [1.0 1.0 0.1 1.2 1.0 1.0] |||| |||| ||
|| {{{freq}}}              || {{{<<integer>>}}} ||||~- quarters or months -~|||| 4 |||| q_m |||| freq ||
|| {{{initial_year}}}      || {{{<<integer>>}}} ||||~-  beginning of the year -~|||| |||| yrBin |||| initial_year ||
|| {{{initial_subperiod}}} || {{{<<integer>>}}} |||| ~-beginning of the quarter or month-~ |||| 1 |||| qmBin |||| initial_subperiod ||
|| {{{final_year}}}        || {{{<<integer>>}}} |||| ~-final year-~ |||| |||| yrFin |||| final_year ||
|| {{{final_subperiod}}}   || {{{<<integer>>}}} ||||~- final month or quarter-~ |||| 4 |||| qmFin |||| final_subperiod ||
|| {{{datafile}}}          || {{{<<string>>}}} ||||~- Load data-~ |||| |||| |||| data_file ||
|| {{{nlags}}}             || {{{<<integer>>}}} ||||~- Number of lags -~|||| 1 |||| lags |||| nlags ||
|| {{{cross_restrictions}}} || {{{<<integer>>}}} ||||~- '''1''': cross-A0-and-A+ restrictions <<BR>> '''0''': idfile_const is all we have-~ |||| 0 |||| indxc0Pres |||| cross_restrictions ||
|| {{{contemp_reduced_form}}} || {{{<<integer>>}}} |||| ~-'''1''': contemporaneous recursive reduced form <<BR>> '''0''': restricted (non-recursive) form -~|||| 0 |||| Rform |||| comtemp_reduced_form ||
|| {{{bayesian_prior}}}    || {{{<<integer>>}}} |||| ~-'''1''': Bayesian prior <<BR>> '''0''': no prior-~ |||| 1 |||| indxPrior |||| bayesian_prior ||
|| {{{alpha}}}             || {{{<<double>>}}} ||||~-Alpha value for squared time-varying structural shock lambda.-~ |||| 1.0 |||| galp |||| alpha ||
|| {{{beta}}}              || {{{<<double>>}}} ||||~-Beta value for squared time-varying structural shock lambda.-~ |||| 1.0 |||| gbeta |||| beta ||
|| {{{gsig2_lmd}}}         || {{{<<integer>>}}} ||||~-Case 4 (no state change across variables (i) and across lags (l); only one scale factor for all lagged variables change from state to state).   Normal prior variance for structural shock lambda, one scale factor for all lagged D+ in a given equation.-~ ||||50^2^      |||| gsig2_lmd |||| gsig2_lmd ||
|| {{{gsig2_lmdm}}} || {{{<<integer>>}}} ||||~-Case 3 (no state change across lags (l) but allows all variables for a given lag to switch states). Normal prior variance for different variables in lagged D+.-~ |||| 50^2^      |||| gsig2_lmdm |||| gsig2_lmdm ||

= Mex Functions =
== General Dynare instructions for MS-SBVAR ==

I suggest to use several main Dynare keywords rather than options in a single Dynare command ms-sbvar

'''Top Level Options''' (from {{{switch_dw/state_space/sbvar/dw_sbvar_command_line.c}}}):

|| '''Option'''         || '''Value''' || '''Default''' || '''Dynare Option'''                     || '''Preproccessor Option'''  || '''Comments''' ||
|| {{{estimate}}}       || --          || --            || {{{options_.ms.estimate_msmodel}}}      || {{{ms_estimatation}}}      || produces estimation - posterior mode or maximum likelihood ||
|| {{{simulate}}}       || --          || --            || {{{options_.ms.print_draws}}}           || {{{ms_simulation}}}           || produces simulation run ||
|| {{{mdd}}}            || --          || --            || {{{options_.ms.compute_mdd}}}           || {{{ms_compute_mdd}}}           || produces marginal data density from posterior draws ||
|| {{{probabilities}}}  || --          || --            || {{{options_.ms.compute_probabilities}}} || {{{ms_compute_probabilities}}} || produces smoothed or filtered probabilities ||
|| {{{forecast}}}       || --          || --            || {{{options_.ms.forecast}}}              || {{{ms_forecast}}}              || produces mean forecast ||
|| {{{ir}}}             || --          || --            || {{{options_.ms.irf}}}                   || {{{ms_irf}}}                   || produces impulse responses for a given set of parameters with or without error bands and taking into account or not of parameter posterior uncertainty||
|| {{{ms_variance_decomposition}}} || --  || --            || {{{options_.ms.variance_decomposition}}} || {{{ms_variance_decomposition}}} || produce variance decomposition ||

<<BR>>

'''Options Accepted by All Mex Functions''' (from {{{switch_dw/state_space/sbvar/dw_sbvar_command_line.c}}}):

|| '''Option'''   || '''Value'''      || '''Default''' || '''Dynare Option''' || '''Preproccessor Option''' || '''Comments''' ||
|| {{{ft}}}       || {{{<<string>>}}} || --            || {{{options_.ms.file_tag}}} || {{{file_tag}}}             || The input file tag.  Is used to create input file names if the {{{fs}}} or {{{fp}}} options are not present ||
|| {{{di}}}       || {{{<<string>>}}} || {{{./}}}      || not supported       || --                         || input files are in specified directory ||
|| {{{do}}}       || {{{<<string>>}}} || {{{./}}}      || not supported       || --                         || output files are in specified directory ||
|| {{{fs}}}       || {{{<<string>>}}} ||               || {{{options_.ms.initialization_file_tag}}} || {{{initialization_file_tag}}}        || specification file name ||
|| {{{fp}}}       || {{{<<string>>}}} ||               || {{{options_.ms.estimation_file_tag}}} || {{{estimation_file_tag}}}  || parameter file name ||
|| {{{ph}}}       || {{{<<string>>}}} ||               || not supported       || --                         || header for the parameters ||
|| {{{MLE}}}      || {{{<<string>>}}} ||               || not supported       || --                         || Determines if estimation finds the posterior mode or maximum likelihood. If {{{ph}}} or is not present, determines whether the input parameter header is "MLE: " or "Posterior mode: ".  ||
|| {{{fto}}}      || {{{<<string>>}}} ||               || {{{options_.ms.output_file_tag}}} || {{{output_file_tag}}}      || The output file tag. Used to create output filenames. ||
|| {{{fo}}}       || {{{<<string>>}}} ||               || not supported       || --                         || output file name ||
|| {{{pho}}}      || {{{<<string>>}}} ||               || not supported       || --                         || parameter header used for output ||
|| {{{seed}}}     || {{{<<integer>>}}}|| {{{0}}} (i.e. random)   || {{{options_.DynareRandomStreams.seed}}} || set by {{{set_dynare_seed()}}} in .mod file || seed value for random number generation ||

== Mex Functions and Their Options ==
 
'''Create Init File Syntax''' (from {{{switch_dw/state_space/sbvar/create_init_file.c}}}):
<<BR>>
Mex Calling structure: {{{create_init_file <matlab filename> <markov filename> <file tag>}}}
|| '''Option''' || '''Value'''                || '''Default'''    || '''Dynare Option'''        || '''Preproccessor Option''' || '''Comments''' ||
||              || {{{<matlab filename>}}}    || --               || None. Set automatically in {{{sz_prd.m}}} ||  --           || matlab file name ||
||              || {{{<markov filename>}}}    || --               || {{{options_.ms.markov_file}}} || {{{markov_file}}}          || Markov file name ||
||              || {{{<file tag>}}}           || --               || {{{options_.ms.output_file_tag}}} || {{{output_file_tag}}}      || output file tag  ||

<<BR>> 
'''Estimation''' (from {{{switch_dw/state_space/sbvar/sbvar_estimate.c}}}):
<<BR>>
Mex Calling structure: {{{ms_sbvar_command_line(<<string>>)}}}
|| '''Option'''                 || '''Value'''                || '''Default'''    || '''Dynare Option'''        || '''Preproccessor Option''' || '''Comments''' ||
|| {{{cb}}}               || {{{<<float>>}}}      || {{{1e-3}}} || {{{options_.ms.convergence_starting_value}}}     || convergence_starting_value || convergence criterion starting value ||
|| {{{ce}}}               || {{{<<float>>}}}      || {{{1e-6}}} || {{{options_.ms.convergence_ending_value}}}       || convergence_ending_value || convergence criterion ending value ||
|| {{{ci}}}               || {{{<<float>>}}}      || {{{0.1}}}  || {{{options_.ms.convergence_increment_value}}}    || convergence_increment_value || convergence criterion increment value ||
|| {{{ib}}}               || {{{<<integer>>}}}    || {{{50}}}   || {{{options_.ms.max_iterations_starting_value}}}  || max_iterations_starting_value || maximum interations starting value ||
|| {{{ii}}}               || {{{<<float>>}}}      || {{{2.0}}}  || {{{options_.ms.max_iterations_increment_value}}} || max_iterations_increment_value || maximum interations increment value ||
|| {{{mb}}}               || {{{<<integer>>}}}    || {{{100}}}  || {{{options_.ms.max_block_iterations}}} || max_block_iterations || maximum block iterations ||
|| {{{repeat_max}}}       || {{{<<integer>>}}}    || {{{10}}}   || {{{options_.ms.max_repeated_optimization_runs}}} || max_repeated_optimization_runs|| maximum number of times to repeat csminwel runs ||
|| {{{repeat_tol_obj}}}   || {{{<<float>>}}}      || {{{0.1}}}  || {{{options_.ms.function_convergence_criterion}}} || function_convergence_criterion || convergence criterion for objective function ||
|| {{{repeat_tol_parms}}} || {{{<<float>>}}}      || {{{0.1}}}  || {{{options_.ms.parameter_convergence_criterion}}}|| parameter_convergence_criterion || convergence criterion for parameter values ||
|| {{{random}}}           || {{{<<integer>>}}}    || {{{5}}}    || {{{options_.ms.number_of_large_perturbations}}}  || number_of_large_perturbations || number of large perturbations to make at each stage of the estimation process. ||
|| {{{random_small}}}     || {{{<<integer>>}}}    || {{{5}}}    || {{{options_.ms.number_of_small_perturbations}}}  || number_of_small_perturbations || number of small perturbations to make after the large perturbations have stopped improving. ||
|| {{{random_small_ndraws}}}     || {{{<<integer>>}}}    || {{{1}}}   || {{{options_.ms.number_of_posterior_draws_after_perturbation}}}  || number_of_posterior_draws_after_perturbation || number of consecutive posterior draws to make when producing a small perturbation ||
|| {{{random_max}}}       || {{{<<integer>>}}}    || {{{20}}}   || {{{options_.ms.max_number_of_stages}}}           || max_number_of_stages || maximum number of stages allowed ||
|| {{{random_tol_obj}}}   || {{{<<float>>}}}      || {{{0.1}}}  || {{{options_.ms.random_function_convergence_criterion}}}    || random_function_convergence_criterion || convergence criterion for objective function ||
|| {{{random_tol_parms}}} || {{{<<float>>}}}      || {{{0.1}}}  || {{{options_.ms.random_parameter_convergence_criterion}}}  || random_parameter_convergence_criterion || convergence criterion for parameter values ||

<<BR>>
'''Simulation''' (from {{{switch_dw/state_space/sbvar/sbvar_simulate.c}}}):
<<BR>>
Mex Calling structure: {{{ms_sbvar_command_line(<<string>>)}}}
|| '''Option'''  || '''Value'''          || '''Default'''    || '''Dynare Option'''               || '''Preproccessor Option''' || '''Comments''' ||
|| {{{ndraws}}}  || {{{<<integer>>}}}      || {{{10,000}}}      || {{{options_.ms.mh_replic}}}       || {{{mh_replic}}}      || Number of draws to save    ||
|| {{{burnin}}}  || {{{<<integer>>}}}    || {{{0.1*ndraws}}} || {{{options_.ms.drop}}}            ||   drop                   || Number of burn-in draws      ||
|| {{{thin}}}    || {{{<<integer>>}}}    || {{{1}}}          || {{{options_.ms.thinning_factor}}} ||  thinning_factor                    || Thinning factor. Total number of draws made is {{{thin*ndraws + burnin}}} ||
|| {{{append}}}  || --                   || {{{off}}}        || not supported            || --                   || Append simulation and info to existing files if they exist and use last parameter draw as initial value.||
|| {{{mh}}}      || {{{<<integer>>}}}    || {{{30,000}}}      || {{{options_.ms.adaptive_mh_draws}}} || {{{adaptive_mh_draws}}} || Tuning period for Metropolis-Hasting draws ||
|| {{{flat}}}    || --                   || {{{off}}}        || not supported                     || --                   || Produce flat output file and header file ||
|| {{{nofree}}}  || --                   || {{{off}}}        || not supported                     || --                   || Do not produce free parameters file ||
|| {{{nd1}}}     || --                   || {{{off}}}        || not supported                     || --                   || Normalize diagonal of A0 to one (flat output only) ||

<<BR>>
'''Marginal Data Density''' (from {{{switch_dw/state_space/sbvar/sbvar_mdd.c}}}):
<<BR>>
Mex Calling structure: {{{ms_sbvar_command_line(<<string>>)}}}
|| '''Option'''     || '''Value'''       || '''Default''' || '''Dynare Option'''     || '''Preproccessor Option''' || '''Comments''' ||
|| {{{t}}}          || {{{<<string>>}}}  ||               || not supported           ||  --                        || filemname tag  ||
|| {{{outtag}}}     || {{{<<string>>}}}  ||               || not supported           ||  --                        || filemname tag -- supersedes {{{t}}} and {{{ft}}} ||
|| {{{pf}}}         || {{{<<string>>}}}  || {{{simulation_<tag>.out}}}    || {{{options_.ms.mh_file}}} ||  {{{simulation_file_tag}}}        || posterior draws fileanme ||
|| {{{pt}}}         || {{{<<integer>>}}} || {{{3}}}       || {{{options_.ms.mdd_proposal_type(1)}}}       || proposal_type (3-dim vector, see below) || proposal type ({{{1}}}=gaussian, {{{2}}}=power, {{{3}}}=truncated power, {{{4}}}=step, {{{5}}}=truncated gaussian) ||
|| {{{d}}}          || {{{<<integer>>}}} || {{{100,000}}} || {{{options_.ms.mdd_proposal_draws}}}         || mdd_proposal_draws || number proposal draws ||
|| {{{use_mode}}}   ||  --               ||   {{{on}}}    || not supported                                || -- || use posterior mode as center ||
|| {{{use_mean}}}   ||  --               ||   {{{off}}}   || {{{options_.ms.mdd_use_mean_center}}}        || mdd_use_mean_center || use posterior mean as center ||
|| {{{of}}}         || {{{<<string>>}}}  ||   {{{mdd_<tag>.out}}}     || not supported || --                 || output filename ||
|| {{{l}}}                || {{{<<float>>}}}      || {{{0.1}}}        || {{{options_.ms.mdd_proposal_type(2)}}}       || || Lower cutoff for in terms of probability. Used by truncated power, truncated gaussian, step, and uniform. ||
|| {{{h}}}                || {{{<<float>>}}}      || {{{0.9}}}        ||  {{{options_.ms.mdd_proposal_type(3)}}} || || Upper cutoff for in terms of probability. Used by power, truncated power, truncated gaussian, step, and uniform. ||
|| {{{graph}}}            || --                   || {{{off}}}        || not supported || -- || Produce output suitable for graphing the marginal cummulative densities of the radius of the posterior and elliptical distributions.  The marginal data density is not computed. ||
|| {{{print}}}           || --  ||  {{{off}}}     ||  not supported || -- || Prints the matrices posterior and proposal ||
|| {{{append}}}          || --  ||  {{{off}}}     ||  not supported || -- || Appends proposal draws to those previously made.  If the posterior draws have changed in any way, then this option must not be used. The filename for the proposal draws is proposal_t<proposal type>_<tag>.out.||

<<BR>>
'''Regime Probability''' (from {{{switch_dw/state_space/sbvar/sbvar_probabilities.c}}}):
<<BR>>
Mex Calling structure: {{{ms_sbvar_command_line(<<string>>)}}}
|| '''Option'''             || '''Value''' || '''Default'''    || '''Dynare Option'''                          || '''Preproccessor Option''' || '''Comments''' ||
|| {{{filtered}}}           || --          || {{{off}}}  || {{{options_.ms.filtered_probabilities}}}           ||  filtered_probabilities || filtered probabilities are computed instead of smoothed ||
|| {{{real_time_smoothed}}} || --          || {{{off}}}  || {{{options_.ms.real_time_smoothed_probabilities}}} ||  real_time_smoothed_probabilities|| smoothed probabilities are computed based on time {{{t}}} information are computed for {{{0 <= t <= nobs}}} ||


<<BR>>
'''Impulse Responses''' (from {{{switch_dw/state_space/sbvar/sbvar_impulse_responses.c}}}):
<<BR>>
Mex Calling structure: {{{ms_sbvar_command_line(<<string>>)}}}
|| '''Option'''                 || '''Value'''       || '''Default'''      || '''Dynare Option'''                  || '''Preproccessor Option'''   || '''Comments''' ||
|| {{{horizon}}}                || {{{<<integer>>}}} || {{{12}}}           || {{{options_.ms.horizon}}}            || horizon                      ||  forecast horizon ||
|| {{{filtered}}}               || --                || {{{off}}}          || {{{options_.ms.filtered_probabilities}}}           || filtered_probabilities       ||  Uses filtered probabilities at the end of the sample as initial conditions for regime probabilities. This flag only applies if neither {{{regimes}}} nor {{{regime}}} is specified. ||
|| {{{percentiles}}}            || {{{<<vector>>}}}     || if {{{error_bands}}}, {{{[0.16  0.50  0.84]}}} else {{{[0.50]}}} || {{{options_.ms.error_band_percentiles}}} || error_band_percentiles ||  Percentiles to compute. The first parameter after percentiles must be the number of percentiles and the following values are the actual percentiles. ||
|| {{{parameter_uncertainty}}}  || --    ||   {{{off}}}                 ||  {{{options_.ms.parameter_uncertainty}}}    || parameter_uncertainty  ||  Apply parameter uncertainty when computing percentiles. ||
|| {{{shocks_per_parameter}}}   || {{{<<integer>>}}}    || {{{10,000 or 10}}}  || {{{options_.ms.shocks_per_parameter}}} & {{{options_.ms.shock_draws}}} || shock_draws ||  Number of regime paths to draw for each parameter draw. The default value is {{{1}}} if {{{parameter_uncertainty}}} is set and {{{10,000}}} otherwise.||
|| {{{thin}}}                   || {{{<<integer>>}}}    || {{{1}}}            || {{{options_.ms.thinning_factor}}} || thinning_factor ||  Thinning factor.  Only {{{1/thin}}} of the draws in posterior draws file are used.||
|| {{{regimes}}}                || --                   || {{{off}}}          || {{{options_.ms.regimes}}}        || regimes || Describes the evolution of regimes. ||
|| {{{regime}}}                 || {{{<<integer>>}}}    || {{{off}}}          || {{{options_.ms.regime}}}         || regime || Given the data and model parameters, what is the ergodic probability of being in the specified regime.  ||
|| {{{flat}}}                   || --                   || {{{off}}}          || not supported  || -- ||  Assumes that posterior draws is a flat file format ||
|| {{{median}}}                 || --                   || {{{off}}}          || {{{options_.ms.median}}}     || median || This is intended as a shortcut to setting percentiles as {{{percentiles=[0.50]}}} ||

<<BR>>
'''Forecast''' (from {{{switch_dw/state_space/sbvar/sbvar_forecast.c}}}):
<<BR>>
Mex Calling structure: {{{ms_sbvar_command_line(<<string>>)}}}
|| '''Option'''                 || '''Value'''          || '''Default'''     || '''Dynare Option'''        || '''Preproccessor Option''' || '''Comments''' ||
|| {{{horizon}}}                || {{{<<integer>>}}}    || {{{12}}}          || {{{options_.ms.horizon}}} || horizon                    || See {{{horizon}}} in {{{irf}}} ||
|| {{{number_observations}}}                   || {{{<<integer>>}}}    || {{{0}}}           || {{{options_.ms.forecast_data_obs}}} || data_obs_nbr   || the number of data points included in the output ||
|| {{{percentiles}}}            || {{{<<vector>>}}}     || if {{{error_bands}}}, {{{[0.16  0.50  0.84]}}} else {{{[0.50]}}} || {{{options_.ms.error_band_percentiles}}} || error_band_percentiles || See {{{percentiles}}} in {{{irf}}} ||
|| {{{parameter_uncertainty}}}  ||  --                  ||   {{{off}}}       || {{{options_.ms.parameter_uncertainty}}} || parameter_uncertainty   || See {{{parameter_uncertainty}}} in {{{irf}}} ||
|| {{{shocks_per_parameter}}}   || {{{<<integer>>}}}    || {{{10,000 or 10}}}|| {{{options_.ms.shocks_per_parameter}}} & {{{options_.ms.shock_draws}}} || shock_draws ||See {{{shocks_per_parameter}}} in {{{irf}}} ||
|| {{{thin}}}                   || {{{<<integer>>}}}    || {{{1}}}           || {{{options_.ms.thinning_factor}}}            || thinning_factor || See {{{thin}}} in {{{irf}}} ||
|| {{{regimes}}}                || {{{<<integer>>}}}    || {{{0}}}           || {{{options_.ms.regimes}}}                    || regimes || See {{{regimes}}} in {{{irf}}} ||
|| {{{regime}}}                 || {{{<<integer>>}}}    || {{{0}}}           || {{{options_.ms.regime}}}                     || regime  || See {{{regime}}} in {{{irf}}} ||
|| {{{mean}}}                   || --                   || {{{off}}}         || not supported in Dan's code                  || -- || produces mean forecast ||
|| {{{flat}}}                   || --                   || {{{off}}}         || not supported                                || -- || See {{{flat}}} in {{{irf}}} ||
|| {{{nodate}}}                 || --                   || {{{off}}}         || not supported                                || -- || If not defined, then the first column of the output is a date number. A date number of one is the first date in the data series, a date number of nobs is the last date in the data series, and date numbers larger than this correspond to forecasts.||
|| {{{median}}}                 || --                   || {{{off}}}          ||  {{{options_.ms.median}}}       || median || See analogous table under {{{irf}}} ||

<<BR>>
'''Variance Decomposition''' (from {{{switch_dw/state_space/sbvar/sbvar_variance_decomposition.c}}}):
<<BR>>
Mex Calling structure: {{{ms_sbvar_command_line(<<string>>)}}}
|| '''Option'''                 || '''Value'''          || '''Default'''     || '''Dynare Option'''                          || '''Preproccessor Option''' || '''Comments''' ||
|| {{{horizon}}}                || {{{<<integer>>}}}    || {{{12}}}          || {{{options_.ms.horizon}}}                    || horizon || forecast horizon ||
|| {{{filtered}}}               || --                   || {{{off}}}         || {{{options_.ms.filtered_probabilities}}}     || filtered_probabilities || See {{{filtered}}} in {{{irf}}} ||
|| {{{error_bands}}}            || --                   || {{{on}}}         || {{{options_.ms.error_bands}}}     || no_error_bands || Calculate the mean  ||
|| {{{percentiles}}}            || {{{<<vector>>}}}     ||                   || {{{options_.ms.error_band_percentiles}}}     || error_band_percentiles || See {{{percentiles}}} in {{{irf}}}  ||
|| {{{parameter_uncertainty}}}  || --    ||   {{{off}}}              ||   {{{options_.ms.parameter_uncertainty}}}         || parameter_uncertainty || See {{{parameter_uncertainty}}} in {{{irf}}} ||
|| {{{shocks_per_parameter}}}   || {{{<<integer>>}}}    || {{{10,000 or 10}}} || {{{options_.ms.shocks_per_parameter}}} & {{{options_.ms.shock_draws}}} ||  shock_draws|| See {{{shocks_per_parameter}}} in {{{irf}}} ||
|| {{{thin}}}                   || {{{<<integer>>}}}    || {{{1}}}           ||  {{{options_.ms.thinning_factor}}}  || thinning_factor || See {{{thin}}} in {{{irf}}} ||
|| {{{regimes}}}                || --                   || {{{off}}}         ||  {{{options_.ms.regimes}}}                   || regimes || See {{{regimes}}} in {{{irf}}} ||
|| {{{regime}}}                 || {{{<<integer>>}}}    || {{{0}}}           || {{{options_.ms.regime}}}                     || regime || See {{{regime}}} in {{{irf}}} ||
|| {{{flat}}}                   || --                   || {{{off}}}         || not supported                                || -- || See {{{flat}}} in {{{irf}}} ||