To do so, download attached dynare files and put them in /dynare/matlab/ folder. For instance, when using the Smets & Wouters model given by jpfeifer viewtopic.php?f=1&t=3750 , adding at the end of the mod file :
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options_.groups{1}={'ea';'epinf'};
options_.groups{2}={'eg';'eb';'ew'};
options_.groups{3}={'em';'eqs'};
options_.labels = char( 'Supply', 'Demand', 'Monetary' );
shock_decomposition y;
this will aggregate the shocks by the given groups (those given in the example are dummy). if options_.labels is not given, the code will automatically generate some group names.
I wanted to edit dynare argument of the function shock_decomposition(), but i couldnt (dynare was giving me an error). I guess that some important dynare internal functions are declared in dynare.exe, my hex editor told me so (but i cannot edit it, i'm not a C coder).