2008-05-19 15:22:57 +02:00
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function PosteriorIRF(type)
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% Builds posterior IRFs after the MH algorithm.
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%
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% INPUTS
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% o type [char] string specifying the joint density of the
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% deep parameters ('prior','posterior').
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%
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% OUTPUTS
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% None (oo_ and plots).
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%
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% SPECIAL REQUIREMENTS
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% None
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2008-08-01 20:53:30 +02:00
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2010-05-31 11:50:48 +02:00
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% PARALLEL CONTEXT
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% This funtion has been parallelized in two different points. Then we have two core
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% functions associated with it(the _core1 and _core2).
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% See also the comments random_walk_metropolis_hastings.m funtion.
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2012-06-08 18:22:34 +02:00
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% Copyright (C) 2006-2012 Dynare Team
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2008-08-01 20:53:30 +02:00
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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2008-05-19 15:22:57 +02:00
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2010-02-10 18:46:24 +01:00
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2011-09-22 11:17:31 +02:00
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global options_ estim_params_ oo_ M_ bayestopt_ dataset_
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2008-05-19 15:22:57 +02:00
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% Set the number of periods
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2011-02-10 17:23:22 +01:00
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if isempty(options_.irf) || ~options_.irf
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2008-05-19 15:22:57 +02:00
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options_.irf = 40;
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end
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% Set varlist if necessary
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varlist = options_.varlist;
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if isempty(varlist)
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varlist = options_.varobs;
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end
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options_.varlist = varlist;
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nvar = size(varlist,1);
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IndxVariables = [];
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for i=1:nvar
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idx = strmatch(deblank(varlist(i,:)),M_.endo_names,'exact');
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if isempty(idx)
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disp(['PosteriorIRF :: ' deblank(varlist(i,:)) 'is not a declared endogenous variable!'])
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else
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IndxVariables = [IndxVariables,idx];
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end
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end
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% Set various parameters & Check or create directories
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nvx = estim_params_.nvx;
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nvn = estim_params_.nvn;
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ncx = estim_params_.ncx;
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ncn = estim_params_.ncn;
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np = estim_params_.np ;
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npar = nvx+nvn+ncx+ncn+np;
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2010-06-24 12:49:27 +02:00
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offset = npar-np; clear('nvx','nvn','ncx','ncn','np');
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2011-09-22 11:17:31 +02:00
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nvobs = dataset_.info.nvobs;
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gend = dataset_.info.ntobs;
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2008-05-19 15:22:57 +02:00
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MaxNumberOfPlotPerFigure = 9;
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nn = sqrt(MaxNumberOfPlotPerFigure);
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MAX_nirfs_dsge = ceil(options_.MaxNumberOfBytes/(options_.irf*nvar*M_.exo_nbr)/8);
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MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8);
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2010-06-24 12:49:27 +02:00
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if options_.dsge_var
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2008-05-19 15:22:57 +02:00
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MAX_nirfs_dsgevar = ceil(options_.MaxNumberOfBytes/(options_.irf*nvobs*M_.exo_nbr)/8);
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else
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MAX_nirfs_dsgevar = 0;
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end
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2010-06-24 12:49:27 +02:00
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2011-12-15 11:56:23 +01:00
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DirectoryName = CheckPath('Output',M_.dname);
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2008-05-19 15:22:57 +02:00
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if strcmpi(type,'posterior')
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2011-12-15 11:56:23 +01:00
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MhDirectoryName = CheckPath('metropolis',M_.dname);
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2008-05-19 15:22:57 +02:00
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elseif strcmpi(type,'gsa')
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2011-02-25 09:27:33 +01:00
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if options_.opt_gsa.pprior
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2011-12-15 11:56:23 +01:00
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MhDirectoryName = CheckPath(['GSA' filesep 'prior'],M_.dname);
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2011-02-25 09:27:33 +01:00
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else
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2011-12-15 11:56:23 +01:00
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MhDirectoryName = CheckPath(['GSA' filesep 'mc'],M_.dname);
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2011-02-25 09:27:33 +01:00
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end
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2008-05-19 15:22:57 +02:00
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else
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2011-12-15 11:56:23 +01:00
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MhDirectoryName = CheckPath('prior',M_.dname);
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2008-05-19 15:22:57 +02:00
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end
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2010-10-15 11:36:26 +02:00
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delete([MhDirectoryName filesep M_.fname '_IRF_DSGEs*.mat']);
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delete([MhDirectoryName filesep M_.fname '_IRF_BVARDSGEs*.mat']);
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2008-05-19 15:22:57 +02:00
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if strcmpi(type,'posterior')
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2010-06-24 12:49:27 +02:00
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load([ MhDirectoryName filesep M_.fname '_mh_history.mat'])
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TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
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NumberOfDraws = TotalNumberOfMhDraws-floor(options_.mh_drop*TotalNumberOfMhDraws);
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2008-05-19 15:22:57 +02:00
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elseif strcmpi(type,'gsa')
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2011-12-15 11:56:23 +01:00
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RootDirectoryName = CheckPath('gsa',M_.dname);
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2011-02-25 09:27:33 +01:00
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if options_.opt_gsa.pprior
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load([ RootDirectoryName filesep M_.fname '_prior.mat'],'lpmat0','lpmat','istable')
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else
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load([ RootDirectoryName filesep M_.fname '_mc.mat'],'lpmat0','lpmat','istable')
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end
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2010-06-24 12:49:27 +02:00
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x=[lpmat0(istable,:) lpmat(istable,:)];
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clear lpmat istable
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NumberOfDraws=size(x,1);
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B=NumberOfDraws; options_.B = B;
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2008-05-19 15:22:57 +02:00
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else% type = 'prior'
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2010-06-24 12:49:27 +02:00
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NumberOfDraws = 500;
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2008-05-19 15:22:57 +02:00
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end
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if ~strcmpi(type,'gsa')
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2011-02-04 17:17:48 +01:00
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B = min([round(.5*NumberOfDraws),500]); options_.B = B;
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2008-05-19 15:22:57 +02:00
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end
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2010-06-24 12:49:27 +02:00
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try
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delete([MhDirectoryName filesep M_.fname '_irf_dsge*.mat'])
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catch
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disp('No _IRFs (dsge) files to be deleted!')
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2008-05-19 15:22:57 +02:00
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end
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2010-06-24 12:49:27 +02:00
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try
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delete([MhDirectoryName filesep M_.fname '_irf_bvardsge*.mat'])
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catch
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disp('No _IRFs (bvar-dsge) files to be deleted!')
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2008-05-19 15:22:57 +02:00
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end
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irun = 0;
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IRUN = 0;
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irun2 = 0;
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NumberOfIRFfiles_dsge = 1;
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NumberOfIRFfiles_dsgevar = 1;
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ifil2 = 1;
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% Create arrays
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if B <= MAX_nruns
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2010-06-24 12:49:27 +02:00
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stock_param = zeros(B, npar);
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2008-05-19 15:22:57 +02:00
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else
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2010-06-24 12:49:27 +02:00
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stock_param = zeros(MAX_nruns, npar);
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2008-05-19 15:22:57 +02:00
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end
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if B >= MAX_nirfs_dsge
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2010-06-24 12:49:27 +02:00
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stock_irf_dsge = zeros(options_.irf,nvar,M_.exo_nbr,MAX_nirfs_dsge);
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2008-05-19 15:22:57 +02:00
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else
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2010-06-24 12:49:27 +02:00
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stock_irf_dsge = zeros(options_.irf,nvar,M_.exo_nbr,B);
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2008-05-19 15:22:57 +02:00
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end
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if MAX_nirfs_dsgevar
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if B >= MAX_nirfs_dsgevar
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stock_irf_bvardsge = zeros(options_.irf,nvobs,M_.exo_nbr,MAX_nirfs_dsgevar);
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else
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stock_irf_bvardsge = zeros(options_.irf,nvobs,M_.exo_nbr,B);
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end
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[mYY,mXY,mYX,mXX,Ydata,Xdata] = ...
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2008-06-17 23:44:00 +02:00
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var_sample_moments(options_.first_obs,options_.first_obs+options_.nobs-1,...
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2010-06-24 12:49:27 +02:00
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options_.dsge_varlag,-1,options_.datafile,options_.varobs,...
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2009-07-09 17:03:11 +02:00
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options_.xls_sheet,options_.xls_range);
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2010-06-24 12:49:27 +02:00
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NumberOfLags = options_.dsge_varlag;
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2008-05-19 15:22:57 +02:00
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NumberOfLagsTimesNvobs = NumberOfLags*nvobs;
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if options_.noconstant
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NumberOfParametersPerEquation = NumberOfLagsTimesNvobs;
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else
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NumberOfParametersPerEquation = NumberOfLagsTimesNvobs+1;
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end
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Companion_matrix = diag(ones(nvobs*(NumberOfLags-1),1),-nvobs);
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end
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2010-02-10 18:46:24 +01:00
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2010-05-31 11:50:48 +02:00
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% First block of code executed in parallel. The function devoted to do it is PosteriorIRF_core1.m
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% function.
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2010-02-10 18:46:24 +01:00
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2008-05-19 15:22:57 +02:00
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b = 0;
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2010-02-10 18:46:24 +01:00
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localVars=[];
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% Save the local variables.
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2010-02-12 17:41:38 +01:00
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localVars.IRUN = IRUN;
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2010-02-10 18:46:24 +01:00
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localVars.irun = irun;
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localVars.irun2=irun2;
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2012-05-30 11:24:35 +02:00
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localVars.npar = npar;
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2010-02-10 18:46:24 +01:00
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2010-05-31 11:50:48 +02:00
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localVars.type=type;
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2010-06-24 12:49:27 +02:00
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if strcmpi(type,'posterior')
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while b<B
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b = b + 1;
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x(b,:) = GetOneDraw(type);
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end
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2010-02-10 18:46:24 +01:00
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end
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if ~strcmpi(type,'prior'),
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2010-06-24 12:49:27 +02:00
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localVars.x=x;
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2010-02-10 18:46:24 +01:00
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end
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b=0;
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2010-06-24 12:49:27 +02:00
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if options_.dsge_var
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localVars.gend = gend;
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localVars.nvobs = nvobs;
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localVars.NumberOfParametersPerEquation = NumberOfParametersPerEquation;
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localVars.NumberOfLags = options_.dsge_varlag;
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localVars.NumberOfLagsTimesNvobs = NumberOfLags*nvobs;
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localVars.Companion_matrix = diag(ones(nvobs*(NumberOfLags-1),1),-nvobs);
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end
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2010-02-10 18:46:24 +01:00
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localVars.nvar=nvar;
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localVars.IndxVariables=IndxVariables;
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localVars.MAX_nirfs_dsgevar=MAX_nirfs_dsgevar;
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localVars.MAX_nirfs_dsge=MAX_nirfs_dsge;
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localVars.MAX_nruns=MAX_nruns;
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localVars.NumberOfIRFfiles_dsge=NumberOfIRFfiles_dsge;
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localVars.NumberOfIRFfiles_dsgevar=NumberOfIRFfiles_dsgevar;
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localVars.ifil2=ifil2;
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2011-02-25 09:27:33 +01:00
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localVars.MhDirectoryName=MhDirectoryName;
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2010-02-10 18:46:24 +01:00
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2010-05-31 11:50:48 +02:00
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% Like sequential execution!
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2010-10-22 11:27:26 +02:00
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if isnumeric(options_.parallel),
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2010-02-10 18:46:24 +01:00
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[fout] = PosteriorIRF_core1(localVars,1,B,0);
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2012-07-02 10:55:02 +02:00
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nosaddle = fout.nosaddle;
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2010-02-10 18:46:24 +01:00
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else
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2011-02-04 17:17:48 +01:00
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% Parallel execution!
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2010-02-10 18:46:24 +01:00
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[nCPU, totCPU, nBlockPerCPU] = distributeJobs(options_.parallel, 1, B);
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for j=1:totCPU-1,
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nfiles = ceil(nBlockPerCPU(j)/MAX_nirfs_dsge);
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NumberOfIRFfiles_dsge(j+1) =NumberOfIRFfiles_dsge(j)+nfiles;
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2010-10-08 16:19:03 +02:00
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if MAX_nirfs_dsgevar,
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nfiles = ceil(nBlockPerCPU(j)/MAX_nirfs_dsgevar);
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else
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nfiles=0;
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end
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2010-02-10 18:46:24 +01:00
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NumberOfIRFfiles_dsgevar(j+1) =NumberOfIRFfiles_dsgevar(j)+nfiles;
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nfiles = ceil(nBlockPerCPU(j)/MAX_nruns);
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ifil2(j+1) =ifil2(j)+nfiles;
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2008-05-19 15:22:57 +02:00
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end
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2010-02-10 18:46:24 +01:00
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localVars.NumberOfIRFfiles_dsge=NumberOfIRFfiles_dsge;
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localVars.NumberOfIRFfiles_dsgevar=NumberOfIRFfiles_dsgevar;
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localVars.ifil2=ifil2;
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globalVars = struct('M_',M_, ...
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2011-02-04 17:17:48 +01:00
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'options_', options_, ...
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'bayestopt_', bayestopt_, ...
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'estim_params_', estim_params_, ...
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2011-09-22 11:17:31 +02:00
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'oo_', oo_, ...
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'dataset_',dataset_);
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2010-02-10 18:46:24 +01:00
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% which files have to be copied to run remotely
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NamFileInput(1,:) = {'',[M_.fname '_static.m']};
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NamFileInput(2,:) = {'',[M_.fname '_dynamic.m']};
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if options_.steadystate_flag,
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NamFileInput(length(NamFileInput)+1,:)={'',[M_.fname '_steadystate.m']};
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2008-05-19 15:22:57 +02:00
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end
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2011-02-04 17:17:48 +01:00
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[fout] = masterParallel(options_.parallel, 1, B,NamFileInput,'PosteriorIRF_core1', localVars, globalVars, options_.parallel_info);
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2012-07-02 10:55:02 +02:00
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nosaddle=0;
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for j=1:length(fout),
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nosaddle = nosaddle + fout(j).nosaddle;
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end
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2010-02-10 18:46:24 +01:00
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2008-05-19 15:22:57 +02:00
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end
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2010-02-10 18:46:24 +01:00
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2010-05-31 11:50:48 +02:00
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% END first parallel section!
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2010-02-10 18:46:24 +01:00
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2008-05-19 15:22:57 +02:00
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if nosaddle
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2011-02-04 17:17:48 +01:00
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disp(['PosteriorIRF :: Percentage of discarded posterior draws = ' num2str(nosaddle/(B+nosaddle))])
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2010-02-10 18:46:24 +01:00
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end
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2011-02-25 09:27:33 +01:00
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ReshapeMatFiles('irf_dsge',type)
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2008-05-19 15:22:57 +02:00
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if MAX_nirfs_dsgevar
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ReshapeMatFiles('irf_bvardsge')
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end
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if strcmpi(type,'gsa')
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2011-02-04 17:17:48 +01:00
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return
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2008-05-19 15:22:57 +02:00
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end
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2010-02-12 19:31:39 +01:00
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IRF_DSGEs = dir([MhDirectoryName filesep M_.fname '_IRF_DSGEs*.mat']);
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2008-05-19 15:22:57 +02:00
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NumberOfIRFfiles_dsge = length(IRF_DSGEs);
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2010-02-12 19:31:39 +01:00
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IRF_BVARDSGEs = dir([MhDirectoryName filesep M_.fname '_IRF_BVARDSGEs*.mat']);
|
2008-05-19 15:22:57 +02:00
|
|
|
NumberOfIRFfiles_dsgevar = length(IRF_BVARDSGEs);
|
|
|
|
|
|
|
|
MeanIRF = zeros(options_.irf,nvar,M_.exo_nbr);
|
|
|
|
MedianIRF = zeros(options_.irf,nvar,M_.exo_nbr);
|
|
|
|
VarIRF = zeros(options_.irf,nvar,M_.exo_nbr);
|
|
|
|
DistribIRF = zeros(options_.irf,9,nvar,M_.exo_nbr);
|
|
|
|
HPDIRF = zeros(options_.irf,2,nvar,M_.exo_nbr);
|
|
|
|
|
|
|
|
if options_.TeX
|
2011-02-04 17:17:48 +01:00
|
|
|
for i=1:nvar
|
|
|
|
if i==1
|
|
|
|
varlist_TeX = M_.endo_names_tex(IndxVariables(i),:);
|
|
|
|
else
|
|
|
|
varlist_TeX = char(varlist_TeX,M_.endo_names_tex(IndxVariables(i),:));
|
|
|
|
end
|
|
|
|
end
|
2008-05-19 15:22:57 +02:00
|
|
|
end
|
|
|
|
|
|
|
|
fprintf('MH: Posterior (dsge) IRFs...\n');
|
|
|
|
tit(M_.exo_names_orig_ord,:) = M_.exo_names;
|
|
|
|
kdx = 0;
|
|
|
|
|
|
|
|
for file = 1:NumberOfIRFfiles_dsge
|
2011-02-04 17:17:48 +01:00
|
|
|
load([MhDirectoryName filesep M_.fname '_IRF_DSGEs' int2str(file) '.mat']);
|
|
|
|
for i = 1:M_.exo_nbr
|
|
|
|
for j = 1:nvar
|
|
|
|
for k = 1:size(STOCK_IRF_DSGE,1)
|
|
|
|
kk = k+kdx;
|
|
|
|
[MeanIRF(kk,j,i),MedianIRF(kk,j,i),VarIRF(kk,j,i),HPDIRF(kk,:,j,i),...
|
|
|
|
DistribIRF(kk,:,j,i)] = posterior_moments(squeeze(STOCK_IRF_DSGE(k,j,i,:)),0,options_.mh_conf_sig);
|
|
|
|
end
|
2008-05-19 15:22:57 +02:00
|
|
|
end
|
|
|
|
end
|
2011-02-04 17:17:48 +01:00
|
|
|
kdx = kdx + size(STOCK_IRF_DSGE,1);
|
2010-02-10 18:46:24 +01:00
|
|
|
|
2008-05-19 15:22:57 +02:00
|
|
|
end
|
|
|
|
|
|
|
|
clear STOCK_IRF_DSGE;
|
|
|
|
|
|
|
|
for i = 1:M_.exo_nbr
|
2011-02-04 17:17:48 +01:00
|
|
|
for j = 1:nvar
|
|
|
|
name = [deblank(M_.endo_names(IndxVariables(j),:)) '_' deblank(tit(i,:))];
|
|
|
|
eval(['oo_.PosteriorIRF.dsge.Mean.' name ' = MeanIRF(:,j,i);']);
|
|
|
|
eval(['oo_.PosteriorIRF.dsge.Median.' name ' = MedianIRF(:,j,i);']);
|
|
|
|
eval(['oo_.PosteriorIRF.dsge.Var.' name ' = VarIRF(:,j,i);']);
|
2013-03-10 19:46:31 +01:00
|
|
|
eval(['oo_.PosteriorIRF.dsge.deciles.' name ' = DistribIRF(:,:,j,i);']);
|
2011-02-04 17:17:48 +01:00
|
|
|
eval(['oo_.PosteriorIRF.dsge.HPDinf.' name ' = HPDIRF(:,1,j,i);']);
|
|
|
|
eval(['oo_.PosteriorIRF.dsge.HPDsup.' name ' = HPDIRF(:,2,j,i);']);
|
|
|
|
end
|
2008-05-19 15:22:57 +02:00
|
|
|
end
|
|
|
|
|
|
|
|
|
|
|
|
if MAX_nirfs_dsgevar
|
|
|
|
MeanIRFdsgevar = zeros(options_.irf,nvar,M_.exo_nbr);
|
|
|
|
MedianIRFdsgevar = zeros(options_.irf,nvar,M_.exo_nbr);
|
|
|
|
VarIRFdsgevar = zeros(options_.irf,nvar,M_.exo_nbr);
|
|
|
|
DistribIRFdsgevar = zeros(options_.irf,9,nvar,M_.exo_nbr);
|
|
|
|
HPDIRFdsgevar = zeros(options_.irf,2,nvar,M_.exo_nbr);
|
|
|
|
fprintf('MH: Posterior (bvar-dsge) IRFs...\n');
|
|
|
|
tit(M_.exo_names_orig_ord,:) = M_.exo_names;
|
|
|
|
kdx = 0;
|
|
|
|
for file = 1:NumberOfIRFfiles_dsgevar
|
2010-02-12 19:31:39 +01:00
|
|
|
load([MhDirectoryName filesep M_.fname '_IRF_BVARDSGEs' int2str(file) '.mat']);
|
2008-05-19 15:22:57 +02:00
|
|
|
for i = 1:M_.exo_nbr
|
|
|
|
for j = 1:nvar
|
|
|
|
for k = 1:size(STOCK_IRF_BVARDSGE,1)
|
|
|
|
kk = k+kdx;
|
|
|
|
[MeanIRFdsgevar(kk,j,i),MedianIRFdsgevar(kk,j,i),VarIRFdsgevar(kk,j,i),...
|
|
|
|
HPDIRFdsgevar(kk,:,j,i),DistribIRFdsgevar(kk,:,j,i)] = ...
|
|
|
|
posterior_moments(squeeze(STOCK_IRF_BVARDSGE(k,j,i,:)),0,options_.mh_conf_sig);
|
|
|
|
end
|
|
|
|
end
|
|
|
|
end
|
|
|
|
kdx = kdx + size(STOCK_IRF_BVARDSGE,1);
|
|
|
|
end
|
|
|
|
clear STOCK_IRF_BVARDSGE;
|
|
|
|
for i = 1:M_.exo_nbr
|
|
|
|
for j = 1:nvar
|
|
|
|
name = [deblank(M_.endo_names(IndxVariables(j),:)) '_' deblank(tit(i,:))];
|
|
|
|
eval(['oo_.PosteriorIRF.bvardsge.Mean.' name ' = MeanIRFdsgevar(:,j,i);']);
|
|
|
|
eval(['oo_.PosteriorIRF.bvardsge.Median.' name ' = MedianIRFdsgevar(:,j,i);']);
|
|
|
|
eval(['oo_.PosteriorIRF.bvardsge.Var.' name ' = VarIRFdsgevar(:,j,i);']);
|
2013-03-10 19:46:31 +01:00
|
|
|
eval(['oo_.PosteriorIRF.bvardsge.deciles.' name ' = DistribIRFdsgevar(:,:,j,i);']);
|
2008-05-19 15:22:57 +02:00
|
|
|
eval(['oo_.PosteriorIRF.bvardsge.HPDinf.' name ' = HPDIRFdsgevar(:,1,j,i);']);
|
|
|
|
eval(['oo_.PosteriorIRF.bvardsge.HPDsup.' name ' = HPDIRFdsgevar(:,2,j,i);']);
|
|
|
|
end
|
|
|
|
end
|
|
|
|
end
|
|
|
|
%%
|
2011-02-04 17:17:48 +01:00
|
|
|
%% Finally I build the plots.
|
2008-05-19 15:22:57 +02:00
|
|
|
%%
|
2010-02-10 18:46:24 +01:00
|
|
|
|
|
|
|
|
2010-05-31 11:50:48 +02:00
|
|
|
% Second block of code executed in parallel, with the exception of file
|
|
|
|
% .tex generation always run in sequentially. This portion of code is execute in parallel by
|
|
|
|
% PosteriorIRF_core2.m function.
|
2010-02-10 18:46:24 +01:00
|
|
|
|
|
|
|
|
|
|
|
% Save the local variables.
|
|
|
|
localVars=[];
|
|
|
|
|
2011-02-04 17:17:48 +01:00
|
|
|
Check=options_.TeX;
|
|
|
|
if (Check)
|
|
|
|
localVars.varlist_TeX=varlist_TeX;
|
|
|
|
end
|
|
|
|
|
2010-02-10 18:46:24 +01:00
|
|
|
|
|
|
|
localVars.nvar=nvar;
|
|
|
|
localVars.MeanIRF=MeanIRF;
|
|
|
|
localVars.tit=tit;
|
|
|
|
localVars.nn=nn;
|
|
|
|
localVars.MAX_nirfs_dsgevar=MAX_nirfs_dsgevar;
|
|
|
|
localVars.HPDIRF=HPDIRF;
|
|
|
|
localVars.varlist=varlist;
|
|
|
|
localVars.MaxNumberOfPlotPerFigure=MaxNumberOfPlotPerFigure;
|
2010-08-11 12:04:14 +02:00
|
|
|
if options_.dsge_var
|
|
|
|
localVars.HPDIRFdsgevar=HPDIRFdsgevar;
|
|
|
|
localVars.MeanIRFdsgevar = MeanIRFdsgevar;
|
|
|
|
end
|
2010-02-10 18:46:24 +01:00
|
|
|
|
2010-05-31 11:50:48 +02:00
|
|
|
%%% The files .TeX are genereted in sequential way always!
|
2010-02-10 18:46:24 +01:00
|
|
|
|
2008-05-19 15:22:57 +02:00
|
|
|
if options_.TeX
|
2011-02-04 17:17:48 +01:00
|
|
|
fidTeX = fopen([DirectoryName filesep M_.fname '_BayesianIRF.TeX'],'w');
|
|
|
|
fprintf(fidTeX,'%% TeX eps-loader file generated by PosteriorIRF.m (Dynare).\n');
|
|
|
|
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
|
|
|
|
fprintf(fidTeX,' \n');
|
|
|
|
titTeX(M_.exo_names_orig_ord,:) = M_.exo_names_tex;
|
|
|
|
|
|
|
|
for i=1:M_.exo_nbr
|
2010-02-10 18:46:24 +01:00
|
|
|
NAMES = [];
|
2009-12-16 18:17:34 +01:00
|
|
|
TEXNAMES = [];
|
2011-02-04 17:17:48 +01:00
|
|
|
|
2010-02-10 18:46:24 +01:00
|
|
|
for j=1:nvar
|
2011-02-04 17:17:48 +01:00
|
|
|
if max(abs(MeanIRF(:,j,i))) > 10^(-6)
|
|
|
|
|
|
|
|
name = deblank(varlist(j,:));
|
|
|
|
texname = deblank(varlist_TeX(j,:));
|
|
|
|
|
|
|
|
if j==1
|
|
|
|
NAMES = name;
|
|
|
|
TEXNAMES = ['$' texname '$'];
|
|
|
|
else
|
|
|
|
NAMES = char(NAMES,name);
|
|
|
|
TEXNAMES = char(TEXNAMES,['$' texname '$']);
|
|
|
|
end
|
2009-12-16 18:17:34 +01:00
|
|
|
end
|
2011-02-04 17:17:48 +01:00
|
|
|
|
|
|
|
end
|
|
|
|
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
|
|
|
for jj = 1:size(TEXNAMES,1)
|
|
|
|
fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{%s}\n'],deblank(NAMES(jj,:)),deblank(TEXNAMES(jj,:)));
|
|
|
|
end
|
|
|
|
fprintf(fidTeX,'\\centering \n');
|
|
|
|
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_Bayesian_IRF_%s}\n',M_.fname,deblank(tit(i,:)));
|
|
|
|
if options_.relative_irf
|
|
|
|
fprintf(fidTeX,['\\caption{Bayesian relative IRF.}']);
|
|
|
|
else
|
|
|
|
fprintf(fidTeX,'\\caption{Bayesian IRF.}');
|
|
|
|
end
|
|
|
|
fprintf(fidTeX,'\\label{Fig:BayesianIRF:%s}\n',deblank(tit(i,:)));
|
|
|
|
fprintf(fidTeX,'\\end{figure}\n');
|
|
|
|
fprintf(fidTeX,' \n');
|
|
|
|
end
|
|
|
|
|
|
|
|
fprintf(fidTeX,'%% End of TeX file.\n');
|
|
|
|
fclose(fidTeX);
|
|
|
|
|
2008-05-19 15:22:57 +02:00
|
|
|
end
|
2010-02-10 18:46:24 +01:00
|
|
|
|
2010-05-31 11:50:48 +02:00
|
|
|
% The others file format are generated in parallel by PosteriorIRF_core2!
|
2010-02-10 18:46:24 +01:00
|
|
|
|
2010-06-24 18:11:08 +02:00
|
|
|
|
2011-02-04 17:17:48 +01:00
|
|
|
% Comment for testing!
|
2010-06-24 18:11:08 +02:00
|
|
|
if ~exist('OCTAVE_VERSION')
|
2010-10-22 11:27:26 +02:00
|
|
|
if isnumeric(options_.parallel) || (M_.exo_nbr*ceil(size(varlist,1)/MaxNumberOfPlotPerFigure))<8,
|
2010-06-24 18:11:08 +02:00
|
|
|
[fout] = PosteriorIRF_core2(localVars,1,M_.exo_nbr,0);
|
|
|
|
else
|
2011-04-06 14:22:34 +02:00
|
|
|
isRemoteOctave = 0;
|
|
|
|
for indPC=1:length(options_.parallel),
|
|
|
|
isRemoteOctave = isRemoteOctave + (findstr(options_.parallel(indPC).MatlabOctavePath, 'octave'));
|
|
|
|
end
|
|
|
|
if isRemoteOctave
|
|
|
|
[fout] = PosteriorIRF_core2(localVars,1,M_.exo_nbr,0);
|
|
|
|
else
|
|
|
|
globalVars = struct('M_',M_, ...
|
|
|
|
'options_', options_);
|
|
|
|
|
|
|
|
[fout] = masterParallel(options_.parallel, 1, M_.exo_nbr,NamFileInput,'PosteriorIRF_core2', localVars, globalVars, options_.parallel_info);
|
|
|
|
end
|
2010-06-24 18:11:08 +02:00
|
|
|
end
|
2013-04-05 17:17:47 +02:00
|
|
|
else
|
|
|
|
[fout] = PosteriorIRF_core2(localVars,1,M_.exo_nbr,0);
|
2010-02-10 18:46:24 +01:00
|
|
|
end
|
|
|
|
% END parallel code!
|
|
|
|
|
|
|
|
|
2010-06-24 12:49:27 +02:00
|
|
|
fprintf('MH: Posterior IRFs, done!\n');
|