dynare/matlab/load_last_mh_history_file.m

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Matlab
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function info = load_last_mh_history_file(MetropolisFolder, ModelName)
% Copyright (C) 2013 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
BaseName = [MetropolisFolder filesep ModelName];
% Get the list of all the mh_history files.
mh_history_files = dir([BaseName '_mh_history_*.mat']);
% Consistency with older versions of Dynare.
if isequal(length(mh_history_files),0)
if exist([BaseName '_mh_history.mat'])
copyfile([BaseName '_mh_history.mat'],[BaseName '_mh_history_0.mat'])
version = 1;
save([BaseName '_mh_history_0.mat'],'version','-append');
mh_history_files = dir([BaseName '_mh_history_*.mat']);
else
error(['Estimation::load_mh_file: I cannot find any mh-history file in ' MetropolisFolder '!'])
end
end
BaseName = [BaseName '_mh_history_'];
% ... And read the last one.
mh_history_info = load([BaseName num2str(length(mh_history_files)-1) '.mat']);
% Solve version issues.
if mh_history_info.version<2
mh_history_info.record.LastLogPost = mh_history_info.record.LastLogLiK;
mh_history_info.record.LastSeeds = mh_history_info.record.Seeds;
mh_history_info.record.InitialSeeds = NaN; % This information is forever lost...
mh_history_info.record = rmfield(mh_history_info.record,'LastLogLiK');
mh_history_info.record = rmfield(mh_history_info.record,'Seeds');
mh_history_info.version = 2;
record = mh_history_info.record;
version = mh_history_info.record;
save([BaseName '_mh_history_0.mat'],'record'); clear record;
save([BaseName '_mh_history_0.mat'],'version','-append'); clear version;
end
if isequal(nargout,0)
assignin('caller', 'record', mh_history_info.record);
else
info = mh_history_info.record;
end