dynare/tests/estimation/MH_recover/fs2000_recover.mod

//Test mh_recover function for RW-MH

@#include "fs2000.common.inc"

options_.MaxNumberOfBytes=1000*11*8/2;
estimation(order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=1000, mh_nblocks=2, mh_jscale=0.8);
copyfile([M_.dname filesep 'metropolis' filesep M_.dname '_mh1_blck1.mat'],[M_.dname '_mh1_blck1.mat'])
copyfile([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat'],[M_.dname '_mh2_blck2.mat'])
delete([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat'])

estimation(order=1, datafile='../fsdat_simul',mode_compute=0,mode_file='fs2000_recover/Output/fs2000_recover_mode', nobs=192, loglinear, mh_replic=2000, mh_nblocks=2, mh_jscale=0.8,mh_recover);

%check first unaffected chain
temp1=load([M_.dname '_mh1_blck1.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh1_blck1.mat']);

if max(max(abs(temp1.x2-temp2.x2)))>1e-10
    error('Draws of unaffected chain are not the same')
end

%check second, affected chain with last unaffected file
temp1=load([M_.dname '_mh1_blck1.mat']);
temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh1_blck1.mat']);

if max(max(abs(temp1.x2-temp2.x2)))>1e-10
    error('Draws of affected chain''s unaffected files are not the same')
end

if ~isoctave
    %check second, affected chain with affected file
    temp1=load([M_.dname '_mh2_blck2.mat']);
    temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat']);

    if max(max(abs(temp1.x2-temp2.x2)))>1e-10
        error('Draws of affected chain''s affected files are not the same')
    end
end