233 lines
8.2 KiB
Matlab
233 lines
8.2 KiB
Matlab
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function myoutput=prior_posterior_statistics_core(myinputs,fpar,B,whoiam, ThisMatlab)
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if nargin<4,
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whoiam=0;
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end
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struct2local(myinputs);
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global options_ oo_ M_ bayestopt_ estim_params_
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DirectoryName = CheckPath('metropolis');
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RemoteFlag = 0;
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if whoiam
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ifil=ifil(:,whoiam);
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waitbarString = ['Please wait... Bayesian (posterior) subdraws (' int2str(fpar) 'of' int2str(B) ')...'];
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if Parallel(ThisMatlab).Local,
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waitbarTitle=['Local '];
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else
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waitbarTitle=[Parallel(ThisMatlab).PcName];
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RemoteFlag = 1;
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end
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fMessageStatus(0,whoiam,waitbarString, waitbarTitle, Parallel(ThisMatlab), MasterName, DyMo);
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end
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if RemoteFlag==1,
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OutputFileName_smooth = {};
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OutputFileName_update = {};
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OutputFileName_inno = {};
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OutputFileName_error = {};
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OutputFileName_filter_step_ahead = {};
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OutputFileName_param = {};
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OutputFileName_forc_mean = {};
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OutputFileName_forc_point = {};
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% OutputFileName_moments = {};
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end
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for b=fpar:B
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% [deep, logpo] = GetOneDraw(typee);
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% set_all_parameters(deep);
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% dr = resol(oo_.steady_state,0);
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if strcmpi(typee,'prior')
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[deep, logpo] = GetOneDraw(typee);
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else
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deep = x(b,:);
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logpo = logpost(b);
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end
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set_all_parameters(deep);
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[dr,info] = resol(oo_.steady_state,0);
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if run_smoother
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[alphahat,etahat,epsilonhat,alphatilde,SteadyState,trend_coeff,aK] = ...
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DsgeSmoother(deep,gend,Y,data_index,missing_value);
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if options_.loglinear
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stock_smooth(dr.order_var,:,irun(1)) = alphahat(1:endo_nbr,:)+ ...
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repmat(log(dr.ys(dr.order_var)),1,gend);
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stock_update(dr.order_var,:,irun(1)) = alphatilde(1:endo_nbr,:)+ ...
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repmat(log(dr.ys(dr.order_var)),1,gend);
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else
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stock_smooth(dr.order_var,:,irun(1)) = alphahat(1:endo_nbr,:)+ ...
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repmat(dr.ys(dr.order_var),1,gend);
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stock_update(dr.order_var,:,irun(1)) = alphatilde(1:endo_nbr,:)+ ...
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repmat(dr.ys(dr.order_var),1,gend);
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end
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stock_innov(:,:,irun(2)) = etahat;
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if nvn
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stock_error(:,:,irun(3)) = epsilonhat;
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end
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if naK
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stock_filter_step_ahead(:,dr.order_var,:,irun(4)) = aK(options_.filter_step_ahead,1:endo_nbr,:);
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end
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if horizon
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yyyy = alphahat(iendo,i_last_obs);
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yf = forcst2a(yyyy,dr,zeros(horizon,exo_nbr));
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if options_.prefilter == 1
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yf(:,IdObs) = yf(:,IdObs)+repmat(bayestopt_.mean_varobs', ...
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horizon+maxlag,1);
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end
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yf(:,IdObs) = yf(:,IdObs)+(gend+[1-maxlag:horizon]')*trend_coeff';
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if options_.loglinear == 1
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yf = yf+repmat(log(SteadyState'),horizon+maxlag,1);
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else
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yf = yf+repmat(SteadyState',horizon+maxlag,1);
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end
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yf1 = forcst2(yyyy,horizon,dr,1);
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if options_.prefilter == 1
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yf1(:,IdObs,:) = yf1(:,IdObs,:)+ ...
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repmat(bayestopt_.mean_varobs',[horizon+maxlag,1,1]);
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end
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yf1(:,IdObs,:) = yf1(:,IdObs,:)+repmat((gend+[1-maxlag:horizon]')* ...
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trend_coeff',[1,1,1]);
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if options_.loglinear == 1
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yf1 = yf1 + repmat(log(SteadyState'),[horizon+maxlag,1,1]);
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else
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yf1 = yf1 + repmat(SteadyState',[horizon+maxlag,1,1]);
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end
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stock_forcst_mean(:,:,irun(6)) = yf';
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stock_forcst_point(:,:,irun(7)) = yf1';
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end
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end
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stock_param(irun(5),:) = deep;
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stock_logpo(irun(5),1) = logpo;
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stock_ys(irun(5),:) = SteadyState';
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irun = irun + ones(7,1);
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%
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% TempPath=DirectoryName;
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% DirectoryNamePar='C:\dynare_calcs\ModelTest\ls2003\metropolis'
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% DirectoryName=DirectoryNamePar;
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if irun(1) > MAX_nsmoo || b == B
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stock = stock_smooth(:,:,1:irun(1)-1);
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ifil(1) = ifil(1) + 1;
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save([DirectoryName '/' M_.fname '_smooth' int2str(ifil(1)) '.mat'],'stock');
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stock = stock_update(:,:,1:irun(1)-1);
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save([DirectoryName '/' M_.fname '_update' int2str(ifil(1)) '.mat'],'stock');
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if RemoteFlag==1,
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OutputFileName_smooth = [OutputFileName_smooth; {[DirectoryName filesep], [M_.fname '_smooth' int2str(ifil(1)) '.mat']}];
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OutputFileName_update = [OutputFileName_update; {[DirectoryName filesep], [M_.fname '_update' int2str(ifil(1)) '.mat']}];
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end
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irun(1) = 1;
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end
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if irun(2) > MAX_ninno || b == B
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stock = stock_innov(:,:,1:irun(2)-1);
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ifil(2) = ifil(2) + 1;
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save([DirectoryName '/' M_.fname '_inno' int2str(ifil(2)) '.mat'],'stock');
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if RemoteFlag==1,
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OutputFileName_inno = [OutputFileName_inno; {[DirectoryName filesep], [M_.fname '_inno' int2str(ifil(2)) '.mat']}];
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end
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irun(2) = 1;
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end
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if nvn && (irun(3) > MAX_nerro || b == B)
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stock = stock_error(:,:,1:irun(3)-1);
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ifil(3) = ifil(3) + 1;
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save([DirectoryName '/' M_.fname '_error' int2str(ifil(3)) '.mat'],'stock');
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if RemoteFlag==1,
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OutputFileName_error = [OutputFileName_error; {[DirectoryName filesep], [M_.fname '_error' int2str(ifil(3)) '.mat']}];
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end
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irun(3) = 1;
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end
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if naK && (irun(4) > MAX_naK || b == B)
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stock = stock_filter_step_ahead(:,:,:,1:irun(4)-1);
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ifil(4) = ifil(4) + 1;
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save([DirectoryName '/' M_.fname '_filter_step_ahead' int2str(ifil(4)) '.mat'],'stock');
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if RemoteFlag==1,
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OutputFileName_filter_step_ahead = [OutputFileName_filter_step_ahead; {[DirectoryName filesep], [M_.fname '_filter_step_ahead' int2str(ifil(4)) '.mat']}];
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end
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irun(4) = 1;
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end
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if irun(5) > MAX_nruns || b == B
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stock = stock_param(1:irun(5)-1,:);
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ifil(5) = ifil(5) + 1;
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save([DirectoryName '/' M_.fname '_param' int2str(ifil(5)) '.mat'],'stock','stock_logpo','stock_ys');
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if RemoteFlag==1,
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OutputFileName_param = [OutputFileName_param; {[DirectoryName filesep], [M_.fname '_param' int2str(ifil(5)) '.mat']}];
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end
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irun(5) = 1;
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end
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if horizon && (irun(6) > MAX_nforc1 || b == B)
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stock = stock_forcst_mean(:,:,1:irun(6)-1);
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ifil(6) = ifil(6) + 1;
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save([DirectoryName '/' M_.fname '_forc_mean' int2str(ifil(6)) '.mat'],'stock');
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if RemoteFlag==1,
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OutputFileName_forc_mean = [OutputFileName_forc_mean; {[DirectoryName filesep], [M_.fname '_forc_mean' int2str(ifil(6)) '.mat']}];
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end
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irun(6) = 1;
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end
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if horizon && (irun(7) > MAX_nforc2 || b == B)
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stock = stock_forcst_point(:,:,1:irun(7)-1);
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ifil(7) = ifil(7) + 1;
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save([DirectoryName '/' M_.fname '_forc_point' int2str(ifil(7)) '.mat'],'stock');
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if RemoteFlag==1,
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OutputFileName_forc_point = [OutputFileName_forc_point; {[DirectoryName filesep], [M_.fname '_forc_point' int2str(ifil(7)) '.mat']}];
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end
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irun(7) = 1;
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end
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% if moments_varendo && (irun(8) > MAX_momentsno || b == B)
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% stock = stock_moments(1:irun(8)-1);
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% ifil(8) = ifil(8) + 1;
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% save([DirectoryName '/' M_.fname '_moments' int2str(ifil(8)) '.mat'],'stock');
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% if RemoteFlag==1,
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% OutputFileName_moments = [OutputFileName_moments; {[DirectoryName filesep], [M_.fname '_moments' int2str(ifil(8)) '.mat']}];
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% end
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% irun(8) = 1;
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% end
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% DirectoryName=TempPath;
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if exist('OCTAVE_VERSION')
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printf('Taking subdraws: %3.f%% done\r', b/B);
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else
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if ~whoiam,
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waitbar(b/B,h);
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elseif mod(b,10)==0,
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fprintf('Done! \n');
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waitbarString = [ 'Subdraw ' int2str(b) '/' int2str(B) ' done.'];
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fMessageStatus((b-fpar+1)/(B-fpar+1),whoiam,waitbarString, waitbarTitle, Parallel(ThisMatlab), MasterName, DyMo)
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end
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end
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end
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myoutput.ifil=ifil;
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if RemoteFlag==1,
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myoutput.OutputFileName = [OutputFileName_smooth;
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OutputFileName_update;
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OutputFileName_inno;
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OutputFileName_error;
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OutputFileName_filter_step_ahead;
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OutputFileName_param;
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OutputFileName_forc_mean;
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OutputFileName_forc_point];
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% OutputFileName_moments];
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end
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