79 lines
2.6 KiB
Matlab
79 lines
2.6 KiB
Matlab
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function oo_=ms_compute_mdd(options_,oo_)
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%function ms_compute_mdd()
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% calls ms sbvar mdd mex file
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%
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% INPUTS
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% options_
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%
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2011 Dynare Team
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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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compute_mdd = create_mdd_commandline(options_);
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[err] = ms_sbvar_command_line(compute_mdd);
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mexErrCheck('ms_sbvar_command_line mdd',err);
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% grab the muller/bridge log mdd from the output file
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mull_exp = 'Muller \w+\(\w+\) \= (\d+.\d+e\+\d+)';
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bridge_exp = 'Bridge \w+\(\w+\) \= (\d+.\d+e\+\d+)';
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bridge_mdd = -1; muller_mdd = -1;
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mdd_filename = ['mdd_t' num2str(options_.ms.mdd_proposal_type(1)) '_' options_.ms.output_file_tag '.out'];
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if exist(mdd_filename,'file')
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mdd_fid = fopen(mdd_filename);
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tline = fgetl(mdd_fid);
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while ischar(tline)
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mull_tok = regexp(tline,mull_exp,'tokens');
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bridge_tok = regexp(tline,bridge_exp,'tokens');
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if (~isempty(mull_tok))
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muller_mdd = str2double(mull_tok{1}{1});
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end
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if (~isempty(bridge_tok))
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bridge_mdd = str2double(bridge_tok{1}{1});
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end
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tline = fgetl(mdd_fid);
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end
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oo_.ms.mueller_log_mdd = muller_mdd;
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oo_.ms.bridged_log_mdd = bridge_mdd;
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end
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end
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function opt=create_mdd_commandline(options_)
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opt = '-mdd';
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opt = [opt set_flag_if_exists(options_.ms, 'output_file_tag')];
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opt = [opt set_flag_if_exists(options_.ms, 'load_mh_file ')];
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opt = [opt set_flag_if_exists(options_.ms, 'mdd_proposal_draws ')];
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opt = [opt set_flag_if_exists(options_.ms, 'mdd_use_mean_center')];
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if size(options_.ms.mdd_proposal_type, 2) ~= 3
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error('ERROR: mdd_proposal_type takes exactly 3 arguments');
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else
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opt = [opt ' -pt ' num2str(options_.ms.mdd_proposal_type(1))];
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opt = [opt ' -l ' num2str(options_.ms.mdd_proposal_type(2))];
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opt = [opt ' -h ' num2str(options_.ms.mdd_proposal_type(3))];
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end
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if options_.DynareRandomStreams.seed
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opt = [' -seed' num2str(options_.DynareRandomStreams.seed)];
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end
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end
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