dynare/matlab/load_first_mh_history_file.m

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Added options to the internals command to load mh-history files or display informations about MCMC settings and state. For instance, assuming that fs2000a.mod is in the current Matlab/Octave's directory and that a metropolis has been run, the following command: >> internals --display-mh-history fs2000a produces the following output in the Matlab/Octave's command window: ================================ MCMC set-up for fs2000a mod file ================================ MCMC chain number 1: -------------------- o Number of MCMC files is 1 o Number of draws is 6000 o Acceptance ratio is 35.28% o Last value of the posterior kernel is: 1221.81656 o State of the chain: || Initial | Current ++++++++++++++++++++++++ e_a || 0.01570 | 0.01608 e_m || 0.00528 | 0.00512 alp || 0.35026 | 0.36909 bet || 0.99300 | 0.99308 gam || 0.00086 | 0.00038 mst || 1.00088 | 1.00147 rho || 0.65926 | 0.71132 psi || 0.66428 | 0.60611 del || 0.00977 | 0.00198 MCMC chain number 2: -------------------- o Number of MCMC files is 1 o Number of draws is 6000 o Acceptance ratio is 33.38% o Last value of the posterior kernel is: 1220.39229 o State of the chain: || Initial | Current +++++++++++++++++++++++++ e_a || 0.01664 | 0.01576 e_m || 0.00489 | 0.00504 alp || 0.39701 | 0.36630 bet || 0.99305 | 0.99219 gam || 0.00067 | -0.00025 mst || 1.00186 | 1.00218 rho || 0.70060 | 0.63847 psi || 0.65623 | 0.74668 del || 0.00666 | 0.00842 while the command: >> internals --load-mh-history loads the content of the record structure (saved in the last mh-history file) in Matlab/Octave's workspace under the name mcmc_informations.
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function info = load_first_mh_history_file(MetropolisFolder, ModelName)
% This routine requires that the MCMC draws were obtained with a dynare version greater than 4.3.3.
2017-05-16 15:10:20 +02:00
% Copyright © 2013-2017 Dynare Team
Added options to the internals command to load mh-history files or display informations about MCMC settings and state. For instance, assuming that fs2000a.mod is in the current Matlab/Octave's directory and that a metropolis has been run, the following command: >> internals --display-mh-history fs2000a produces the following output in the Matlab/Octave's command window: ================================ MCMC set-up for fs2000a mod file ================================ MCMC chain number 1: -------------------- o Number of MCMC files is 1 o Number of draws is 6000 o Acceptance ratio is 35.28% o Last value of the posterior kernel is: 1221.81656 o State of the chain: || Initial | Current ++++++++++++++++++++++++ e_a || 0.01570 | 0.01608 e_m || 0.00528 | 0.00512 alp || 0.35026 | 0.36909 bet || 0.99300 | 0.99308 gam || 0.00086 | 0.00038 mst || 1.00088 | 1.00147 rho || 0.65926 | 0.71132 psi || 0.66428 | 0.60611 del || 0.00977 | 0.00198 MCMC chain number 2: -------------------- o Number of MCMC files is 1 o Number of draws is 6000 o Acceptance ratio is 33.38% o Last value of the posterior kernel is: 1220.39229 o State of the chain: || Initial | Current +++++++++++++++++++++++++ e_a || 0.01664 | 0.01576 e_m || 0.00489 | 0.00504 alp || 0.39701 | 0.36630 bet || 0.99305 | 0.99219 gam || 0.00067 | -0.00025 mst || 1.00186 | 1.00218 rho || 0.70060 | 0.63847 psi || 0.65623 | 0.74668 del || 0.00666 | 0.00842 while the command: >> internals --load-mh-history loads the content of the record structure (saved in the last mh-history file) in Matlab/Octave's workspace under the name mcmc_informations.
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%
% 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 <https://www.gnu.org/licenses/>.
Added options to the internals command to load mh-history files or display informations about MCMC settings and state. For instance, assuming that fs2000a.mod is in the current Matlab/Octave's directory and that a metropolis has been run, the following command: >> internals --display-mh-history fs2000a produces the following output in the Matlab/Octave's command window: ================================ MCMC set-up for fs2000a mod file ================================ MCMC chain number 1: -------------------- o Number of MCMC files is 1 o Number of draws is 6000 o Acceptance ratio is 35.28% o Last value of the posterior kernel is: 1221.81656 o State of the chain: || Initial | Current ++++++++++++++++++++++++ e_a || 0.01570 | 0.01608 e_m || 0.00528 | 0.00512 alp || 0.35026 | 0.36909 bet || 0.99300 | 0.99308 gam || 0.00086 | 0.00038 mst || 1.00088 | 1.00147 rho || 0.65926 | 0.71132 psi || 0.66428 | 0.60611 del || 0.00977 | 0.00198 MCMC chain number 2: -------------------- o Number of MCMC files is 1 o Number of draws is 6000 o Acceptance ratio is 33.38% o Last value of the posterior kernel is: 1220.39229 o State of the chain: || Initial | Current +++++++++++++++++++++++++ e_a || 0.01664 | 0.01576 e_m || 0.00489 | 0.00504 alp || 0.39701 | 0.36630 bet || 0.99305 | 0.99219 gam || 0.00067 | -0.00025 mst || 1.00186 | 1.00218 rho || 0.70060 | 0.63847 psi || 0.65623 | 0.74668 del || 0.00666 | 0.00842 while the command: >> internals --load-mh-history loads the content of the record structure (saved in the last mh-history file) in Matlab/Octave's workspace under the name mcmc_informations.
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% record is also a Matlab function.
record = 0;
% Get the list of all the mh_history files.
BaseName = [MetropolisFolder filesep ModelName];
mh_history_files = dir([BaseName '_mh_history_*.mat']);
if isequal(length(mh_history_files),0)
error(['Estimation::load_mh_file: I cannot find any mh-history file in ' MetropolisFolder '!'])
end
load([BaseName '_mh_history_0.mat']);
if isequal(nargout,0)
assignin('caller', 'record', record);
else
info = record;
end