184 lines
6.8 KiB
Matlab
184 lines
6.8 KiB
Matlab
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function write_latex_prior_table
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%function write_latex_prior_table
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% Writes a latex table with some descriptive statistics about the prior distribution.
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%
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% INPUTS
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% none
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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) 2015-16 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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global M_ options_ bayestopt_ estim_params_
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if ~any(bayestopt_.pshape > 0)
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fprintf('\nwrite_latex_prior_table:: No prior distributions detected. Skipping table creation.\n')
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return
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end
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% get untruncated bounds
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bounds = prior_bounds(bayestopt_, options_.prior_trunc);
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lb=bounds.lb;
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ub=bounds.ub;
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PriorNames = { 'Beta' , 'Gamma' , 'Gaussian' , 'Inv. Gamma' , 'Uniform' , 'Inv. Gamma -- 2', '', 'Weibull' };
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fidTeX = fopen([M_.fname '_priors_table.tex'],'w+');
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fprintf(fidTeX,'%% TeX-table generated by Dynare write_latex_prior_table.m.\n');
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fprintf(fidTeX,'%% Prior Information\n');
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fprintf(fidTeX,['%% ' datestr(now,0)]);
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fprintf(fidTeX,' \n');
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fprintf(fidTeX,' \n');
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fprintf(fidTeX,'\\begin{center}\n');
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fprintf(fidTeX,'\\begin{longtable}{lcccccccc} \n');
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fprintf(fidTeX,'\\caption{Prior information (parameters)}\\\\\n ');
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fprintf(fidTeX,'\\label{Table:Prior}\\\\\n');
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fprintf(fidTeX, '\\toprule%%\n');
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if options_.prior_trunc==0
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fprintf(fidTeX,' & & & & & \\multicolumn{2}{c}{Bounds} & \\multicolumn{2}{c}{90\\%% HPDI} \\\\ \n');
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else
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fprintf(fidTeX,' & & & & & \\multicolumn{2}{c}{Bounds*} & \\multicolumn{2}{c}{90\\%% HPDI} \\\\ \n');
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end
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fprintf(fidTeX,' \\cmidrule(r{.75em}){6-7} \\cmidrule(r{.75em}){8-9}\n');
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fprintf(fidTeX,' & Distribution & Mean & Mode & Std.dev. & Lower & Upper & Lower & Upper \\\\ \n');
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fprintf(fidTeX, '\\midrule\n');
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fprintf(fidTeX, '\\endfirsthead\n');
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fprintf(fidTeX,'\\caption{(continued)}\\\\\n ');
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fprintf(fidTeX, '\\toprule%%\n');
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if options_.prior_trunc==0
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fprintf(fidTeX,' & & & & & \\multicolumn{2}{c}{Bounds} & \\multicolumn{2}{c}{90\\%% HPDI} \\\\ \n');
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else
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fprintf(fidTeX,' & & & & & \\multicolumn{2}{c}{Bounds*} & \\multicolumn{2}{c}{90\\%% HPDI} \\\\ \n');
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end
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fprintf(fidTeX,' \\cmidrule(r{.75em}){6-7} \\cmidrule(r{.75em}){8-9}\n');
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fprintf(fidTeX,' & Distribution & Mean & Mode & Std.dev. & Lower & Upper & Lower & Upper \\\\ \n');
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fprintf(fidTeX,'\\midrule\n');
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fprintf(fidTeX,'\\endhead\n');
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if options_.prior_trunc~=0
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fprintf(fidTeX,'\\midrule\n');
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fprintf(fidTeX,sprintf('\\\\caption*{*Displayed bounds are after applying a prior truncation of options_.trunc=%4.3f}\\\\\\\\\n',options_.prior_trunc));
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end
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fprintf(fidTeX,'\\midrule\n');
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fprintf(fidTeX,'\\multicolumn{9}{r}{(Continued on next page)} \\\\ \n');
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fprintf(fidTeX,'\\bottomrule\n');
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fprintf(fidTeX,'\\endfoot\n');
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if options_.prior_trunc~=0
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fprintf(fidTeX,'\\midrule\n');
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fprintf(fidTeX,sprintf('\\\\caption*{\\\\emph{Note:} Displayed bounds are after applying a prior truncation of options\\\\_.prior\\\\_trunc=%3.2e}\\\\\\\\\n',options_.prior_trunc));
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end
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fprintf(fidTeX,'\\bottomrule\n');
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fprintf(fidTeX,'\\endlastfoot\n');
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% Column 1: a string for the name of the prior distribution.
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% Column 2: the prior mean.
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% Column 3: the prior mode.
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% Column 4: the prior standard deviation.
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% Column 5: the lower bound of the prior density support.
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% Column 6: the upper bound of the prior density support.
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% Column 7: the lower bound of the interval containing 90% of the prior mass.
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% Column 8: the upper bound of the interval containing 90% of the prior mass.
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PriorIntervals = prior_bounds(bayestopt_,(1-options_.prior_interval)/2) ;
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for i=1:size(bayestopt_.name,1)
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[tmp,TexName] = get_the_name(i,1,M_,estim_params_,options_);
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PriorShape = PriorNames{ bayestopt_.pshape(i) };
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PriorMean = bayestopt_.p1(i);
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PriorMode = bayestopt_.p5(i);
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PriorStandardDeviation = bayestopt_.p2(i);
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switch bayestopt_.pshape(i)
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case { 1 , 5 }
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LowerBound = bayestopt_.p3(i);
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UpperBound = bayestopt_.p4(i);
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if ~isinf(lb(i))
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LowerBound=max(LowerBound,lb(i));
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end
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if ~isinf(ub(i))
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UpperBound=min(UpperBound,ub(i));
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end
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case { 2 , 4 , 6, 8 }
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LowerBound = bayestopt_.p3(i);
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if ~isinf(lb(i))
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LowerBound=max(LowerBound,lb(i));
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end
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if ~isinf(ub(i))
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UpperBound=ub(i);
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else
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UpperBound = '$\infty$';
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end
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case 3
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if isinf(bayestopt_.p3(i)) && isinf(lb(i))
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LowerBound = '$-\infty$';
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else
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LowerBound = bayestopt_.p3(i);
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if ~isinf(lb(i))
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LowerBound=max(LowerBound,lb(i));
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end
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end
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if isinf(bayestopt_.p4(i)) && isinf(ub(i))
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UpperBound = '$\infty$';
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else
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UpperBound = bayestopt_.p4(i);
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if ~isinf(ub(i))
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UpperBound=min(UpperBound,ub(i));
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end
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end
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otherwise
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error('write_latex_prior_table:: Dynare bug!')
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end
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format_string = build_format_string(PriorMode, PriorStandardDeviation,LowerBound,UpperBound);
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fprintf(fidTeX,format_string, ...
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TexName, ...
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PriorShape, ...
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PriorMean, ...
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PriorMode, ...
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PriorStandardDeviation, ...
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LowerBound, ...
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UpperBound, ...
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PriorIntervals.lb(i), ...
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PriorIntervals.ub(i) );
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end
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fprintf(fidTeX,'\\end{longtable}\n ');
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fprintf(fidTeX,'\\end{center}\n');
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fprintf(fidTeX,'%% End of TeX file.\n');
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fclose(fidTeX);
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function format_string = build_format_string(PriorMode,PriorStandardDeviation,LowerBound,UpperBound)
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format_string = ['%s & %s & %6.4f &'];
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if isnan(PriorMode)
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format_string = [ format_string , ' %s &'];
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else
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format_string = [ format_string , ' %6.4f &'];
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end
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if ~isnumeric(PriorStandardDeviation)
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format_string = [ format_string , ' %s &'];
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else
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format_string = [ format_string , ' %6.4f &'];
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end
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if ~isnumeric(LowerBound)
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format_string = [ format_string , ' %s &'];
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else
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format_string = [ format_string , ' %6.4f &'];
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end
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if ~isnumeric(UpperBound)
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format_string = [ format_string , ' %s &'];
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else
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format_string = [ format_string , ' %6.4f &'];
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end
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format_string = [ format_string , ' %6.4f & %6.4f \\\\ \n'];
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