2012-06-07 14:15:59 +02:00
|
|
|
function oo_ = prior_analysis(type,arg1,arg2,arg3,options_,M_,oo_,estim_params_)
|
2017-05-18 18:36:38 +02:00
|
|
|
% Copyright (C) 2009-2017 Dynare Team
|
2009-06-12 00:55:37 +02:00
|
|
|
%
|
|
|
|
% 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 <http://www.gnu.org/licenses/>.
|
2009-12-16 18:17:34 +01:00
|
|
|
|
|
|
|
info = check_prior_analysis_data(type,M_);
|
|
|
|
SampleSize = options_.prior_mc;
|
|
|
|
switch info
|
|
|
|
case {0,1,2}
|
|
|
|
MaxMegaBytes = options_.MaximumNumberOfMegaBytes;
|
|
|
|
drsize = size_of_the_reduced_form_model(oo_.dr);
|
|
|
|
if drsize*SampleSize>MaxMegaBytes
|
|
|
|
drsave=0;
|
|
|
|
else
|
|
|
|
drsave=1;
|
2009-06-12 00:55:37 +02:00
|
|
|
end
|
2009-12-16 18:17:34 +01:00
|
|
|
load([M_.dname '/prior/definition.mat']);
|
2012-06-07 14:15:59 +02:00
|
|
|
prior_sampler(drsave,M_,bayestopt_,options_,oo_,estim_params_);
|
2009-12-16 18:17:34 +01:00
|
|
|
clear('bayestopt_');
|
|
|
|
oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_);
|
|
|
|
case {4,5}
|
|
|
|
oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_);
|
|
|
|
case 6
|
2012-06-06 12:27:46 +02:00
|
|
|
[ivar,vartan] = get_variables_list(options_,M_);
|
2009-12-16 18:17:34 +01:00
|
|
|
nvar = length(ivar);
|
|
|
|
oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_,nvar,vartan);
|
|
|
|
otherwise
|
|
|
|
error(['prior_analysis:: Check_prior_analysis_data gave a meaningless output!'])
|
|
|
|
end
|
|
|
|
|
|
|
|
|
|
|
|
|
2009-06-12 00:55:37 +02:00
|
|
|
function oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_,nvar,vartan)
|
2009-12-16 18:17:34 +01:00
|
|
|
narg1 = 8;
|
|
|
|
narg2 = 10;
|
|
|
|
if ~(nargin==narg1 || nargin==narg2)
|
|
|
|
error('prior_analysis:: Call to function job is buggy!')
|
|
|
|
end
|
|
|
|
switch type
|
|
|
|
case 'variance'
|
|
|
|
if nargin==narg1
|
|
|
|
[nvar,vartan,NumberOfFiles] = ...
|
|
|
|
dsge_simulated_theoretical_covariance(SampleSize,M_,options_,oo_,'prior');
|
2009-06-12 00:55:37 +02:00
|
|
|
end
|
2009-12-16 18:17:34 +01:00
|
|
|
oo_ = covariance_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,...
|
2017-05-16 15:10:20 +02:00
|
|
|
vartan,nvar,arg1,arg2,options_.mh_conf_sig,oo_,options_);
|
2009-12-16 18:17:34 +01:00
|
|
|
case 'decomposition'
|
|
|
|
if nargin==narg1
|
|
|
|
[nvar,vartan,NumberOfFiles] = ...
|
|
|
|
dsge_simulated_theoretical_variance_decomposition(SampleSize,M_,options_,oo_,'prior');
|
|
|
|
end
|
|
|
|
oo_ = variance_decomposition_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,...
|
2015-08-25 09:22:40 +02:00
|
|
|
M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_);
|
2009-12-16 18:17:34 +01:00
|
|
|
case 'correlation'
|
|
|
|
if nargin==narg1
|
|
|
|
[nvar,vartan,NumberOfFiles] = ...
|
|
|
|
dsge_simulated_theoretical_correlation(SampleSize,arg3,M_,options_,oo_,'prior');
|
|
|
|
end
|
|
|
|
oo_ = correlation_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,...
|
|
|
|
vartan,nvar,arg1,arg2,arg3,options_.mh_conf_sig,oo_,M_,options_);
|
|
|
|
case 'conditional decomposition'
|
|
|
|
if nargin==narg1
|
|
|
|
[nvar,vartan,NumberOfFiles] = ...
|
|
|
|
dsge_simulated_theoretical_conditional_variance_decomposition(SampleSize,arg3,M_,options_,oo_,'prior');
|
|
|
|
end
|
|
|
|
oo_ = conditional_variance_decomposition_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,...
|
2015-08-25 09:22:40 +02:00
|
|
|
arg3,M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_);
|
2020-06-26 18:24:33 +02:00
|
|
|
if ~all(diag(M_.H)==0)
|
2017-09-09 08:42:08 +02:00
|
|
|
if strmatch(vartan(arg1,:),options_.varobs,'exact')
|
|
|
|
oo_ = conditional_variance_decomposition_ME_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,...
|
2019-12-20 16:28:06 +01:00
|
|
|
arg3,M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_);
|
2017-09-09 08:42:08 +02:00
|
|
|
end
|
2019-12-20 16:28:06 +01:00
|
|
|
end
|
2009-12-16 18:17:34 +01:00
|
|
|
otherwise
|
|
|
|
disp('Not yet implemented')
|
|
|
|
end
|