dynare/matlab/load_last_mh_history_file.m

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Matlab
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function info = load_last_mh_history_file(MetropolisFolder, ModelName)
% Copyright (C) 2013 Dynare Team
%
% 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/>.
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% record is also a Matlab function.
record = 0;
% Get the list of all the mh_history files.
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BaseName = [MetropolisFolder filesep ModelName];
mh_history_files = dir([BaseName '_mh_history_*.mat']);
% Consistency with older versions of Dynare.
if isequal(length(mh_history_files),0)
if exist([BaseName '_mh_history.mat'])
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format_mh_history_file = 1;
else
error(['Estimation::load_mh_file: I cannot find any mh-history file in ' MetropolisFolder '!'])
end
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else
format_mh_history_file = 0;
end
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if format_mh_history_file
load([BaseName '_mh_history.mat']);
record.LastLogPost = record.LastLogLiK;
record.LastSeeds = record.Seeds;
record.InitialSeeds = NaN; % This information is forever lost...
record = rmfield(record,'LastLogLiK');
record = rmfield(record,'Seeds');
save([BaseName '_mh_history_0.mat'],'record');
else
load([BaseName '_mh_history_' num2str(length(mh_history_files)-1) '.mat']);
end
if isequal(nargout,0)
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assignin('caller', 'record', record);
else
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info = record;
end