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Save *all* the prior draws generated by prior_sampler, even if info(1) returned by resol is positive.

time-shift
Stéphane Adjemian (Scylla) 2012-09-19 13:44:29 +02:00
parent a43492a70a
commit 0f7076846f
1 changed files with 21 additions and 6 deletions
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27
matlab/prior_sampler.m
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@ -68,7 +68,12 @@ else
TableOfInformations(2:end,3) = cumsum(TableOfInformations(1:end-1,2))+1;
end
pdraws = cell(TableOfInformations(1,2),drsave+1) ;
if drsave
pdraws = cell(TableOfInformations(1,2),drsave+2) ;
else
pdraws = NaN(TableOfInformations(1,2),NumberOfParameters+1);
end
sampled_prior_expectation = zeros(NumberOfParameters,1);
sampled_prior_covariance = zeros(NumberOfParameters,NumberOfParameters);
@ -83,13 +88,19 @@ while iteration < NumberOfSimulations
params = prior_draw();
M_ = set_all_parameters(params,estim_params_,M_);
[dr,INFO,M_,options_,oo_] = resol(work,M_,options_,oo_);
file_line_number = file_line_number + 1;
iteration = iteration + 1;
if drsave
pdraws(file_line_number,1) = {params};
pdraws(file_line_number,2) = {INFO(1)};
else
pdraws(file_line_number,1:NumberOfParameters) = params;
pdraws(file_line_number,NumberOfParameters+1) = INFO(1);
end
switch INFO(1)
case 0
file_line_number = file_line_number + 1 ;
iteration = iteration + 1;
pdraws(file_line_number,1) = {params};
if drsave
pdraws(file_line_number,2) = {dr};
pdraws(file_line_number,3) = {dr};
end
[sampled_prior_expectation,sampled_prior_covariance] = ...
recursive_prior_moments(sampled_prior_expectation,sampled_prior_covariance,params,iteration);
@ -124,7 +135,11 @@ while iteration < NumberOfSimulations
file_indx_number = file_indx_number + 1;
save([ PriorDirectoryName '/prior_draws' int2str(file_indx_number) '.mat' ],'pdraws');
if file_indx_number<NumberOfFiles
pdraws = cell(TableOfInformations(file_indx_number+1,2),drsave+1);
if drsave
pdraws = cell(TableOfInformations(file_indx_number+1,2),drsave+2);
else
pdraws = NaN(TableOfInformations(file_indx_number+1,2),NumberOfParameters+1);
end
end
file_line_number = 0;
end