New version with the shape of the likelihood kernel on the top of posterior shape;
Use of one single loop, by merging the previous three cases, for easier parallelizing. git-svn-id: https://www.dynare.org/svn/dynare/trunk@2773 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
ratto
parent
d10423ec19
commit
27850744ba
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@ -39,7 +39,8 @@ global bayestopt_ M_ options_
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TeX = options_.TeX;
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[ s_min, k ] = min(diag(hessian)) ;
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fval = DsgeLikelihood(x,gend,data,data_index,number_of_observations,no_more_missing_observations);
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bayestopt_.penalty=fval;
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disp(' ')
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disp('MODE CHECK')
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disp(' ')
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@ -59,180 +60,86 @@ if TeX
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end
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if nbplt == 1
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for plt = 1:nbplt,
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if TeX
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NAMES = [];
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TeXNAMES = [];
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end
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end
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hh = figure('Name','Check plots');
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for k=1:length(x)
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for k=1:min(nstar,length(x)-(plt-1)*nstar)
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subplot(nr,nc,k)
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[name,texname] = get_the_name(k,TeX);
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if TeX
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NAMES = strvcat(NAMES,name);
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TeXNAMES = strvcat(TeXNAMES,texname);
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end
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xx = x;
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l1 = max(lb(k),0.8*x(k)); % kk -> k
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l2 = min(ub(k),1.2*x(k)); % kk -> k
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z = [l1:(l2-l1)/20:l2];
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y = zeros(length(z),1);
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for i=1:length(z)
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xx(k) = z(i); % kk -> k
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if isempty(strmatch('dsge_prior_weight',M_.param_names))
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y(i) = DsgeLikelihood(xx,gend,data,data_index,number_of_observations,no_more_missing_observations);
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else
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y(i) = DsgeVarLikelihood(xx,gend);
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end
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end
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plot(z,y)
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hold on
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yl=get(gca,'ylim');
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plot([x(k) x(k)],yl,'c','LineWidth', 1);% kk -> k
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title(name,'interpreter','none');
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hold off
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drawnow
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end
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eval(['print -depsc2 ' M_.fname '_CheckPlots' int2str(1) '.eps' ]);
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if ~exist('OCTAVE_VERSION')
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eval(['print -dpdf ' M_.fname '_CheckPlots' int2str(1)]);
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saveas(hh,[M_.fname '_CheckPlots' int2str(1) '.fig']);
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end
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if options_.nograph, close(hh), end
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% TeX eps loader file
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if TeX
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for jj = 1:length(x)
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fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
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end
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_CheckPlots%s}\n',M_.fname,int2str(1));
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fprintf(fidTeX,'\\caption{Priors.}');
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fprintf(fidTeX,'\\label{Fig:CheckPlots:%s}\n',int2str(1));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,'\n');
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fprintf(fidTeX,'%% End of TeX file.\n');
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fclose(fidTeX);
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end
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else
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for plt = 1:nbplt-1
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if TeX
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NAMES = [];
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TeXNAMES = [];
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end
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hh = figure('Name','Check plots');
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for k=1:nstar
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subplot(nr,nc,k)
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kk = (plt-1)*nstar+k;
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[name,texname] = get_the_name(kk,TeX);
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if TeX
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NAMES = strvcat(NAMES,name);
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TeXNAMES = strvcat(TeXNAMES,texname);
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end
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xx = x;
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l1 = max(lb(kk),0.8*x(kk));
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l2 = min(ub(kk),1.2*x(kk));
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z = [l1:(l2-l1)/20:l2];
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y = zeros(length(z),1);
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for i=1:length(z)
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xx(kk) = z(i);
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if isempty(strmatch('dsge_prior_weight',M_.param_names))
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y(i) = DsgeLikelihood(xx,gend,data,data_index,number_of_observations,no_more_missing_observations);
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else
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y(i) = DsgeVarLikelihood(xx,gend);
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end
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end
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plot(z,y);
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hold on
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yl=get(gca,'ylim');
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plot( [x(kk) x(kk)], yl, 'c', 'LineWidth', 1)
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title(name,'interpreter','none')
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hold off
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drawnow
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end
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eval(['print -depsc2 ' M_.fname '_CheckPlots' int2str(plt) '.eps']);
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if ~exist('OCTAVE_VERSION')
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eval(['print -dpdf ' M_.fname '_CheckPlots' int2str(plt)]);
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saveas(hh,[M_.fname '_CheckPlots' int2str(plt) '.fig']);
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end
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if options_.nograph, close(hh), end
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if TeX
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% TeX eps loader file
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for jj = 1:nstar
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fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
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end
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_CheckPlots%s}\n',M_.fname,int2str(plt));
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fprintf(fidTeX,'\\caption{Check plots.}');
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fprintf(fidTeX,'\\label{Fig:CheckPlots:%s}\n',int2str(plt));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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end
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hh = figure('Name','Check plots');
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k = 1;
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if TeX
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NAMES = [];
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TeXNAMES = [];
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end
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while (nbplt-1)*nstar+k <= length(x)
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kk = (nbplt-1)*nstar+k;
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kk = (plt-1)*nstar+k;
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[name,texname] = get_the_name(kk,TeX);
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if TeX
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NAMES = strvcat(NAMES,name);
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TeXNAMES = strvcat(TeXNAMES,texname);
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end
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if lr ~= 0
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subplot(lr,lc,k)
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else
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subplot(nr,nc,k)
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end
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end
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xx = x;
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l1 = max(lb(kk),0.8*x(kk));
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l2 = min(ub(kk),1.2*x(kk));
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l1 = max(lb(kk),0.5*x(kk));
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l2 = min(ub(kk),1.5*x(kk));
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z = [l1:(l2-l1)/20:l2];
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y = zeros(length(z),1);
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if options_.mode_check_nolik==0,
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y = zeros(length(z),2);
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dy = priordens(xx,bayestopt_.pshape,bayestopt_.p6,bayestopt_.p7,bayestopt_.p3,bayestopt_.p4);
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end
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for i=1:length(z)
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xx(kk) = z(i);
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if isempty(strmatch('dsge_prior_weight',M_.param_names))
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y(i) = DsgeLikelihood(xx,gend,data,data_index,number_of_observations,no_more_missing_observations);
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if isempty(strmatch('dsge_prior_weight',M_.param_names)),
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try
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y(i,1) = DsgeLikelihood(xx,gend,data,data_index,number_of_observations,no_more_missing_observations);
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catch
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y(i,1) = bayestopt_.penalty;
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end
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else
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y(i) = DsgeVarLikelihood(xx,gend);
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end
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y(i,1) = DsgeVarLikelihood(xx,gend);
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end
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if options_.mode_check_nolik==0,
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lnprior = priordens(xx,bayestopt_.pshape,bayestopt_.p6,bayestopt_.p7,bayestopt_.p3,bayestopt_.p4);
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y(i,2) = (y(i,1)+lnprior-dy);
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end
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end
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plot(z,y)
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plot(z,y);
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hold on
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yl=get(gca,'ylim');
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plot( [x(kk) x(kk)], yl, 'c', 'LineWidth', 1)
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title(name,'interpreter','none')
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hold off
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k = k + 1;
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drawnow
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end
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eval(['print -depsc2 ' M_.fname '_CheckPlots' int2str(nbplt) '.eps']);
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if options_.mode_check_nolik==0,
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if exist('OCTAVE_VERSION'),
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axes('outerposition',[0.3 0.93 0.42 0.07],'box','on'),
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else
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axes('position',[0.3 0.01 0.42 0.05],'box','on'),
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end
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plot([0.48 0.68],[0.5 0.5],'color',[0 0.5 0])
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hold on, plot([0.04 0.24],[0.5 0.5],'b')
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set(gca,'xlim',[0 1],'ylim',[0 1],'xtick',[],'ytick',[])
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text(0.25,0.5,'log-post')
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text(0.69,0.5,'log-lik kernel')
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end
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eval(['print -depsc2 ' M_.fname '_CheckPlots' int2str(plt) '.eps']);
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if ~exist('OCTAVE_VERSION')
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eval(['print -dpdf ' M_.fname '_CheckPlots' int2str(nbplt)]);
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saveas(hh,[M_.fname '_CheckPlots' int2str(nbplt) '.fig']);
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eval(['print -dpdf ' M_.fname '_CheckPlots' int2str(plt)]);
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saveas(hh,[M_.fname '_CheckPlots' int2str(plt) '.fig']);
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end
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if options_.nograph, close(hh), end
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if TeX
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% TeX eps loader file
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for jj = 1:lr*lc
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for jj = 1:nstar
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fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
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end
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end
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_CheckPlots%s}\n',M_.fname,int2str(nbplt));
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_CheckPlots%s}\n',M_.fname,int2str(plt));
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fprintf(fidTeX,'\\caption{Check plots.}');
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fprintf(fidTeX,'\\label{Fig:CheckPlots:%s}\n',int2str(nbplt));
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fprintf(fidTeX,'\\label{Fig:CheckPlots:%s}\n',int2str(plt));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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fprintf(fidTeX,'%% End of TeX file.\n');
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fclose(fidTeX);
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end
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end
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% SA 07-31-2004 * New default : no more than nine plots per figure.
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% * Figures are automatically saved in eps, pdf and fig formats.
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% * Figures are automatically closed (this should be an option).
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% * Creation of a TeX-loader file for the postcript file.
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% * Creation of a TeX-loader file for the postcript file.
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