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to reduce memory in oo_, only store results for periods specified in save_realtime

time-shift
Marco Ratto 2019-06-05 23:16:35 +02:00
parent cc11a054c4
commit 2d1402b899
1 changed files with 31 additions and 17 deletions
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48
matlab/realtime_shock_decomposition.m
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@ -68,9 +68,10 @@ if isempty(parameter_set)
end
end
presample = max(1,options_.presample);
presample = max(1,options_.presample-1);
if isfield(options_.shock_decomp,'presample')
presample = max(presample,options_.shock_decomp.presample);
my_presample = max(1,options_.shock_decomp.presample);
presample = min(presample,my_presample);
end
% forecast_=0;
forecast_ = options_.shock_decomp.forecast;
@ -244,7 +245,9 @@ for j=presample+1:nobs
% zn(:,1:nshocks,i) = zn(:,1:nshocks,i) + B(inv_order_var,:).*repmat(epsilon(:,i+gend-forecast_-1)',endo_nbr,1);
zn(:,nshocks+1,i) = zn(:,nshocks+2,i) - sum(zn(:,1:nshocks,i),2);
end
oo_.conditional_shock_decomposition.(['time_' int2str(j-forecast_)])=zn;
if ismember(j-forecast_,save_realtime)
oo_.conditional_shock_decomposition.(['time_' int2str(j-forecast_)])=zn;
end
end
%%
@ -260,28 +263,39 @@ for j=presample+1:nobs
if forecast_
zfrcst(:,:,j+1) = z(:,:,gend+1);
oo_.realtime_forecast_shock_decomposition.(['time_' int2str(j)])=z(:,:,gend:end);
ootmp.realtime_forecast_shock_decomposition.(['time_' int2str(j)])=z(:,:,gend:end);
if ismember(j,save_realtime)
oo_.realtime_forecast_shock_decomposition.(['time_' int2str(j)]) = ...
ootmp.realtime_forecast_shock_decomposition.(['time_' int2str(j)]);
end
if j>forecast_+presample
%% realtime conditional shock decomp k step ahead
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-forecast_)]) = ...
ootmp.realtime_conditional_shock_decomposition.(['time_' int2str(j-forecast_)]) = ...
zreal(:,:,j-forecast_:j) - ...
oo_.realtime_forecast_shock_decomposition.(['time_' int2str(j-forecast_)]);
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-forecast_)])(:,end-1,:) = ...
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-forecast_)])(:,end-1,:) + ...
oo_.realtime_forecast_shock_decomposition.(['time_' int2str(j-forecast_)])(:,end,:);
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-forecast_)])(:,end,:) = ...
ootmp.realtime_forecast_shock_decomposition.(['time_' int2str(j-forecast_)]);
ootmp.realtime_conditional_shock_decomposition.(['time_' int2str(j-forecast_)])(:,end-1,:) = ...
ootmp.realtime_conditional_shock_decomposition.(['time_' int2str(j-forecast_)])(:,end-1,:) + ...
ootmp.realtime_forecast_shock_decomposition.(['time_' int2str(j-forecast_)])(:,end,:);
ootmp.realtime_conditional_shock_decomposition.(['time_' int2str(j-forecast_)])(:,end,:) = ...
zreal(:,end,j-forecast_:j);
if ismember(j-forecast_,save_realtime)
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-forecast_)]) = ...
ootmp.realtime_conditional_shock_decomposition.(['time_' int2str(j-forecast_)]);
end
if j==nobs
for my_forecast_=(forecast_-1):-1:1
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-my_forecast_)]) = ...
ootmp.realtime_conditional_shock_decomposition.(['time_' int2str(j-my_forecast_)]) = ...
zreal(:,:,j-my_forecast_:j) - ...
oo_.realtime_forecast_shock_decomposition.(['time_' int2str(j-my_forecast_)])(:,:,1:my_forecast_+1);
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-my_forecast_)])(:,end-1,:) = ...
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-my_forecast_)])(:,end-1,:) + ...
oo_.realtime_forecast_shock_decomposition.(['time_' int2str(j-my_forecast_)])(:,end,1:my_forecast_+1);
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-my_forecast_)])(:,end,:) = ...
ootmp.realtime_forecast_shock_decomposition.(['time_' int2str(j-my_forecast_)])(:,:,1:my_forecast_+1);
ootmp.realtime_conditional_shock_decomposition.(['time_' int2str(j-my_forecast_)])(:,end-1,:) = ...
ootmp.realtime_conditional_shock_decomposition.(['time_' int2str(j-my_forecast_)])(:,end-1,:) + ...
ootmp.realtime_forecast_shock_decomposition.(['time_' int2str(j-my_forecast_)])(:,end,1:my_forecast_+1);
ootmp.realtime_conditional_shock_decomposition.(['time_' int2str(j-my_forecast_)])(:,end,:) = ...
zreal(:,end,j-my_forecast_:j);
if ismember(j-my_forecast_,save_realtime)
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-my_forecast_)]) = ...
ootmp.realtime_conditional_shock_decomposition.(['time_' int2str(j-my_forecast_)]);
end
end
end