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Added GSA options; ReshapeMatFiles needs to know if it is prior, metropolis, GSA. 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1102 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2006-11-27 13:48:23 +00:00
parent 2a63a0f0e8
commit 3ff4c65f6a
1 changed files with 27 additions and 6 deletions
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33
matlab/PosteriorIRF.m
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@ -32,6 +32,8 @@ nn = sqrt(MaxNumberOfPlotPerFigure);
DirectoryName = CheckPath('Output');
if strcmpi(type,'posterior')
MhDirectoryName = CheckPath('metropolis');
elseif strcmpi(type,'gsa')
MhDirectoryName = CheckPath('GSA');
else
MhDirectoryName = CheckPath('prior');
end
@ -42,10 +44,18 @@ if strcmpi(type,'posterior')
load([ MhDirectoryName '/' M_.fname '_mh_history'])
TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
NumberOfDraws = TotalNumberOfMhDraws-floor(options_.mh_drop*TotalNumberOfMhDraws);
elseif strcmpi(type,'gsa')
load([ MhDirectoryName '/' M_.fname '_prior'],'lpmat','istable')
x=lpmat(istable,:);
clear lpmat istable
NumberOfDraws=size(x,1);
B=NumberOfDraws; options_.B = B;
else% type = 'prior'
NumberOfDraws = 500;
end
B = min([round(.5*NumberOfDraws),500]); options_.B = B;
if ~strcmpi(type,'gsa')
B = min([round(.5*NumberOfDraws),500]); options_.B = B;
end
try delete([MhDirectoryName '\' M_.fname '_IRFs*']);
catch disp('No _IRFs files to be deleted!')
end
@ -55,6 +65,8 @@ NumberOfIRFfiles = 1;
ifil2 = 1;
if strcmpi(type,'posterior')
h = waitbar(0,'Bayesian (posterior) IRFs...');
elseif strcmpi(type,'gsa')
h = waitbar(0,'GSA (prior) IRFs...');
else
h = waitbar(0,'Bayesian (prior) IRFs...');
end
@ -71,7 +83,11 @@ end
for b=1:B
irun = irun+1;
irun2 = irun2+1;
deep = GetOneDraw(type);
if ~strcmpi(type,'gsa')
deep = GetOneDraw(type);
else
deep = x(b,:);
end
stock_param(irun2,:) = deep;
set_parameters(deep);
dr = resol(oo_.steady_state,0);
@ -98,14 +114,14 @@ for b=1:B
NumberOfIRFfiles = NumberOfIRFfiles+1;
irun = 0;
end
if irun2 > MAX_nruns | b == B
if irun2 == MAX_nruns | b == B
if b == B
stock_param = stock_param(1:irun2,:);
end
stock = stock_param;
save([MhDirectoryName '/' M_.fname '_param_irf' int2str(ifil2)],'stock');
ifil2 = ifil2 + 1;
irun2 = 1;
irun2 = 0;
end
waitbar(b/B,h);
end
@ -113,7 +129,12 @@ NumberOfIRFfiles = NumberOfIRFfiles-1;
ifil2 = ifil2-1;
close(h);
ReshapeMatFiles('irf')
ReshapeMatFiles('irf',type)
if strcmpi(type,'gsa')
return
end
varlist = options_.varlist;
if isempty(varlist)
@ -251,7 +272,7 @@ for i=1:M_.exo_nbr
subplotnum = 0;
end
end% loop over selected endo_var
end% loop over exo_var
end% loop over exo_var
%%
if options_.TeX
fprintf(fidTeX,'%% End of TeX file.\n');