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Manual merge with commit history of metropolis_hastings_initialization.m and random_walk_metropolis_hastings_core.m

time-shift
Marco Ratto 2016-04-20 10:00:26 +02:00 committed by Johannes Pfeifer
parent 357e3c2ac7
commit 4445f17efa
2 changed files with 154 additions and 86 deletions
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7
matlab/posterior_sampler_core.m
View File

@ -115,6 +115,7 @@ end
block_iter=0;
for curr_block = fblck:nblck,
LastSeeds=[];
block_iter=block_iter+1;
try
% This will not work if the master uses a random number generator not
@ -178,14 +179,16 @@ for curr_block = fblck:nblck,
dyn_waitbar(prtfrc,hh,[bar_title ' (' int2str(curr_block) '/' int2str(options_.mh_nblck) ') ' sprintf('Current acceptance ratio %4.3f', accepted_draws_this_chain/draw_iter)]);
end
if save_tmp_file
save([BaseName '_mh_tmp_blck' int2str(curr_block) '.mat'],'x2','logpo2');
[LastSeeds.(['file' int2str(NewFile(curr_block))]).Unifor, LastSeeds.(['file' int2str(NewFile(curr_block))]).Normal] = get_dynare_random_generator_state();
save([BaseName '_mh_tmp_blck' int2str(curr_block) '.mat'],'x2','logpo2','LastSeeds');
end
end
if (draw_index_current_file == InitSizeArray(curr_block)) || (draw_iter == nruns(curr_block)) % Now I save the simulations, either because the current file is full or the chain is done
[LastSeeds.(['file' int2str(NewFile(curr_block))]).Unifor, LastSeeds.(['file' int2str(NewFile(curr_block))]).Normal] = get_dynare_random_generator_state();
if save_tmp_file,
delete([BaseName '_mh_tmp_blck' int2str(curr_block) '.mat']);
end
save([BaseName '_mh' int2str(NewFile(curr_block)) '_blck' int2str(curr_block) '.mat'],'x2','logpo2');
save([BaseName '_mh' int2str(NewFile(curr_block)) '_blck' int2str(curr_block) '.mat'],'x2','logpo2','LastSeeds');
fidlog = fopen([MetropolisFolder '/metropolis.log'],'a');
fprintf(fidlog,['\n']);
fprintf(fidlog,['%% Mh' int2str(NewFile(curr_block)) 'Blck' int2str(curr_block) ' (' datestr(now,0) ')\n']);

233
matlab/posterior_sampler_initialization.m
View File

@ -1,6 +1,6 @@
function [ ix2, ilogpo2, ModelName, MetropolisFolder, fblck, fline, npar, nblck, nruns, NewFile, MAX_nruns, d ] = ...
function [ ix2, ilogpo2, ModelName, MetropolisFolder, FirstBlock, FirstLine, npar, NumberOfBlocks, nruns, NewFile, MAX_nruns, d ] = ...
posterior_sampler_initialization(TargetFun, xparam1, vv, mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
%function [ ix2, ilogpo2, ModelName, MetropolisFolder, fblck, fline, npar, nblck, nruns, NewFile, MAX_nruns, d ] = ...
% function [ ix2, ilogpo2, ModelName, MetropolisFolder, FirstBlock, FirstLine, npar, NumberOfBlocks, nruns, NewFile, MAX_nruns, d ] = ...
% metropolis_hastings_initialization(TargetFun, xparam1, vv, mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
% Metropolis-Hastings initialization.
%
@ -19,16 +19,16 @@ function [ ix2, ilogpo2, ModelName, MetropolisFolder, fblck, fline, npar, nblck,
% o oo_ outputs structure
%
% OUTPUTS
% o ix2 [double] (nblck*npar) vector of starting points for different chains
% o ilogpo2 [double] (nblck*1) vector of initial posterior values for different chains
% o ix2 [double] (NumberOfBlocks*npar) vector of starting points for different chains
% o ilogpo2 [double] (NumberOfBlocks*1) vector of initial posterior values for different chains
% o ModelName [string] name of the mod-file
% o MetropolisFolder [string] path to the Metropolis subfolder
% o fblck [scalar] number of the first MH chain to be run (not equal to 1 in case of recovery)
% o fline [double] (nblck*1) vector of first draw in each chain (not equal to 1 in case of recovery)
% o FirstBlock [scalar] number of the first MH chain to be run (not equal to 1 in case of recovery)
% o FirstLine [double] (NumberOfBlocks*1) vector of first draw in each chain (not equal to 1 in case of recovery)
% o npar [scalar] number of parameters estimated
% o nblck [scalar] Number of MCM chains requested
% o nruns [double] (nblck*1) number of draws in each chain
% o NewFile [scalar] (nblck*1) vector storing the number
% o NumberOfBlocks [scalar] Number of MCM chains requested
% o nruns [double] (NumberOfBlocks*1) number of draws in each chain
% o NewFile [scalar] (NumberOfBlocks*1) vector storing the number
% of the first MH-file to created for each chain when saving additional
% draws
% o MAX_nruns [scalar] maximum number of draws in each MH-file on the harddisk
@ -59,10 +59,10 @@ ix2 = [];
ilogpo2 = [];
ModelName = [];
MetropolisFolder = [];
fblck = [];
fline = [];
FirstBlock = [];
FirstLine = [];
npar = [];
nblck = [];
NumberOfBlocks = [];
nruns = [];
NewFile = [];
MAX_nruns = [];
@ -76,15 +76,15 @@ end
MetropolisFolder = CheckPath('metropolis',M_.dname);
BaseName = [MetropolisFolder filesep ModelName];
nblck = options_.mh_nblck;
nruns = ones(nblck,1)*options_.mh_replic;
NumberOfBlocks = options_.mh_nblck;
nruns = ones(NumberOfBlocks,1)*options_.mh_replic;
npar = length(xparam1);
MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8);
d = chol(vv);
if ~options_.load_mh_file && ~options_.mh_recover
% Here we start a new Metropolis-Hastings, previous draws are discarded.
if nblck > 1
if NumberOfBlocks > 1
disp('Estimation::mcmc: Multiple chains mode.')
else
disp('Estimation::mcmc: One Chain mode.')
@ -108,19 +108,20 @@ if ~options_.load_mh_file && ~options_.mh_recover
fprintf(fidlog,' \n\n');
fprintf(fidlog,'%% Session 1.\n');
fprintf(fidlog,' \n');
fprintf(fidlog,[' Number of blocks...............: ' int2str(nblck) '\n']);
fprintf(fidlog,[' Number of blocks...............: ' int2str(NumberOfBlocks) '\n']);
fprintf(fidlog,[' Number of simulations per block: ' int2str(nruns(1)) '\n']);
fprintf(fidlog,' \n');
% Find initial values for the nblck chains...
if isempty(d),
prior_draw(bayestopt_,options_.prior_trunc);
end
if nblck > 1% Case 1: multiple chains
% Find initial values for the NumberOfBlocks chains...
if NumberOfBlocks > 1% Case 1: multiple chains
set_dynare_seed('default');
fprintf(fidlog,[' Initial values of the parameters:\n']);
disp('Estimation::mcmc: Searching for initial values...')
ix2 = zeros(nblck,npar);
ilogpo2 = zeros(nblck,1);
for j=1:nblck
ix2 = zeros(NumberOfBlocks,npar);
ilogpo2 = zeros(NumberOfBlocks,1);
for j=1:NumberOfBlocks
validate = 0;
init_iter = 0;
trial = 1;
@ -130,7 +131,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
else
candidate = rand_multivariate_normal( transpose(xparam1), d * options_.mh_init_scale, npar);
end
if all(candidate(:) > mh_bounds.lb) && all(candidate(:) < mh_bounds.ub)
if all(candidate(:) >= mh_bounds.lb) && all(candidate(:) <= mh_bounds.ub)
ix2(j,:) = candidate;
ilogpo2(j) = - feval(TargetFun,ix2(j,:)',dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,mh_bounds,oo_);
if ~isfinite(ilogpo2(j)) % if returned log-density is
@ -163,6 +164,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
end
if trial > 10 && ~validate
disp(['Estimation::mcmc: I''m unable to find a starting value for block ' int2str(j)])
fclose(fidlog);
return
end
end
@ -172,7 +174,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
else% Case 2: one chain (we start from the posterior mode)
fprintf(fidlog,[' Initial values of the parameters:\n']);
candidate = transpose(xparam1(:));%
if all(candidate(:) > mh_bounds.lb) && all(candidate(:) < mh_bounds.ub)
if all(candidate(:) >= mh_bounds.lb) && all(candidate(:) <= mh_bounds.ub)
ix2 = candidate;
ilogpo2 = - feval(TargetFun,ix2',dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,mh_bounds,oo_);
disp('Estimation::mcmc: Initialization at the posterior mode.')
@ -185,14 +187,15 @@ if ~options_.load_mh_file && ~options_.mh_recover
else
disp('Estimation::mcmc: Initialization failed...')
disp('Estimation::mcmc: The posterior mode lies outside the prior bounds.')
fclose(fidlog);
return
end
fprintf(fidlog,' \n');
end
fprintf(fidlog,' \n');
fblck = 1;
fline = ones(nblck,1);
NewFile = ones(nblck,1);
FirstBlock = 1;
FirstLine = ones(NumberOfBlocks,1);
NewFile = ones(NumberOfBlocks,1);
% Delete the mh-history files
delete_mh_history_files(MetropolisFolder, ModelName);
% Create a new record structure
@ -200,14 +203,15 @@ if ~options_.load_mh_file && ~options_.mh_recover
AnticipatedNumberOfFiles = ceil(nruns(1)/MAX_nruns);
AnticipatedNumberOfLinesInTheLastFile = nruns(1) - (AnticipatedNumberOfFiles-1)*MAX_nruns;
record.Sampler = options_.posterior_sampling_method;
record.Nblck = nblck;
record.Nblck = NumberOfBlocks;
record.MhDraws = zeros(1,3);
record.MhDraws(1,1) = nruns(1);
record.MhDraws(1,2) = AnticipatedNumberOfFiles;
record.MhDraws(1,3) = AnticipatedNumberOfLinesInTheLastFile;
record.AcceptanceRatio = zeros(1,nblck);
record.FunctionEvalPerIteration = NaN(1,nblck);
for j=1:nblck
record.MAX_nruns=MAX_nruns;
record.AcceptanceRatio = zeros(1,NumberOfBlocks);
record.FunctionEvalPerIteration = NaN(1,NumberOfBlocks);
for j=1:NumberOfBlocks
% we set a different seed for the random generator for each block then we record the corresponding random generator state (vector)
set_dynare_seed(options_.DynareRandomStreams.seed+j);
% record.Seeds keeps a vector of the random generator state and not the scalar seed despite its name
@ -215,8 +219,8 @@ if ~options_.load_mh_file && ~options_.mh_recover
end
record.InitialParameters = ix2;
record.InitialLogPost = ilogpo2;
record.LastParameters = zeros(nblck,npar);
record.LastLogPost = zeros(nblck,1);
record.LastParameters = zeros(NumberOfBlocks,npar);
record.LastLogPost = zeros(NumberOfBlocks,1);
record.LastFileNumber = AnticipatedNumberOfFiles ;
record.LastLineNumber = AnticipatedNumberOfLinesInTheLastFile;
record.MCMCConcludedSuccessfully = 0;
@ -228,7 +232,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
fprintf(fidlog,[' Expected number of files per block.......: ' int2str(AnticipatedNumberOfFiles) '.\n']);
fprintf(fidlog,[' Expected number of lines in the last file: ' int2str(AnticipatedNumberOfLinesInTheLastFile) '.\n']);
fprintf(fidlog,['\n']);
for j = 1:nblck,
for j = 1:NumberOfBlocks,
fprintf(fidlog,[' Initial state of the Gaussian random number generator for chain number ',int2str(j),':\n']);
for i=1:length(record.InitialSeeds(j).Normal)
fprintf(fidlog,[' ' num2str(record.InitialSeeds(j).Normal(i)') '\n']);
@ -256,30 +260,30 @@ elseif options_.load_mh_file && ~options_.mh_recover
fprintf(fidlog,'\n');
fprintf(fidlog,['%% Session ' int2str(length(record.MhDraws(:,1))+1) '.\n']);
fprintf(fidlog,' \n');
fprintf(fidlog,[' Number of blocks...............: ' int2str(nblck) '\n']);
fprintf(fidlog,[' Number of blocks...............: ' int2str(NumberOfBlocks) '\n']);
fprintf(fidlog,[' Number of simulations per block: ' int2str(nruns(1)) '\n']);
fprintf(fidlog,' \n');
past_number_of_blocks = record.Nblck;
if past_number_of_blocks ~= nblck
if past_number_of_blocks ~= NumberOfBlocks
disp('Estimation::mcmc: The specified number of blocks doesn''t match with the previous number of blocks!')
disp(['Estimation::mcmc: You declared ' int2str(nblck) ' blocks, but the previous number of blocks was ' int2str(past_number_of_blocks) '.'])
disp(['Estimation::mcmc: You declared ' int2str(NumberOfBlocks) ' blocks, but the previous number of blocks was ' int2str(past_number_of_blocks) '.'])
disp(['Estimation::mcmc: I will run the Metropolis-Hastings with ' int2str(past_number_of_blocks) ' blocks.' ])
nblck = past_number_of_blocks;
options_.mh_nblck = nblck;
NumberOfBlocks = past_number_of_blocks;
options_.mh_nblck = NumberOfBlocks;
end
% I read the last line of the last mh-file for initialization of the new Metropolis-Hastings simulations:
LastFileNumber = record.LastFileNumber;
LastLineNumber = record.LastLineNumber;
if LastLineNumber < MAX_nruns
NewFile = ones(nblck,1)*LastFileNumber;
fline = ones(nblck,1)*(LastLineNumber+1);
NewFile = ones(NumberOfBlocks,1)*LastFileNumber;
FirstLine = ones(NumberOfBlocks,1)*(LastLineNumber+1);
else
NewFile = ones(nblck,1)*(LastFileNumber+1);
fline = ones(nblck,1);
NewFile = ones(NumberOfBlocks,1)*(LastFileNumber+1);
FirstLine = ones(NumberOfBlocks,1);
end
ilogpo2 = record.LastLogPost;
ix2 = record.LastParameters;
fblck = 1;
FirstBlock = 1;
NumberOfPreviousSimulations = sum(record.MhDraws(:,1),1);
fprintf('Estimation::mcmc: I am writing a new mh-history file... ');
record.MhDraws = [record.MhDraws;zeros(1,3)];
@ -292,6 +296,7 @@ elseif options_.load_mh_file && ~options_.mh_recover
record.MhDraws(end,1) = nruns(1);
record.MhDraws(end,2) = AnticipatedNumberOfFiles;
record.MhDraws(end,3) = AnticipatedNumberOfLinesInTheLastFile;
record.MAX_nruns = [record.MAX_nruns;MAX_nruns];
record.InitialSeeds = record.LastSeeds;
write_mh_history_file(MetropolisFolder, ModelName, record);
fprintf('Done.\n')
@ -302,83 +307,143 @@ elseif options_.mh_recover
% The previous metropolis-hastings crashed before the end! I try to recover the saved draws...
disp('Estimation::mcmc: Recover mode!')
load_last_mh_history_file(MetropolisFolder, ModelName);
nblck = record.Nblck;% Number of "parallel" mcmc chains.
options_.mh_nblck = nblck;
NumberOfBlocks = record.Nblck;% Number of "parallel" mcmc chains.
options_.mh_nblck = NumberOfBlocks;
%% check consistency of options
if record.MhDraws(end,1)~=options_.mh_replic
fprintf('\nEstimation::mcmc: You cannot specify a different mh_replic than in the chain you are trying to recover\n')
fprintf('Estimation::mcmc: I am resetting mh_replic to %u\n',record.MhDraws(end,1))
options_.mh_replic=record.MhDraws(end,1);
nruns = ones(NumberOfBlocks,1)*options_.mh_replic;
end
if ~isnan(record.MAX_nruns(end,1)) %field exists
if record.MAX_nruns(end,1)~=MAX_nruns
fprintf('\nEstimation::mcmc: You cannot specify a different MaxNumberOfBytes than in the chain you are trying to recover\n')
fprintf('Estimation::mcmc: I am resetting MAX_nruns to %u\n',record.MAX_nruns(end,1))
MAX_nruns=record.MAX_nruns(end,1);
end
end
%% do tentative initialization as if full last run of MCMC were to be redone
if size(record.MhDraws,1) == 1
OldMh = 0;% The crashed metropolis was the first session.
OldMhExists = 0;% The crashed metropolis was the first session.
else
OldMh = 1;% The crashed metropolis wasn't the first session.
OldMhExists = 1;% The crashed metropolis wasn't the first session.
end
% Default initialization:
if OldMh
if OldMhExists
ilogpo2 = record.LastLogPost;
ix2 = record.LastParameters;
else
ilogpo2 = record.InitialLogPost;
ix2 = record.InitialParameters;
end
% Set NewFile, a nblck*1 vector of integers, and fline (first line), a nblck*1 vector of integers.
if OldMh
% Set NewFile, a NumberOfBlocks*1 vector of integers, and FirstLine (first line), a NumberOfBlocks*1 vector of integers.
% Relevant for starting at the correct file and potentially filling a file from the previous run that was not yet full
if OldMhExists
LastLineNumberInThePreviousMh = record.MhDraws(end-1,3);% Number of lines in the last mh files of the previous session.
LastFileNumberInThePreviousMh = sum(record.MhDraws(1:end-1,2),1);% Number of mh files in the the previous sessions.
if LastLineNumberInThePreviousMh < MAX_nruns% Test if the last mh files of the previous session are not complete (yes)
NewFile = ones(nblck,1)*LastFileNumberInThePreviousMh;
fline = ones(nblck,1)*(LastLineNumberInThePreviousMh+1);
else% The last mh files of the previous session are complete.
NewFile = ones(nblck,1)*(LastFileNumberInThePreviousMh+1);
fline = ones(nblck,1);
%Test if the last mh files of the previous session were not full yet
if LastLineNumberInThePreviousMh < MAX_nruns%not full
%store starting point if whole chain needs to be redone
NewFile = ones(NumberOfBlocks,1)*LastFileNumberInThePreviousMh;
FirstLine = ones(NumberOfBlocks,1)*(LastLineNumberInThePreviousMh+1);
LastFileFullIndicator=0;
else% The last mh files of the previous session were full
%store starting point if whole chain needs to be redone
NewFile = ones(NumberOfBlocks,1)*(LastFileNumberInThePreviousMh+1);
FirstLine = ones(NumberOfBlocks,1);
LastFileFullIndicator=1;
end
else
LastLineNumberInThePreviousMh = 0;
LastFileNumberInThePreviousMh = 0;
NewFile = ones(nblck,1);
fline = ones(nblck,1);
NewFile = ones(NumberOfBlocks,1);
FirstLine = ones(NumberOfBlocks,1);
LastFileFullIndicator=1;
end
% Set fblck (First block), an integer targeting the crashed mcmc chain.
fblck = 1;
%% Now find out what exactly needs to be redone
% 1. Check if really something needs to be done
% How many mh files should we have ?
ExpectedNumberOfMhFilesPerBlock = sum(record.MhDraws(:,2),1);
ExpectedNumberOfMhFiles = ExpectedNumberOfMhFilesPerBlock*nblck;
% I count the total number of saved mh files...
ExpectedNumberOfMhFiles = ExpectedNumberOfMhFilesPerBlock*NumberOfBlocks;
% How many mh files do we actually have ?
AllMhFiles = dir([BaseName '_mh*_blck*.mat']);
TotalNumberOfMhFiles = length(AllMhFiles);
% And I quit if I can't find a crashed mcmc chain.
% Quit if no crashed mcmc chain can be found as there are as many files as expected
if (TotalNumberOfMhFiles==ExpectedNumberOfMhFiles)
disp('Estimation::mcmc: It appears that you don''t need to use the mh_recover option!')
disp(' You have to edit the mod file and remove the mh_recover option')
disp(' in the estimation command')
error('Estimation::mcmc: mh_recover option not required!')
end
% I count the number of saved mh files per block.
NumberOfMhFilesPerBlock = zeros(nblck,1);
for b = 1:nblck
% 2. Something needs to be done; find out what
% Count the number of saved mh files per block.
NumberOfMhFilesPerBlock = zeros(NumberOfBlocks,1);
for b = 1:NumberOfBlocks
BlckMhFiles = dir([BaseName '_mh*_blck' int2str(b) '.mat']);
NumberOfMhFilesPerBlock(b) = length(BlckMhFiles);
end
% Is there a chain with less mh files than expected ?
while fblck <= nblck
if NumberOfMhFilesPerBlock(fblck) < ExpectedNumberOfMhFilesPerBlock
disp(['Estimation::mcmc: Chain ' int2str(fblck) ' is not complete!'])
% Find FirstBlock (First block), an integer targeting the crashed mcmc chain.
FirstBlock = 1; %initialize
while FirstBlock <= NumberOfBlocks
if NumberOfMhFilesPerBlock(FirstBlock) < ExpectedNumberOfMhFilesPerBlock
disp(['Estimation::mcmc: Chain ' int2str(FirstBlock) ' is not complete!'])
break
% The mh_recover session will start from chain fblck.
% The mh_recover session will start from chain FirstBlock.
else
disp(['Estimation::mcmc: Chain ' int2str(fblck) ' is complete!'])
disp(['Estimation::mcmc: Chain ' int2str(FirstBlock) ' is complete!'])
end
fblck = fblck+1;
FirstBlock = FirstBlock+1;
end
%% 3. Overwrite default settings for
% How many mh-files are saved in this block?
NumberOfSavedMhFilesInTheCrashedBlck = NumberOfMhFilesPerBlock(fblck);
% Correct the number of saved mh files if the crashed Metropolis was not the first session (so
% that NumberOfSavedMhFilesInTheCrashedBlck is the number of saved mh files in the crashed chain
% of the current session).
if OldMh
NumberOfSavedMhFilesInTheCrashedBlck = NumberOfSavedMhFilesInTheCrashedBlck - LastFileNumberInThePreviousMh;
NumberOfSavedMhFilesInTheCrashedBlck = NumberOfMhFilesPerBlock(FirstBlock);
ExistingDrawsInLastMCFile=0; %initialize: no MCMC draws of current MCMC are in file from last run
% Check whether last present file is a file included in the last MCMC run
if ~LastFileFullIndicator
if NumberOfSavedMhFilesInTheCrashedBlck==NewFile(FirstBlock) %only that last file exists, but no files from current MCMC
loaded_results=load([BaseName '_mh' int2str(NewFile(FirstBlock)) '_blck' int2str(FirstBlock) '.mat']);
%check whether that last file was filled
if size(loaded_results.x2,1)==MAX_nruns %file is full
NewFile(FirstBlock)=NewFile(FirstBlock)+1; %set first file to be created to next one
FirstLine(FirstBlock) = 1; %use first line of next file
ExistingDrawsInLastMCFile=MAX_nruns-record.MhDraws(end-1,3);
else
ExistingDrawsInLastMCFile=0;
end
end
elseif LastFileFullIndicator
ExistingDrawsInLastMCFile=0;
if NumberOfSavedMhFilesInTheCrashedBlck==NewFile(FirstBlock) %only the last file exists, but no files from current MCMC
NewFile(FirstBlock)=NewFile(FirstBlock)+1; %set first file to be created to next one
end
end
NumberOfSavedMhFiles = NumberOfSavedMhFilesInTheCrashedBlck+LastFileNumberInThePreviousMh;
% % Correct the number of saved mh files if the crashed Metropolis was not the first session (so
% % that NumberOfSavedMhFilesInTheCrashedBlck is the number of saved mh files in the crashed chain
% % of the current session).
% if OldMhExists
% NumberOfSavedMhFilesInTheCrashedBlck = NumberOfSavedMhFilesInTheCrashedBlck - LastFileNumberInThePreviousMh;
% end
% NumberOfSavedMhFiles = NumberOfSavedMhFilesInTheCrashedBlck+LastFileNumberInThePreviousMh;
% Correct initial conditions.
if NumberOfSavedMhFiles
load([BaseName '_mh' int2str(NumberOfSavedMhFiles) '_blck' int2str(fblck) '.mat']);
ilogpo2(fblck) = logpo2(end);
ix2(fblck,:) = x2(end,:);
if NumberOfSavedMhFilesInTheCrashedBlck<ExpectedNumberOfMhFilesPerBlock
loaded_results=load([BaseName '_mh' int2str(NumberOfSavedMhFilesInTheCrashedBlck) '_blck' int2str(FirstBlock) '.mat']);
ilogpo2(FirstBlock) = loaded_results.logpo2(end);
ix2(FirstBlock,:) = loaded_results.x2(end,:);
nruns(FirstBlock)=nruns(FirstBlock)-ExistingDrawsInLastMCFile-(NumberOfSavedMhFilesInTheCrashedBlck-LastFileNumberInThePreviousMh)*MAX_nruns;
%reset seed if possible
if isfield(loaded_results,'LastSeeds')
record.InitialSeeds(FirstBlock).Unifor=loaded_results.LastSeeds.(['file' int2str(NumberOfSavedMhFilesInTheCrashedBlck)]).Unifor;
record.InitialSeeds(FirstBlock).Normal=loaded_results.LastSeeds.(['file' int2str(NumberOfSavedMhFilesInTheCrashedBlck)]).Normal;
else
fprintf('Estimation::mcmc: You are trying to recover a chain generated with an older Dynare version.\n')
fprintf('Estimation::mcmc: I am using the default seeds to continue the chain.\n')
end
write_mh_history_file(MetropolisFolder, ModelName, record);
end
end