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Add LaTeX output to Geweke convergence diagnostics 

Also allows for custom header part in dyn_latex_table.m
time-shift
Johannes Pfeifer 2015-12-13 16:41:41 +01:00
parent 837916f45b
commit 482f2bdd2c
2 changed files with 53 additions and 25 deletions
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42
matlab/McMCDiagnostics.m
View File

@ -90,22 +90,26 @@ if nblck == 1 % Brooks and Gelman tests need more than one block
last_obs_begin_sample = first_obs_begin_sample+round(options_.convergence.geweke.geweke_interval(1)*NumberOfDraws*(1-options_.mh_drop));
first_obs_end_sample = first_obs_begin_sample+round(options_.convergence.geweke.geweke_interval(2)*NumberOfDraws*(1-options_.mh_drop));
param_name=[];
for jj=1:npar
param_name = strvcat(param_name,get_the_name(jj,options_.TeX,M_,estim_params_,options_));
if options_.TeX
param_name_tex=[];
end
for jj=1:npar
if options_.TeX
[param_name_temp, param_name_tex_temp]= get_the_name(jj,options_.TeX,M_,estim_params_,options_);
param_name_tex = strvcat(param_name_tex,strrep(param_name_tex_temp,'$',''));
param_name = strvcat(param_name,param_name_temp);
else
param_name_temp = get_the_name(jj,options_.TeX,M_,estim_params_,options_);
param_name = strvcat(param_name,param_name_temp);
end
end
fprintf('\nGeweke (1992) Convergence Tests, based on means of draws %d to %d vs %d to %d.\n',first_obs_begin_sample,last_obs_begin_sample,first_obs_end_sample,NumberOfDraws);
fprintf('p-values are for Chi2-test for equality of means.\n');
Geweke_header={'Parameter', 'Post. Mean', 'Post. Std', 'p-val No Taper'};
print_string=['%',num2str(size(param_name,2)+3),'s \t %12.3f \t %12.3f \t %12.3f'];
print_string_header=['%',num2str(size(param_name,2)+3),'s \t %12s \t %12s \t %12s'];
Geweke_header=char('Parameter', 'Post. Mean', 'Post. Std', 'p-val No Taper');
for ii=1:length(options_.convergence.geweke.taper_steps)
Geweke_header=[Geweke_header, ['p-val ' num2str(options_.convergence.geweke.taper_steps(ii)),'% Taper']];
print_string=[print_string,'\t %12.3f'];
print_string_header=[print_string_header,'\t %12s'];
Geweke_header=char(Geweke_header,['p-val ' num2str(options_.convergence.geweke.taper_steps(ii)),'% Taper']);
end
print_string=[print_string,'\n'];
print_string_header=[print_string_header,'\n'];
fprintf(print_string_header,Geweke_header{1,:});
datamat=NaN(npar,3+length(options_.convergence.geweke.taper_steps));
for jj=1:npar
startline=0;
for n = 1:NumberOfMcFilesPerBlock
@ -124,7 +128,21 @@ if nblck == 1 % Brooks and Gelman tests need more than one block
results_struct = geweke_chi2_test(results_vec1,results_vec2,results_struct,options_);
eval(['oo_.convergence.geweke.',param_name(jj,:),'=results_struct;'])
fprintf(print_string,param_name(jj,:),results_struct.posteriormean,results_struct.posteriorstd,results_struct.prob_chi2_test)
datamat(jj,:)=[results_struct.posteriormean,results_struct.posteriorstd,results_struct.prob_chi2_test];
end
lh = size(param_name,2)+2;
dyntable('',Geweke_header,param_name,datamat,lh,12,3);
if options_.TeX
Geweke_tex_header=char('Parameter', 'Mean', 'Std', 'No\ Taper');
additional_header={[' & \multicolumn{2}{c}{Posterior} & \multicolumn{',num2str(1+length(options_.convergence.geweke.taper_steps)),'}{c}{p-values} \\'],
['\cmidrule(r{.75em}){2-3} \cmidrule(r{.75em}){4-',num2str(4+length(options_.convergence.geweke.taper_steps)),'}']};
for ii=1:length(options_.convergence.geweke.taper_steps)
Geweke_tex_header=char(Geweke_tex_header,[num2str(options_.convergence.geweke.taper_steps(ii)),'\%%\ Taper']);
end
headers = char(Geweke_tex_header);
lh = size(param_name_tex,2)+2;
my_title=sprintf('Geweke (1992) Convergence Tests, based on means of draws %d to %d vs %d to %d. p-values are for $\\\\chi^2$-test for equality of means.',first_obs_begin_sample,last_obs_begin_sample,first_obs_end_sample,NumberOfDraws);
dyn_latex_table(M_,my_title,'geweke',headers,param_name_tex,datamat,lh,12,4,additional_header);
end
skipline(2);
return;

36
matlab/dyn_latex_table.m
View File

@ -1,11 +1,11 @@
function dyn_latex_table(M_,title,LaTeXtitle,headers,labels,values,label_width,val_width,val_precis)
function dyn_latex_table(M_,title,LaTeXtitle,headers,labels,values,label_width,val_width,val_precis,optional_header)
OutputDirectoryName = CheckPath('Output',M_.dname);
%% get width of label column
if ~isempty(label_width)
if ~isempty(label_width)
label_width = max(size(deblank(char(headers(1,:),labels)),2)+2, ...
label_width);
label_width);
else %use default length
label_width = max(size(deblank(char(headers(1,:),labels)),2))+2;
end
@ -21,7 +21,7 @@ if any(values) < 0 %add one character for minus sign
values_length = values_length+1;
end
%% get width of header strings
%% get width of header strings
headers_length = max(size(deblank(headers(2:end,:)),2));
if ~isempty(val_width)
val_width = max(max(headers_length,values_length)+4,val_width);
@ -34,7 +34,7 @@ header_string_format = sprintf('$%%%ds$',val_width);
%Create and print header string
if length(headers) > 0
header_string = sprintf(label_format_leftbound ,deblank(headers(1,:)));
header_code_string='l|';
header_code_string='l';
for i=2:size(headers,1)
header_string = [header_string '\t & \t ' sprintf(header_string_format,strrep(deblank(headers(i,:)),'\','\\'))];
header_code_string= [header_code_string 'c'];
@ -49,25 +49,35 @@ fprintf(fidTeX,' \n');
fprintf(fidTeX,' \n');
fprintf(fidTeX,'\\begin{center}\n');
fprintf(fidTeX,['\\begin{longtable}{%s} \n'],header_code_string);
fprintf(fidTeX,['\\caption{',title,'}\\\\\n ']);
fprintf(fidTeX,['\\label{Table:',LaTeXtitle,'}\\\\\n']);
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
fprintf(fidTeX,'\\toprule \n');
if nargin==10
for ii=1:size(optional_header,1)
fprintf(fidTeX,'%s\n',optional_header{ii});
end
end
fprintf(fidTeX,header_string);
fprintf(fidTeX,'\\hline \\endfirsthead \n');
fprintf(fidTeX,'\\midrule \\endfirsthead \n');
fprintf(fidTeX,'\\caption{(continued)}\\\\\n ');
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
fprintf(fidTeX,'\\toprule \\\\ \n');
if nargin==10
for ii=1:size(optional_header,1)
fprintf(fidTeX,'%s\n',optional_header{ii});
end
end
fprintf(fidTeX,header_string);
fprintf(fidTeX,'\\hline \\endhead \n');
fprintf(fidTeX,['\\hline \\multicolumn{',num2str(size(headers,1)),'}{r}{(Continued on next page)} \\\\ \\hline \\endfoot \n']);
fprintf(fidTeX,'\\hline \\hline \\endlastfoot \n');
fprintf(fidTeX,'\\midrule \\endhead \n');
fprintf(fidTeX,['\\bottomrule \\multicolumn{',num2str(size(headers,1)),'}{r}{(Continued on next page)} \\\\ \\hline \\endfoot \n']);
fprintf(fidTeX,'\\bottomrule \\endlastfoot \n');
for i=1:size(values,1)
fprintf(fidTeX,label_format_leftbound,deblank(labels(i,:)));
fprintf(fidTeX,['\t & \t' value_format],values(i,:));
fprintf(fidTeX,' \\\\ \n');
end
fprintf(fidTeX,'\\end{longtable}\n ');
fprintf(fidTeX,'\\end{longtable}\n ');
fprintf(fidTeX,'\\end{center}\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);