From 482f2bdd2c75c9ef5e69a9ae339f7fcd42dcbc57 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Sun, 13 Dec 2015 16:41:41 +0100 Subject: [PATCH] Add LaTeX output to Geweke convergence diagnostics Also allows for custom header part in dyn_latex_table.m --- matlab/McMCDiagnostics.m | 42 ++++++++++++++++++++++++++++------------ matlab/dyn_latex_table.m | 36 +++++++++++++++++++++------------- 2 files changed, 53 insertions(+), 25 deletions(-) diff --git a/matlab/McMCDiagnostics.m b/matlab/McMCDiagnostics.m index 540b43d63..1333f7cf8 100644 --- a/matlab/McMCDiagnostics.m +++ b/matlab/McMCDiagnostics.m @@ -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; diff --git a/matlab/dyn_latex_table.m b/matlab/dyn_latex_table.m index 0251179e9..3bb4c92ce 100644 --- a/matlab/dyn_latex_table.m +++ b/matlab/dyn_latex_table.m @@ -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); \ No newline at end of file