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A new function that allows to reshape the mat files generated by dynare more efficiently. 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@682 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2006-03-16 17:07:58 +00:00
parent 0514df601f
commit 5d9b47190e
1 changed files with 104 additions and 0 deletions
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matlab/ReshapeMatFiles.m Normal file
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function ReshapeMatFiles(type)
% Rehape and sort (along the mcmc simulations) the mat files generated
% by DYNARE.
global M_ options_
MhDirectoryName = [ CheckPath('metropolis') '/' ];
switch type
case 'irf'
IRFfiles = dir([MhDirectoryName M_.fname '_irf*']);
NumberOfIRFfiles = length(IRFfiles);
if NumberOfIRFfiles>1
NumberOfPeriodsPerIRFfiles = ceil(options_.irf/NumberOfIRFfiles);
reste = options_.irf-NumberOfPeriodsPerIRFfiles*(NumberOfIRFfiles-1);
idx = 0;
jdx = 0;
for f1=1:NumberOfIRFfiles-1
STOCK_IRF = zeros(NumberOfPeriodsPerIRFfiles,M_.endo_nbr,M_.exo_nbr,B);
for f2 = 1:NumberOfIRFfiles
load([MhDirectoryName M_.fname '_irf' int2str(f2)]);
STOCK_IRF(:,:,:,idx+1:idx+size(stock_irf,4)) = stock_irf(jdx+1:jdx+NumberOfPeriodsPerIRFfiles,:,:,:);
idx = idx+size(stock_irf,4);
end
STOCK_IRF = sort(STOCK_IRF,4);
save([MhDirectoryName M_.fname '_IRFs' int2str(f1)],'STOCK_IRF');
jdx = jdx + NumberOfPeriodsPerIRFfiles;
idx = 0;
end
STOCK_IRF = zeros(reste,M_.endo_nbr,M_.exo_nbr,B);
for f2 = 1:NumberOfIRFfiles
load([MhDirectoryName M_.fname '_irf' int2str(f2)]);
STOCK_IRF(:,:,:,idx+1:idx+size(stock_irf,4)) = stock_irf(jdx+1:jdx+reste,:,:,:);
idx = idx+size(stock_irf,4);
end
STOCK_IRF = sort(STOCK_IRF,4);
save([MhDirectoryName M_.fname '_IRFs' int2str(NumberOfIRFfiles)],'STOCK_IRF');
else
load([MhDirectoryName M_.fname '_irf1']);
STOCK_IRF = sort(stock_irf,4);
save([MhDirectoryName M_.fname '_IRFs' int2str(1)],'STOCK_IRF');
end
for file = 1:NumberOfIRFfiles
delete([MhDirectoryName M_.fname '_irf' int2str(file) '.mat'])
end
case { 'smooth' , 'filter' , 'error' , 'innov' , 'forcst' , 'forcst1' }
TYPEfiles = dir([MhDirectoryName M_.fname '_' type '*']);
NumberOfTYPEfiles = length(TYPEfiles);
switch type
case 'smooth'
CAPtype = 'SMOOTH';
TYPEsize = [ M_.endo_nbr , options_.nobs ];
case 'filter'
CAPtype = 'FILTER';
TYPEsize = [ M_.endo_nbr , options_.nobs + 1 ];% TO BE CHECKED!
case 'error'
CAPtype = 'ERROR';
TYPEsize = [ size(options_.varobs,1) , options_.nobs ];
case 'innov'
CAPtype = 'INNOV';
TYPEsize = [ M_.exo_nbr , options_.nobs ];
case 'forcst'
CAPtype = 'forcst';
TYPEsize = [ M_.endo_nbr , options_.forecast ];
case 'forcst1'
CAPtype = 'forcst1';
TYPEsize = [ M_.endo_nbr , options_.forecast ];
end
if NumberOfTYPEfiles>1
NumberOfPeriodsPerTYPEfiles = ceil( TYPEsize(2)/NumberOfTYPEfiles );
reste = TYPEsize(2)-NumberOfPeriodsPerTYPEfiles*(NumberOfTYPEfiles-1);
idx = 0;
jdx = 0;
for f1=1:NumberOfIRFfiles-1
eval(['STOCK_' CAPtype ' = zeros(TYPEsize(1),NumberOfPeriodsPerTYPEfiles,B);'])
for f2 = 1:NumberOfIRFfiles
load([MhDirectoryName M_.fname '_' type int2str(f2)]);
eval(['STOCK_' CAPtype '(:,:,idx+1:idx+size(stock_ ' type ',3))=stock_' type '(:,jdx+1:jdx+NumberOfPeriodsPerTYPEfiles,:);'])
eval(['idx = idx + size(stock_' type ',3);'])
end
eval(['STOCK_' CAPtype ' = sort(STOCK_ ' CAPtype ',3);'])
save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(f1)],['STOCK_' CAPtype]);
jdx = jdx + NumberOfPeriodsPerIRFfiles;
idx = 0;
end
eval(['STOCK_' CAPtype ' = zeros(TYPEsize(1),reste,B);'])
for f2 = 1:NumberOfIRFfiles
load([MhDirectoryName M_.fname '_' type int2str(f2)]);
eval(['STOCK_' CAPtype '(:,:,idx+1:idx+size(stock_ ' type ',3))=stock_' type '(:,jdx+1:jdx+reste,:);'])
eval(['idx = idx + size(stock_' type ',3);'])
end
eval(['STOCK_' CAPtype ' = sort(STOCK_ ' CAPtype ',3);'])
save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(NumberOfIRFfiles)],['STOCK_' CAPtype]);
else
load([MhDirectoryName M_.fname '_' type '1']);
eval(['STOCK_' CAPtype ' = sort(stock_' type ',3);'])
save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(1)],['STOCK_' CAPtype ]);
end
for file = 1:NumberOfTYPEfiles
delete([MhDirectoryName M_.fname '_' type ' int2str(file) '.mat'])
end
otherwise
disp('ReshapeMatFiles :: Unknown format!')
return
end