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v4 random_walk_metropolis_hastings.m: changed initializationo of InitSizeArray to avoid 

uncomplete files when load_mh_files
                                      suppressed confusing reinitialization of 
                                      InitSizeArray at the end of a chain
                                      put back the report on average acceptation rate


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1756 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2008-03-30 09:31:06 +00:00
parent b67c5f596a
commit 5e1745ada7
1 changed files with 6 additions and 4 deletions
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10
matlab/random_walk_metropolis_hastings.m
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@ -37,7 +37,7 @@ load([MhDirectoryName '/' ModelName '_mh_history'],'record');
%%%%
%%%% NOW i run the (nblck-fblck+1) metropolis-hastings chains
%%%%
InitSizeArray = min([MAX_nruns*ones(nblck) nruns],[],2);
InitSizeArray = min([repmat(MAX_nruns,nblck,1) fline+nruns-1],[],2);
jscale = diag(bayestopt_.jscale);
for b = fblck:nblck
if (options_.load_mh_file~=0) & (fline(b)>1) & OpenOldFile(b)
@ -78,7 +78,6 @@ for b = fblck:nblck
waitbar(prtfrc,hh,[ '(' int2str(b) '/' int2str(nblck) ') ' sprintf('%f done, acceptation rate %f',prtfrc,isux/j)]);
if (irun == InitSizeArray(b)) | (j == nruns(b)) % Now I save the simulations
save([MhDirectoryName '/' ModelName '_mh' int2str(NewFile(b)) '_blck' int2str(b)],'x2','logpo2');
InitSizeArray(b) = min(nruns(b)-j,MAX_nruns);
fidlog = fopen([MhDirectoryName '/metropolis.log'],'a');
fprintf(fidlog,['\n']);
fprintf(fidlog,['%% Mh' int2str(NewFile(b)) 'Blck' int2str(b) ' (' datestr(now,0) ')\n']);
@ -107,13 +106,14 @@ for b = fblck:nblck
record.LastParameters(b,:) = x2(end,:);
record.LastLogLiK(b) = logpo2(end);
end
% size of next file in chain b
InitSizeArray(b) = min(nruns(b)-j,MAX_nruns);
% initialization of next file if necessary
if InitSizeArray(b)
x2 = zeros(InitSizeArray(b),npar);
logpo2 = zeros(InitSizeArray(b),1);
NewFile(b) = NewFile(b) + 1;
irun = 0;
else% InitSizeArray is equal to zero because we are at the end of an mc chain.
InitSizeArray(b) = min(nruns(b),MAX_nruns);
end
end
j=j+1;
@ -128,4 +128,6 @@ save([MhDirectoryName '/' ModelName '_mh_history'],'record');
disp(['MH: Number of mh files : ' int2str(NewFile(1)) ' per block.'])
disp(['MH: Total number of generated files : ' int2str(NewFile(1)*nblck) '.'])
disp(['MH: Total number of iterations : ' int2str((NewFile(1)-1)*MAX_nruns+irun-1) '.'])
disp(['MH: average acceptation rate per chain : ')
disp(record.AcceptationRates);
disp(' ')