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Bug fix 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2751 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-06-10 10:55:48 +00:00
parent 1245d60326
commit 70202d0bb0
1 changed files with 13 additions and 5 deletions
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18
matlab/prior_sampler.m
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@ -68,28 +68,36 @@ function results = prior_sampler(drsave,M_,bayestopt_,options_,oo_)
TableOfInformations(2:end,3) = cumsum(TableOfInformations(2:end,2))+1; TableOfInformations(2:end,3) = cumsum(TableOfInformations(2:end,2))+1;
end end
TableOfInformations
pause
pdraws = cell(TableOfInformations(1,2),drsave+1) ; pdraws = cell(TableOfInformations(1,2),drsave+1) ;
sampled_prior_expectation = zeros(NumberOfParameters,1); sampled_prior_expectation = zeros(NumberOfParameters,1);
sampled_prior_covariance = zeros(NumberOfParameters,NumberOfParameters); sampled_prior_covariance = zeros(NumberOfParameters,NumberOfParameters);
file_line_number = 1;
% Simulations. % Simulations.
while iteration <= NumberOfSimulations while iteration <= NumberOfSimulations
loop_indx = loop_indx+1; loop_indx = loop_indx+1;
file_indx = find(TableOfInformations(:,3)==iteration); file_indx = find(TableOfInformations(2:end,3)==iteration);
if ~isempty(file_indx) && file_indx>1 if ~isempty(file_indx) && file_indx<rows(TableOfInformations)
save([ PriorDirectoryName '/prior_draws' int2str(file_indx-1) '.mat' ],'pdraws'); file_indx
save([ PriorDirectoryName '/prior_draws' int2str(TableOfInformations(file_indx,1)) '.mat' ],'pdraws');
pdraws = cell(TableOfInformations(file_indx,2),drsave+1); pdraws = cell(TableOfInformations(file_indx,2),drsave+1);
file_line_number = 1;
end end
params = prior_draw(); params = prior_draw();
set_all_parameters(params); set_all_parameters(params);
[dr,INFO] = resol(oo_.steady_state,work); [dr,INFO] = resol(oo_.steady_state,work);
switch INFO(1) switch INFO(1)
case 0 case 0
pdraws(iteration,1) = {params}; pdraws(file_line_number,1) = {params};
if drsave if drsave
pdraws(iteration,2) = {dr}; pdraws(file_line_number,2) = {dr};
end end
iteration = iteration+1; iteration = iteration+1;
file_line_number = file_line_number+1;
[sampled_prior_expectation,sampled_prior_covariance] = ... [sampled_prior_expectation,sampled_prior_covariance] = ...
recursive_prior_moments(sampled_prior_expectation,sampled_prior_covariance,params,iteration) ; recursive_prior_moments(sampled_prior_expectation,sampled_prior_covariance,params,iteration) ;
case 1 case 1