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irf files are now reshaped in PosteriorIRF. 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@667 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2006-03-10 16:23:44 +00:00
parent 3a4db43a83
commit 88098dfb5a
1 changed files with 51 additions and 20 deletions
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71
matlab/PosteriorIRF.m
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@ -11,14 +11,12 @@ offset = npar-np;
%%
MaxNumberOfPlotPerFigure = 9;% The square root must be an integer!
nn = sqrt(MaxNumberOfPlotPerFigure);
DirectoryName = CheckPath('Output');
if strcmpi(type,'posterior')
MhDirectoryName = CheckPath('metropolis');
else
MhDirectoryName = CheckPath('prior');
end
end
MAX_nirfs = ceil(options_.MaxNumberOfBytes/(options_.irf*length(oo_.steady_state)*M_.exo_nbr)/8)+50;
if strcmpi(type,'posterior')
@ -29,7 +27,9 @@ else% type = 'prior'
NumberOfDraws = 500;
end
B = min([round(.5*NumberOfDraws),500]);
try delete([MhDirectoryName '/' M_.fname '_IRFs*']);
catch disp('No _IRFs files to delete!')
end
irun = 0;
ifil = 1;
if strcmpi(type,'posterior')
@ -37,7 +37,7 @@ if strcmpi(type,'posterior')
else
h = waitbar(0,'Bayesian (prior) IRFs...');
end
if B >= MAX_nirfs
if B >= MAX_nirfs
stock_irf = zeros(options_.irf,M_.endo_nbr,M_.exo_nbr,MAX_nirfs);
else
stock_irf = zeros(options_.irf,M_.endo_nbr,M_.exo_nbr,B);
@ -73,7 +73,40 @@ for b=1:B
waitbar(b/B,h);
end
ifil = ifil-1;
close(h)
close(h);
%% Now I reshape the _irf files...
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
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
save([MhDirectoryName '/' M_.fname '_IRFs' int2str(NumberOfIRFfiles)],'STOCK_IRF');
end
for file = 1:NumberOfIRFfiles
delete([MhDirectoryName '/' M_.fname '_irf' int2str(file) '.mat'])
end
%% ... Done!
varlist = options_.varlist;
if isempty(varlist)
varlist = M_.endo_names;
@ -101,23 +134,21 @@ if options_.TeX
end
fprintf('MH: Posterior IRFs...\n');
tit(M_.exo_names_orig_ord,:) = M_.exo_names;
for i = 1:M_.exo_nbr
for j = 1:nvar
for k = 1:options_.irf
StartLine = 0;
tmp = zeros(B,1);
for file = 1:ifil
load([MhDirectoryName '/' M_.fname '_irf' int2str(file)]);
DeProfundis = size(stock_irf,4);
tmp(StartLine+1:StartLine+DeProfundis) = squeeze(stock_irf(k,SelecVariables(j),i,:));
StartLine = StartLine+DeProfundis;
kdx = 0;
for file = 1:NumberOfIRFfiles
load([MhDirectoryName '/' M_.fname '_IRFs' int2str(file)]);
for i = 1:M_.exo_nbr
for j = 1:nvar
for k = 1:size(STOCK_IRF,1)
kk = k+kdx;
[MeanIRF(kk,j,i),MedianIRF(kk,j,i),VarIRF(kk,j,i),HPDIRF(kk,:,j,i),DistribIRF(kk,:,j,i)] = ...
posterior_moments(squeeze(STOCK_IRF(k,SelecVariables(j),i,:)),0);
end
[MeanIRF(k,j,i),MedianIRF(k,j,i),VarIRF(k,j,i),HPDIRF(k,:,j,i),DistribIRF(k,:,j,i)] = posterior_moments(tmp,0);
end
disp([' Variable: ' deblank(M_.endo_names(SelecVariables(j),:)) ', orthogonalized shock to ' deblank(tit(i,:))])
end
end
clear stock_irf;
kdx = kdx + size(STOCK_IRF,1);
end
clear STOCK_IRF;
for i = 1:M_.exo_nbr
for j = 1:nvar
name = [deblank(M_.endo_names(SelecVariables(j),:)) '_' deblank(tit(i,:))];