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remove global from GetAllPosteriorDraws

kalman-mex
Willi Mutschler 2023-09-14 08:51:04 +02:00
parent 268d511e29
commit 9a4e022eb7
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GPG Key ID: 91E724BF17A73F6D
6 changed files with 26 additions and 26 deletions
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20
matlab/GetAllPosteriorDraws.m
View File

@ -1,8 +1,10 @@
function Draws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, nblcks, blck)
% function Draws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, nblcks, blck)
function Draws = GetAllPosteriorDraws(dname, fname, column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, nblcks, blck)
% function Draws = GetAllPosteriorDraws(dname, fname, column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, nblcks, blck)
% Gets all posterior draws
%
% INPUTS
% dname: name of directory with results
% fname: name of mod file
% column: column of desired parameter in draw matrix
% FirstMhFile: first mh file
% FirstLine: first line
@ -34,20 +36,18 @@ function Draws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumbe
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
global M_
iline = FirstLine;
linee = 1;
DirectoryName = CheckPath('metropolis',M_.dname);
DirectoryName = CheckPath('metropolis',dname);
if nblcks>1 && nargin<7
if nblcks>1 && nargin<9
Draws = zeros(NumberOfDraws*nblcks,1);
iline0=iline;
if column>0
for blck = 1:nblcks
iline=iline0;
for file = FirstMhFile:TotalNumberOfMhFile
load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
NumberOfLines = size(x2(iline:end,:),1);
Draws(linee:linee+NumberOfLines-1) = x2(iline:end,column);
linee = linee+NumberOfLines;
@ -58,7 +58,7 @@ if nblcks>1 && nargin<7
for blck = 1:nblcks
iline=iline0;
for file = FirstMhFile:TotalNumberOfMhFile
load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
NumberOfLines = size(logpo2(iline:end),1);
Draws(linee:linee+NumberOfLines-1) = logpo2(iline:end);
linee = linee+NumberOfLines;
@ -72,7 +72,7 @@ else
end
if column>0
for file = FirstMhFile:TotalNumberOfMhFile
load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
NumberOfLines = size(x2(iline:end,:),1);
Draws(linee:linee+NumberOfLines-1) = x2(iline:end,column);
linee = linee+NumberOfLines;
@ -80,7 +80,7 @@ else
end
else
for file = FirstMhFile:TotalNumberOfMhFile
load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
NumberOfLines = size(logpo2(iline:end,:),1);
Draws(linee:linee+NumberOfLines-1) = logpo2(iline:end);
linee = linee+NumberOfLines;

20
matlab/GetPosteriorParametersStatistics.m
View File

@ -94,7 +94,7 @@ if np
ip = nvx+nvn+ncx+ncn+1;
for i=1:np
if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
name = bayestopt_.name{ip};
oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
@ -103,7 +103,7 @@ if np
name = bayestopt_.name{ip};
[post_mean, hpd_interval, post_var] = Extractoo(oo_, name, type);
catch
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
name = bayestopt_.name{ip};
oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
@ -137,7 +137,7 @@ if nvx
disp(tit2)
for i=1:nvx
if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
k = estim_params_.var_exo(i,1);
name = M_.exo_names{k};
@ -149,7 +149,7 @@ if nvx
name = M_.exo_names{k};
[post_mean, hpd_interval, post_var] = Extractoo(oo_, name, type);
catch
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = ...
posterior_moments(Draws, 1, options_.mh_conf_sig);
k = estim_params_.var_exo(i,1);
@ -181,7 +181,7 @@ if nvn
ip = nvx+1;
for i=1:nvn
if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
@ -190,7 +190,7 @@ if nvn
name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
[post_mean,hpd_interval,post_var] = Extractoo(oo_,name,type);
catch
Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws, mh_nblck);
Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws, mh_nblck);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1,options_.mh_conf_sig);
name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
@ -220,7 +220,7 @@ if ncx
ip = nvx+nvn+1;
for i=1:ncx
if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1,options_.mh_conf_sig);
k1 = estim_params_.corrx(i,1);
k2 = estim_params_.corrx(i,2);
@ -237,7 +237,7 @@ if ncx
NAME = sprintf('%s_%s', M_.exo_names{k1}, M_.exo_names{k2});
[post_mean,hpd_interval,post_var] = Extractoo(oo_, NAME, type);
catch
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
k1 = estim_params_.corrx(i,1);
k2 = estim_params_.corrx(i,2);
@ -270,7 +270,7 @@ if ncn
ip = nvx+nvn+ncx+1;
for i=1:ncn
if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws, mh_nblck);
Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws, mh_nblck);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
k1 = estim_params_.corrn(i,1);
k2 = estim_params_.corrn(i,2);
@ -285,7 +285,7 @@ if ncn
NAME = sprintf('%s_%s', M_.endo_names{k1}, M_.endo_names{k2});
[post_mean,hpd_interval,post_var] = Extractoo(oo_, NAME, type);
catch
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
k1 = estim_params_.corrn(i,1);
k2 = estim_params_.corrn(i,2);

2
matlab/convergence_diagnostics/mcmc_diagnostics.m
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@ -79,7 +79,7 @@ for jj = 1:npar
par_name_temp = get_the_name(jj, options_.TeX, M_, estim_params_, options_);
param_name = vertcat(param_name, par_name_temp);
end
Draws = GetAllPosteriorDraws(jj, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
Draws = GetAllPosteriorDraws(M_.dname, M_.fname, jj, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
Draws = reshape(Draws, [NumberOfDraws nblck]);
Nc = min(1000, NumberOfDraws/2);
for ll = 1:nblck

2
matlab/mh_autocorrelation_function.m
View File

@ -60,7 +60,7 @@ nblck = size(record.LastParameters,1);
clear record;
% Get all the posterior draws:
PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck, blck);
PosteriorDraws = GetAllPosteriorDraws(M_.dname, M_.fname, column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck, blck);
% Compute the autocorrelation function:
[autocov,autocor] = sample_autocovariance(PosteriorDraws,options_.mh_autocorrelation_function_size);

4
matlab/prior_posterior_statistics.m
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@ -218,9 +218,9 @@ if strcmpi(type,'posterior')
mh_nblck = options_.mh_nblck;
if B==NumberOfDraws*mh_nblck
% we load all retained MH runs !
logpost=GetAllPosteriorDraws(0, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
logpost=GetAllPosteriorDraws(M_.dname, M_.fname, 0, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
for column=1:npar
x(:,column) = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
x(:,column) = GetAllPosteriorDraws(M_.dname, M_.fname, column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
end
else
logpost=NaN(B,1);

4
matlab/trace_plot.m
View File

@ -67,7 +67,7 @@ n_nblocks_to_plot=length(blck);
if n_nblocks_to_plot==1
% Get all the posterior draws:
PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, mh_nblck, blck);
PosteriorDraws = GetAllPosteriorDraws(M_.dname,M_.fname,column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, mh_nblck, blck);
else
PosteriorDraws=NaN(TotalNumberOfMhDraws,n_nblocks_to_plot);
save_string='';
@ -75,7 +75,7 @@ else
title_string_tex='';
end
for block_iter=1:n_nblocks_to_plot
PosteriorDraws(:,block_iter) = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, mh_nblck, blck(block_iter));
PosteriorDraws(:,block_iter) = GetAllPosteriorDraws(M_.dname, M_.fname, column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, mh_nblck, blck(block_iter));
save_string=[save_string,'_',num2str(blck(block_iter))];
if options_.TeX
title_string_tex=[title_string_tex, ', ' num2str(blck(block_iter))];