remove global from GetAllPosteriorDraws
parent
268d511e29
commit
9a4e022eb7
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@ -1,8 +1,10 @@
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function Draws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, nblcks, blck)
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function Draws = GetAllPosteriorDraws(dname, fname, column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, nblcks, blck)
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% function Draws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, nblcks, blck)
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% function Draws = GetAllPosteriorDraws(dname, fname, column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, nblcks, blck)
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% Gets all posterior draws
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% Gets all posterior draws
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%
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%
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% INPUTS
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% INPUTS
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% dname: name of directory with results
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% fname: name of mod file
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% column: column of desired parameter in draw matrix
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% column: column of desired parameter in draw matrix
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% FirstMhFile: first mh file
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% FirstMhFile: first mh file
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% FirstLine: first line
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% FirstLine: first line
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@ -34,20 +36,18 @@ function Draws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumbe
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% You should have received a copy of the GNU General Public License
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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global M_
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iline = FirstLine;
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iline = FirstLine;
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linee = 1;
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linee = 1;
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DirectoryName = CheckPath('metropolis',M_.dname);
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DirectoryName = CheckPath('metropolis',dname);
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if nblcks>1 && nargin<7
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if nblcks>1 && nargin<9
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Draws = zeros(NumberOfDraws*nblcks,1);
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Draws = zeros(NumberOfDraws*nblcks,1);
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iline0=iline;
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iline0=iline;
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if column>0
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if column>0
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for blck = 1:nblcks
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for blck = 1:nblcks
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iline=iline0;
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iline=iline0;
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for file = FirstMhFile:TotalNumberOfMhFile
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for file = FirstMhFile:TotalNumberOfMhFile
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load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
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load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
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NumberOfLines = size(x2(iline:end,:),1);
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NumberOfLines = size(x2(iline:end,:),1);
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Draws(linee:linee+NumberOfLines-1) = x2(iline:end,column);
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Draws(linee:linee+NumberOfLines-1) = x2(iline:end,column);
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linee = linee+NumberOfLines;
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linee = linee+NumberOfLines;
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@ -58,7 +58,7 @@ if nblcks>1 && nargin<7
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for blck = 1:nblcks
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for blck = 1:nblcks
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iline=iline0;
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iline=iline0;
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for file = FirstMhFile:TotalNumberOfMhFile
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for file = FirstMhFile:TotalNumberOfMhFile
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load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
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load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
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NumberOfLines = size(logpo2(iline:end),1);
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NumberOfLines = size(logpo2(iline:end),1);
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Draws(linee:linee+NumberOfLines-1) = logpo2(iline:end);
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Draws(linee:linee+NumberOfLines-1) = logpo2(iline:end);
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linee = linee+NumberOfLines;
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linee = linee+NumberOfLines;
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@ -72,7 +72,7 @@ else
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end
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end
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if column>0
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if column>0
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for file = FirstMhFile:TotalNumberOfMhFile
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for file = FirstMhFile:TotalNumberOfMhFile
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load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
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load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
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NumberOfLines = size(x2(iline:end,:),1);
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NumberOfLines = size(x2(iline:end,:),1);
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Draws(linee:linee+NumberOfLines-1) = x2(iline:end,column);
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Draws(linee:linee+NumberOfLines-1) = x2(iline:end,column);
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linee = linee+NumberOfLines;
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linee = linee+NumberOfLines;
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@ -80,7 +80,7 @@ else
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end
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end
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else
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else
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for file = FirstMhFile:TotalNumberOfMhFile
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for file = FirstMhFile:TotalNumberOfMhFile
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load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
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load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
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NumberOfLines = size(logpo2(iline:end,:),1);
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NumberOfLines = size(logpo2(iline:end,:),1);
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Draws(linee:linee+NumberOfLines-1) = logpo2(iline:end);
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Draws(linee:linee+NumberOfLines-1) = logpo2(iline:end);
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linee = linee+NumberOfLines;
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linee = linee+NumberOfLines;
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@ -94,7 +94,7 @@ if np
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ip = nvx+nvn+ncx+ncn+1;
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ip = nvx+nvn+ncx+ncn+1;
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for i=1:np
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for i=1:np
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if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
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if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
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Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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name = bayestopt_.name{ip};
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name = bayestopt_.name{ip};
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oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
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oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
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@ -103,7 +103,7 @@ if np
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name = bayestopt_.name{ip};
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name = bayestopt_.name{ip};
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[post_mean, hpd_interval, post_var] = Extractoo(oo_, name, type);
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[post_mean, hpd_interval, post_var] = Extractoo(oo_, name, type);
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catch
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catch
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Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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name = bayestopt_.name{ip};
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name = bayestopt_.name{ip};
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oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
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oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
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@ -137,7 +137,7 @@ if nvx
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disp(tit2)
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disp(tit2)
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for i=1:nvx
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for i=1:nvx
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if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
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if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
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Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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k = estim_params_.var_exo(i,1);
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k = estim_params_.var_exo(i,1);
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name = M_.exo_names{k};
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name = M_.exo_names{k};
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@ -149,7 +149,7 @@ if nvx
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name = M_.exo_names{k};
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name = M_.exo_names{k};
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[post_mean, hpd_interval, post_var] = Extractoo(oo_, name, type);
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[post_mean, hpd_interval, post_var] = Extractoo(oo_, name, type);
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catch
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catch
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Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = ...
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = ...
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posterior_moments(Draws, 1, options_.mh_conf_sig);
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posterior_moments(Draws, 1, options_.mh_conf_sig);
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k = estim_params_.var_exo(i,1);
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k = estim_params_.var_exo(i,1);
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@ -181,7 +181,7 @@ if nvn
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ip = nvx+1;
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ip = nvx+1;
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for i=1:nvn
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for i=1:nvn
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if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
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if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
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Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
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name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
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oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
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oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
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@ -190,7 +190,7 @@ if nvn
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name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
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name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
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[post_mean,hpd_interval,post_var] = Extractoo(oo_,name,type);
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[post_mean,hpd_interval,post_var] = Extractoo(oo_,name,type);
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catch
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catch
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Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws, mh_nblck);
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Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws, mh_nblck);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1,options_.mh_conf_sig);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1,options_.mh_conf_sig);
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name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
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name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
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oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
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oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
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ip = nvx+nvn+1;
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ip = nvx+nvn+1;
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for i=1:ncx
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for i=1:ncx
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if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
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if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
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Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1,options_.mh_conf_sig);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1,options_.mh_conf_sig);
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k1 = estim_params_.corrx(i,1);
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k1 = estim_params_.corrx(i,1);
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k2 = estim_params_.corrx(i,2);
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k2 = estim_params_.corrx(i,2);
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@ -237,7 +237,7 @@ if ncx
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NAME = sprintf('%s_%s', M_.exo_names{k1}, M_.exo_names{k2});
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NAME = sprintf('%s_%s', M_.exo_names{k1}, M_.exo_names{k2});
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[post_mean,hpd_interval,post_var] = Extractoo(oo_, NAME, type);
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[post_mean,hpd_interval,post_var] = Extractoo(oo_, NAME, type);
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catch
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catch
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Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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k1 = estim_params_.corrx(i,1);
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k1 = estim_params_.corrx(i,1);
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k2 = estim_params_.corrx(i,2);
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k2 = estim_params_.corrx(i,2);
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@ -270,7 +270,7 @@ if ncn
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ip = nvx+nvn+ncx+1;
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ip = nvx+nvn+ncx+1;
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for i=1:ncn
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for i=1:ncn
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if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
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if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
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Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws, mh_nblck);
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Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws, mh_nblck);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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k1 = estim_params_.corrn(i,1);
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k1 = estim_params_.corrn(i,1);
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k2 = estim_params_.corrn(i,2);
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k2 = estim_params_.corrn(i,2);
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NAME = sprintf('%s_%s', M_.endo_names{k1}, M_.endo_names{k2});
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NAME = sprintf('%s_%s', M_.endo_names{k1}, M_.endo_names{k2});
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[post_mean,hpd_interval,post_var] = Extractoo(oo_, NAME, type);
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[post_mean,hpd_interval,post_var] = Extractoo(oo_, NAME, type);
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catch
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catch
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Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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Draws = GetAllPosteriorDraws(M_.dname, M_.fname, ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
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k1 = estim_params_.corrn(i,1);
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k1 = estim_params_.corrn(i,1);
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k2 = estim_params_.corrn(i,2);
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k2 = estim_params_.corrn(i,2);
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par_name_temp = get_the_name(jj, options_.TeX, M_, estim_params_, options_);
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par_name_temp = get_the_name(jj, options_.TeX, M_, estim_params_, options_);
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param_name = vertcat(param_name, par_name_temp);
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param_name = vertcat(param_name, par_name_temp);
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end
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end
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Draws = GetAllPosteriorDraws(jj, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
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Draws = GetAllPosteriorDraws(M_.dname, M_.fname, jj, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
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Draws = reshape(Draws, [NumberOfDraws nblck]);
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Draws = reshape(Draws, [NumberOfDraws nblck]);
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Nc = min(1000, NumberOfDraws/2);
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Nc = min(1000, NumberOfDraws/2);
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for ll = 1:nblck
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for ll = 1:nblck
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@ -60,7 +60,7 @@ nblck = size(record.LastParameters,1);
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clear record;
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clear record;
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% Get all the posterior draws:
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% Get all the posterior draws:
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PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck, blck);
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PosteriorDraws = GetAllPosteriorDraws(M_.dname, M_.fname, column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck, blck);
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% Compute the autocorrelation function:
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% Compute the autocorrelation function:
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[autocov,autocor] = sample_autocovariance(PosteriorDraws,options_.mh_autocorrelation_function_size);
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[autocov,autocor] = sample_autocovariance(PosteriorDraws,options_.mh_autocorrelation_function_size);
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@ -218,9 +218,9 @@ if strcmpi(type,'posterior')
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mh_nblck = options_.mh_nblck;
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mh_nblck = options_.mh_nblck;
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if B==NumberOfDraws*mh_nblck
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if B==NumberOfDraws*mh_nblck
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% we load all retained MH runs !
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% we load all retained MH runs !
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logpost=GetAllPosteriorDraws(0, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
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logpost=GetAllPosteriorDraws(M_.dname, M_.fname, 0, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
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for column=1:npar
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for column=1:npar
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x(:,column) = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
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x(:,column) = GetAllPosteriorDraws(M_.dname, M_.fname, column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
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end
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end
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else
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else
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logpost=NaN(B,1);
|
logpost=NaN(B,1);
|
||||||
|
|
|
@ -67,7 +67,7 @@ n_nblocks_to_plot=length(blck);
|
||||||
|
|
||||||
if n_nblocks_to_plot==1
|
if n_nblocks_to_plot==1
|
||||||
% Get all the posterior draws:
|
% 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
|
else
|
||||||
PosteriorDraws=NaN(TotalNumberOfMhDraws,n_nblocks_to_plot);
|
PosteriorDraws=NaN(TotalNumberOfMhDraws,n_nblocks_to_plot);
|
||||||
save_string='';
|
save_string='';
|
||||||
|
@ -75,7 +75,7 @@ else
|
||||||
title_string_tex='';
|
title_string_tex='';
|
||||||
end
|
end
|
||||||
for block_iter=1:n_nblocks_to_plot
|
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))];
|
save_string=[save_string,'_',num2str(blck(block_iter))];
|
||||||
if options_.TeX
|
if options_.TeX
|
||||||
title_string_tex=[title_string_tex, ', ' num2str(blck(block_iter))];
|
title_string_tex=[title_string_tex, ', ' num2str(blck(block_iter))];
|
||||||
|
|
Loading…
Reference in New Issue