diff --git a/matlab/metropolis_run_analysis.m b/matlab/metropolis_run_analysis.m new file mode 100644 index 000000000..e91ff60fa --- /dev/null +++ b/matlab/metropolis_run_analysis.m @@ -0,0 +1,52 @@ +function metropolis_run_analysis(M,basetopt,j) +%function metropolis_run_analysis(M) +% analizes Metropolis runs +% +% INPUTS +% M: (struct) Model structure +% basetopt: (struct) Estimated parameters structure +% j: (int) Index of estimated paramter +% +% OUTPUTS +% none +% +% SPECIAL REQUIREMENTS +% none + +% Copyright (C) 2003-2009, 2010, 2011 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see . + +load([M.fname '/metropolis/' M.fname '_mh_history']) +nblck = record.Nblck; +ndraws = sum(record.MhDraws(:,1)); + +logPost = []; +params = []; +blck = 1; +for i=1:record.LastFileNumber + o=load([M.fname '/metropolis/' M.fname '_mh' int2str(i) '_blck' ... + int2str(blck)]); + logPost = [logPost; o.logpo2]; + params = [params; o.x2]; +end + +figure; +subplot(2,1,1) +plot(logPost) +subplot(2,1,2) +plot(params(:,j)) +title(['parameter ' int2str(j)]) \ No newline at end of file