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Prior densities are also saved in oo_ (new field). 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1247 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2007-04-15 12:54:35 +00:00
parent 1c2d99c935
commit be4be64408
1 changed files with 16 additions and 6 deletions
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22
matlab/PlotPosteriorDistributions.m
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@ -55,15 +55,19 @@ for i=1:npar
name = deblank(M_.exo_names(estim_params_.var_exo(i,1),:));
eval(['x1 = oo_.posterior_density.shocks_std.' name '(:,1);'])
eval(['f1 = oo_.posterior_density.shocks_std.' name '(:,2);'])
eval(['oo_.prior_density.shocks_std.' name '(:,1) = x2;'])
eval(['oo_.prior_density.shocks_std.' name '(:,2) = f2;'])
if options_.posterior_mode_estimation
eval(['pmode = oo_.posterior_mode.shocks_std.' name ';'])
eval(['pmod = oo_.posterior_mode.shocks_std.' name ';'])
end
elseif i <= nvx+nvn
name = deblank(options_.varobs(estim_params_.var_endo(i-nvx,1),:));
eval(['x1 = oo_.posterior_density.measurement_errors_std.' name '(:,1);'])
eval(['f1 = oo_.posterior_density.measurement_errors_std.' name '(:,2);'])
eval(['oo_.prior_density.mearsurement_errors_std.' name '(:,1) = x2;'])
eval(['oo_.prior_density.measurement_errors_std.' name '(:,2) = f2;'])
if options_.posterior_mode_estimation
eval(['pmode = oo_.posterior_mode.measurement_errors_std.' name ';'])
eval(['pmod = oo_.posterior_mode.measurement_errors_std.' name ';'])
end
elseif i <= nvx+nvn+ncx
j = i - (nvx+nvn)
@ -72,8 +76,10 @@ for i=1:npar
name = [deblank(M_.exo_names(k1,:)) '_' deblank(M_.exo_names(k2,:))];
eval(['x1 = oo_.posterior_density.shocks_corr.' name '(:,1);'])
eval(['f1 = oo_.posterior_density.shocks_corr.' name '(:,2);'])
eval(['oo_.prior_density.shocks_corr.' name '(:,1) = x2;'])
eval(['oo_.prior_density.shocks_corr.' name '(:,2) = f2;'])
if options_.posterior_mode_estimation
eval(['pmode = oo_.posterior_mode.shocks_corr.' name ';'])
eval(['pmod = oo_.posterior_mode.shocks_corr.' name ';'])
end
elseif i <= nvx+nvn+ncx+ncn
j = i - (nvx+nvn+ncx);
@ -82,16 +88,20 @@ for i=1:npar
name = [deblank(M_.endo_names(k1,:)) '_' deblank(M_.endo_names(k2,:))];
eval(['x1 = oo_.posterior_density.measurement_errors_corr.' name '(:,1);'])
eval(['f1 = oo_.posterior_density.measurement_errors_corr.' name '(:,2);'])
eval(['oo_.prior_density.mearsurement_errors_corr.' name '(:,1) = x2;'])
eval(['oo_.prior_density.measurement_errors_corr.' name '(:,2) = f2;'])
if options_.posterior_mode_estimation
eval(['pmode = oo_.posterior_mode.measurement_errors_corr.' name ';'])
eval(['pmod = oo_.posterior_mode.measurement_errors_corr.' name ';'])
end
else
j = i - (nvx+nvn+ncx+ncn);
name = deblank(M_.param_names(estim_params_.param_vals(j,1),:));
eval(['x1 = oo_.posterior_density.parameters.' name '(:,1);'])
eval(['f1 = oo_.posterior_density.parameters.' name '(:,2);'])
eval(['oo_.prior_density.parameters.' name '(:,1) = x2;'])
eval(['oo_.prior_density.parameters.' name '(:,2) = f2;'])
if options_.posterior_mode_estimation
eval(['pmode = oo_.posterior_mode.parameters.' name ';'])
eval(['pmod = oo_.posterior_mode.parameters.' name ';'])
end
end
top1 = max(f1);
@ -106,7 +116,7 @@ for i=1:npar
hold on;
plot(x1,f1,'-k','linewidth',2);
if options_.posterior_mode_estimation
plot( [pmode pmode], [0.0 1.1*top0], '--g', 'linewidth', 2);
plot( [pmod pmod], [0.0 1.1*top0], '--g', 'linewidth', 2);
end
box on;
axis([borneinf bornesup 0 1.1*top0]);