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Fixes with screen output for parallel/octave + cosmethics

time-shift
Marco Ratto 2011-02-02 14:13:11 +01:00
parent 8111b671ff
commit bed32115d2
5 changed files with 171 additions and 147 deletions
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28
matlab/McMCDiagnostics_core.m
View File

@ -73,23 +73,29 @@ if whoiam
fMessageStatus(0,whoiam,waitbarString, waitbarTitle, Parallel(ThisMatlab));
end
for j=fpar:npar,
fprintf(' Parameter %d... ',j);
if exist('OCTAVE_VERSION'),
if (whoiam==0),
printf(' Parameter %d... ',j);
end
else
fprintf(' Parameter %d... ',j);
end
for b = 1:nblck
startline = 0;
for n = 1:NumberOfMcFilesPerBlock
%load([MhDirectoryName '/' mcfiles(n,1,b).name],'x2');
load([MhDirectoryName '/' M_.fname '_mh',int2str(n),'_blck' int2str(b) ...
'.mat'],'x2');
'.mat'],'x2');
nx2 = size(x2,1);
tmp((b-1)*NumberOfDraws+startline+(1:nx2),1) = x2(:,j);
% clear x2;
startline = startline + nx2;
end
% $$$ %load([MhDirectoryName '/' mcfiles(NumberOfMcFilesPerBlock,1,b).name],'x2');
% $$$ load([MhDirectoryName '/' M_.fname '_mh',int2str(NumberOfMcFilesPerBlock),'_blck' int2str(b) '.mat'],'x2');
% $$$ tmp((b-1)*NumberOfDraws+startline+1:(b-1)*NumberOfDraws+MAX_nruns*(LastFileNumber-1)+LastLineNumber,1) = x2(:,j);
% $$$ clear x2;
% $$$ startline = startline + LastLineNumber;
% $$$ %load([MhDirectoryName '/' mcfiles(NumberOfMcFilesPerBlock,1,b).name],'x2');
% $$$ load([MhDirectoryName '/' M_.fname '_mh',int2str(NumberOfMcFilesPerBlock),'_blck' int2str(b) '.mat'],'x2');
% $$$ tmp((b-1)*NumberOfDraws+startline+1:(b-1)*NumberOfDraws+MAX_nruns*(LastFileNumber-1)+LastLineNumber,1) = x2(:,j);
% $$$ clear x2;
% $$$ startline = startline + LastLineNumber;
end
tmp(:,2) = kron(transpose(1:nblck),ones(NumberOfDraws,1));
tmp(:,3) = kron(ones(nblck,1),time');
@ -116,7 +122,13 @@ for j=fpar:npar,
UDIAG(ligne,6,j-fpar+1) = UDIAG(ligne,6,j-fpar+1) + sum(abs(pmet(:,1)-moyenne).^3)/(n-1);
end
end
fprintf('Done! \n');
if exist('OCTAVE_VERSION'),
if (whoiam==0),
printf('Done! \n');
end
else
fprintf('Done! \n');
end
if whoiam,
waitbarString = [ 'Parameter ' int2str(j) '/' int2str(npar) ' done.'];
fMessageStatus((j-fpar+1)/(npar-fpar+1),whoiam,waitbarString, waitbarTitle, Parallel(ThisMatlab))

34
matlab/PosteriorIRF_core1.m
View File

@ -121,9 +121,9 @@ fpar0=fpar;
fpar = fpar-1;
if whoiam
ifil2=ifil2(whoiam);
NumberOfIRFfiles_dsge=NumberOfIRFfiles_dsge(whoiam);
NumberOfIRFfiles_dsgevar=NumberOfIRFfiles_dsgevar(whoiam);
ifil2=ifil2(whoiam);
NumberOfIRFfiles_dsge=NumberOfIRFfiles_dsge(whoiam);
NumberOfIRFfiles_dsgevar=NumberOfIRFfiles_dsgevar(whoiam);
end
% Parallel 'while' very good!!!
@ -184,10 +184,10 @@ while fpar<npar
while explosive_var
% draw from the marginal posterior of SIGMA
SIGMAu_draw = rand_inverse_wishart(nvobs, DSGE_PRIOR_WEIGHT-NumberOfParametersPerEquation, ...
SIGMA_inv_upper_chol);
SIGMA_inv_upper_chol);
% draw from the conditional posterior of PHI
PHI_draw = rand_matrix_normal(NumberOfParametersPerEquation,nvobs, PHI, ...
chol(SIGMAu_draw)', chol(iXX)');
chol(SIGMAu_draw)', chol(iXX)');
Companion_matrix(1:nvobs,:) = transpose(PHI_draw(1:NumberOfLagsTimesNvobs,:));
% Check for stationarity
explosive_var = any(abs(eig(Companion_matrix))>1.000000001);
@ -222,7 +222,7 @@ while fpar<npar
else
stock_irf_bvardsge(:,:,:,IRUN) = reshape(tmp_dsgevar,options_.irf,nvobs,M_.exo_nbr);
instr = [MhDirectoryName '/' M_.fname '_irf_bvardsge' ...
int2str(NumberOfIRFfiles_dsgevar) '.mat stock_irf_bvardsge;'];,
int2str(NumberOfIRFfiles_dsgevar) '.mat stock_irf_bvardsge;'];,
eval(['save ' instr]);
if RemoteFlag==1,
OutputFileName_bvardsge = [OutputFileName_bvardsge; {[MhDirectoryName filesep], [M_.fname '_irf_bvardsge' int2str(NumberOfIRFfiles_dsgevar) '.mat']}];
@ -238,7 +238,7 @@ while fpar<npar
if MAX_nirfs_dsgevar & (fpar == npar | IRUN == npar)
stock_irf_bvardsge = stock_irf_bvardsge(:,:,:,1:IRUN);
instr = [MhDirectoryName '/' M_.fname '_irf_bvardsge' ...
int2str(NumberOfIRFfiles_dsgevar) '.mat stock_irf_bvardsge;'];,
int2str(NumberOfIRFfiles_dsgevar) '.mat stock_irf_bvardsge;'];,
eval(['save ' instr]);
NumberOfIRFfiles_dsgevar = NumberOfIRFfiles_dsgevar+1;
if RemoteFlag==1,
@ -266,16 +266,20 @@ while fpar<npar
ifil2 = ifil2 + 1;
irun2 = 0;
end
if exist('OCTAVE_VERSION')
printf(['Posterior IRF %3.f%% done\r'],(fpar/npar*100));
elseif ~whoiam
if exist('OCTAVE_VERSION'),
if (whoiam==0),
printf(['Posterior IRF %3.f%% done\r'],(fpar/npar*100));
end
elseif ~whoiam,
waitbar(fpar/npar,h);
end
if whoiam,
fprintf('Done! \n');
waitbarString = [ 'Subdraw ' int2str(fpar) '/' int2str(npar) ' done.'];
fMessageStatus((fpar-fpar0)/(npar-fpar0),whoiam,waitbarString, waitbarTitle, Parallel(ThisMatlab));
end
if whoiam,
if ~exist('OCTAVE_VERSION')
fprintf('Done! \n');
end
waitbarString = [ 'Subdraw ' int2str(fpar) '/' int2str(npar) ' done.'];
fMessageStatus((fpar-fpar0)/(npar-fpar0),whoiam,waitbarString, waitbarTitle, Parallel(ThisMatlab));
end
end
if whoiam==0

6
matlab/independent_metropolis_hastings_core.m
View File

@ -105,7 +105,7 @@ for b = fblck:nblck,
rand('state',record.Seeds(b).Unifor);
if (options_.load_mh_file~=0) & (fline(b)>1) & OpenOldFile(b)
load(['./' MhDirectoryName '/' ModelName '_mh' int2str(NewFile(b)) ...
'_blck' int2str(b) '.mat'])
'_blck' int2str(b) '.mat'])
x2 = [x2;zeros(InitSizeArray(b)-fline(b)+1,npar)];
logpo2 = [logpo2;zeros(InitSizeArray(b)-fline(b)+1,1)];
OpenOldFile(b) = 0;
@ -164,7 +164,9 @@ for b = fblck:nblck,
if exist('OCTAVE_VERSION') || options_.console_mode
if mod(j, 10) == 0
if exist('OCTAVE_VERSION')
printf('MH: Computing Metropolis-Hastings (chain %d/%d): %3.f%% done, acception rate: %3.f%%\r', b, nblck, 100 * prtfrc, 100 * isux / j);
if (whoiam==0),
printf('MH: Computing Metropolis-Hastings (chain %d/%d): %3.f%% done, acception rate: %3.f%%\r', b, nblck, 100 * prtfrc, 100 * isux / j);
end
else
fprintf(' MH: Computing Metropolis-Hastings (chain %d/%d): %3.f \b%% done, acception rate: %3.f \b%%\r', b, nblck, 100 * prtfrc, 100 * isux / j);
end

64
matlab/prior_posterior_statistics_core.m
View File

@ -115,15 +115,15 @@ else
end
if RemoteFlag==1,
OutputFileName_smooth = {};
OutputFileName_update = {};
OutputFileName_inno = {};
OutputFileName_error = {};
OutputFileName_filter_step_ahead = {};
OutputFileName_param = {};
OutputFileName_forc_mean = {};
OutputFileName_forc_point = {};
% OutputFileName_moments = {};
OutputFileName_smooth = {};
OutputFileName_update = {};
OutputFileName_inno = {};
OutputFileName_error = {};
OutputFileName_filter_step_ahead = {};
OutputFileName_param = {};
OutputFileName_forc_mean = {};
OutputFileName_forc_point = {};
% OutputFileName_moments = {};
end
for b=fpar:B
@ -211,8 +211,8 @@ for b=fpar:B
stock = stock_update(:,:,1:irun(1)-1);
save([DirectoryName '/' M_.fname '_update' int2str(ifil(1)) '.mat'],'stock');
if RemoteFlag==1,
OutputFileName_smooth = [OutputFileName_smooth; {[DirectoryName filesep], [M_.fname '_smooth' int2str(ifil(1)) '.mat']}];
OutputFileName_update = [OutputFileName_update; {[DirectoryName filesep], [M_.fname '_update' int2str(ifil(1)) '.mat']}];
OutputFileName_smooth = [OutputFileName_smooth; {[DirectoryName filesep], [M_.fname '_smooth' int2str(ifil(1)) '.mat']}];
OutputFileName_update = [OutputFileName_update; {[DirectoryName filesep], [M_.fname '_update' int2str(ifil(1)) '.mat']}];
end
irun(1) = 1;
end
@ -222,7 +222,7 @@ for b=fpar:B
ifil(2) = ifil(2) + 1;
save([DirectoryName '/' M_.fname '_inno' int2str(ifil(2)) '.mat'],'stock');
if RemoteFlag==1,
OutputFileName_inno = [OutputFileName_inno; {[DirectoryName filesep], [M_.fname '_inno' int2str(ifil(2)) '.mat']}];
OutputFileName_inno = [OutputFileName_inno; {[DirectoryName filesep], [M_.fname '_inno' int2str(ifil(2)) '.mat']}];
end
irun(2) = 1;
end
@ -232,7 +232,7 @@ for b=fpar:B
ifil(3) = ifil(3) + 1;
save([DirectoryName '/' M_.fname '_error' int2str(ifil(3)) '.mat'],'stock');
if RemoteFlag==1,
OutputFileName_error = [OutputFileName_error; {[DirectoryName filesep], [M_.fname '_error' int2str(ifil(3)) '.mat']}];
OutputFileName_error = [OutputFileName_error; {[DirectoryName filesep], [M_.fname '_error' int2str(ifil(3)) '.mat']}];
end
irun(3) = 1;
end
@ -242,7 +242,7 @@ for b=fpar:B
ifil(4) = ifil(4) + 1;
save([DirectoryName '/' M_.fname '_filter_step_ahead' int2str(ifil(4)) '.mat'],'stock');
if RemoteFlag==1,
OutputFileName_filter_step_ahead = [OutputFileName_filter_step_ahead; {[DirectoryName filesep], [M_.fname '_filter_step_ahead' int2str(ifil(4)) '.mat']}];
OutputFileName_filter_step_ahead = [OutputFileName_filter_step_ahead; {[DirectoryName filesep], [M_.fname '_filter_step_ahead' int2str(ifil(4)) '.mat']}];
end
irun(4) = 1;
end
@ -252,7 +252,7 @@ for b=fpar:B
ifil(5) = ifil(5) + 1;
save([DirectoryName '/' M_.fname '_param' int2str(ifil(5)) '.mat'],'stock','stock_logpo','stock_ys');
if RemoteFlag==1,
OutputFileName_param = [OutputFileName_param; {[DirectoryName filesep], [M_.fname '_param' int2str(ifil(5)) '.mat']}];
OutputFileName_param = [OutputFileName_param; {[DirectoryName filesep], [M_.fname '_param' int2str(ifil(5)) '.mat']}];
end
irun(5) = 1;
end
@ -262,7 +262,7 @@ for b=fpar:B
ifil(6) = ifil(6) + 1;
save([DirectoryName '/' M_.fname '_forc_mean' int2str(ifil(6)) '.mat'],'stock');
if RemoteFlag==1,
OutputFileName_forc_mean = [OutputFileName_forc_mean; {[DirectoryName filesep], [M_.fname '_forc_mean' int2str(ifil(6)) '.mat']}];
OutputFileName_forc_mean = [OutputFileName_forc_mean; {[DirectoryName filesep], [M_.fname '_forc_mean' int2str(ifil(6)) '.mat']}];
end
irun(6) = 1;
end
@ -272,7 +272,7 @@ for b=fpar:B
ifil(7) = ifil(7) + 1;
save([DirectoryName '/' M_.fname '_forc_point' int2str(ifil(7)) '.mat'],'stock');
if RemoteFlag==1,
OutputFileName_forc_point = [OutputFileName_forc_point; {[DirectoryName filesep], [M_.fname '_forc_point' int2str(ifil(7)) '.mat']}];
OutputFileName_forc_point = [OutputFileName_forc_point; {[DirectoryName filesep], [M_.fname '_forc_point' int2str(ifil(7)) '.mat']}];
end
irun(7) = 1;
end
@ -287,17 +287,21 @@ for b=fpar:B
% irun(8) = 1;
% end
% DirectoryName=TempPath;
% DirectoryName=TempPath;
if exist('OCTAVE_VERSION')
printf('Taking subdraws: %3.f%% done\r', b/B*100);
if exist('OCTAVE_VERSION'),
if (whoiam==0),
printf('Taking subdraws: %3.f%% done\r', b/B*100);
end
elseif ~whoiam,
waitbar(b/B,h);
end
if whoiam,
fprintf('Done! \n');
if ~exist('OCTAVE_VERSION')
fprintf('Done! \n');
end
waitbarString = [ 'Subdraw ' int2str(b) '/' int2str(B) ' done.'];
fMessageStatus((b-fpar+1)/(B-fpar+1),whoiam,waitbarString, waitbarTitle, Parallel(ThisMatlab));
end
@ -305,15 +309,15 @@ end
myoutput.ifil=ifil;
if RemoteFlag==1,
myoutput.OutputFileName = [OutputFileName_smooth;
OutputFileName_update;
OutputFileName_inno;
OutputFileName_error;
OutputFileName_filter_step_ahead;
OutputFileName_param;
OutputFileName_forc_mean;
OutputFileName_forc_point];
% OutputFileName_moments];
myoutput.OutputFileName = [OutputFileName_smooth;
OutputFileName_update;
OutputFileName_inno;
OutputFileName_error;
OutputFileName_filter_step_ahead;
OutputFileName_param;
OutputFileName_forc_mean;
OutputFileName_forc_point];
% OutputFileName_moments];
end
if exist('OCTAVE_VERSION')

14
matlab/random_walk_metropolis_hastings_core.m
View File

@ -94,10 +94,10 @@ varargin=myinputs.varargin;
% Necessary only for remote computing!
if whoiam
Parallel=myinputs.Parallel;
% initialize persistent variables in priordens()
priordens(xparam1,bayestopt_.pshape,bayestopt_.p6,bayestopt_.p7, ...
bayestopt_.p3,bayestopt_.p4,1);
Parallel=myinputs.Parallel;
% initialize persistent variables in priordens()
priordens(xparam1,bayestopt_.pshape,bayestopt_.p6,bayestopt_.p7, ...
bayestopt_.p3,bayestopt_.p4,1);
end
% (re)Set the penalty
@ -138,7 +138,7 @@ for b = fblck:nblck,
rand('state',record.Seeds(b).Unifor);
if (options_.load_mh_file~=0) & (fline(b)>1) & OpenOldFile(b)
load(['./' MhDirectoryName '/' ModelName '_mh' int2str(NewFile(b)) ...
'_blck' int2str(b) '.mat'])
'_blck' int2str(b) '.mat'])
x2 = [x2;zeros(InitSizeArray(b)-fline(b)+1,npar)];
logpo2 = [logpo2;zeros(InitSizeArray(b)-fline(b)+1,1)];
OpenOldFile(b) = 0;
@ -201,7 +201,9 @@ for b = fblck:nblck,
if exist('OCTAVE_VERSION') || options_.console_mode
if mod(j, 10) == 0
if exist('OCTAVE_VERSION')
printf('MH: Computing Metropolis-Hastings (chain %d/%d): %3.f%% done, acception rate: %3.f%%\r', b, nblck, 100 * prtfrc, 100 * isux / j);
if (whoiam==0)
printf('MH: Computing Metropolis-Hastings (chain %d/%d): %3.f%% done, acception rate: %3.f%%\r', b, nblck, 100 * prtfrc, 100 * isux / j);
end
else
s0=repmat('\b',1,length(newString));
newString=sprintf('MH: Computing Metropolis-Hastings (chain %d/%d): %3.f%% done, acceptance rate: %3.f%%', b, nblck, 100 * prtfrc, 100 * isux / j);