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1) minor fix for number of runs == B (they were B+1); 

2) changes to header/comments
time-shift
Marco Ratto 2010-05-31 11:50:48 +02:00
parent 36903ee8e1
commit befe661f34
1 changed files with 20 additions and 30 deletions
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50
matlab/PosteriorIRF.m
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@ -11,6 +11,11 @@ function PosteriorIRF(type)
% SPECIAL REQUIREMENTS
% None
% PARALLEL CONTEXT
% This funtion has been parallelized in two different points. Then we have two core
% functions associated with it(the _core1 and _core2).
% See also the comments random_walk_metropolis_hastings.m funtion.
% Copyright (C) 2006-2008,2010 Dynare Team
%
% This file is part of Dynare.
@ -137,10 +142,8 @@ if MAX_nirfs_dsgevar
Companion_matrix = diag(ones(nvobs*(NumberOfLags-1),1),-nvobs);
end
%%%%%%%%% START the FIRST BLOCK of CODE EXECUTED in PARALLEL! %%%%%%%%%
%
% This portion of code is execute in parallel by PosteriorIRF_core1.m
% function.
% First block of code executed in parallel. The function devoted to do it is PosteriorIRF_core1.m
% function.
b = 0;
nosaddle = 0;
@ -154,13 +157,9 @@ localVars.irun = irun;
localVars.irun2=irun2;
localVars.nosaddle=nosaddle;
% It is necessary to rename 'type' to avoid conflict with
% a native matlab funtion.
localVars.typee=type;
localVars.type=type;
if strcmpi(type,'posterior'),
while b<=B
while b<B
b = b + 1;
x(b,:) = GetOneDraw(type);
end
@ -183,11 +182,11 @@ localVars.NumberOfIRFfiles_dsgevar=NumberOfIRFfiles_dsgevar;
localVars.ifil2=ifil2;
if isnumeric(options_.parallel),% | isunix, % for the moment exclude unix platform from parallel implementation
% Like sequential execution!
if isnumeric(options_.parallel),% | isunix, % For the moment exclude unix platform from parallel implementation.
[fout] = PosteriorIRF_core1(localVars,1,B,0);
else
% Parallel execution!
[nCPU, totCPU, nBlockPerCPU] = distributeJobs(options_.parallel, 1, B);
for j=1:totCPU-1,
nfiles = ceil(nBlockPerCPU(j)/MAX_nirfs_dsge);
@ -217,19 +216,14 @@ else
end
% END first parallel section!
% END parallel code!
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if nosaddle
disp(['PosteriorIRF :: Percentage of discarded posterior draws = ' num2str(nosaddle/(B+nosaddle))])
end
% if isnumeric(options_.parallel)
% close(h);
% end
ReshapeMatFiles('irf_dsge')
if MAX_nirfs_dsgevar
ReshapeMatFiles('irf_bvardsge')
@ -335,11 +329,10 @@ end
%%
% Second block of code executed in parallel, with the exception of file
% .tex generation always run in sequentially. This portion of code is execute in parallel by
% PosteriorIRF_core2.m function.
%%%%%%%%% START the SECOND BLOCK of CODE EXECUTED in PARALLEL! %%%%%%%%%
%
% This portion of code is execute in parallel by PosteriorIRF_core2.m
% function.
% Save the local variables.
localVars=[];
@ -360,7 +353,7 @@ localVars.varlist=varlist;
localVars.MaxNumberOfPlotPerFigure=MaxNumberOfPlotPerFigure;
%%% The files .TeX are genereted in sequential way!
%%% The files .TeX are genereted in sequential way always!
if options_.TeX
fidTeX = fopen([DirectoryName filesep M_.fname '_BayesianIRF.TeX'],'w');
@ -405,10 +398,10 @@ if options_.TeX
end
% The others format in parallel by PosteriorIRF_core2!
% The others file format are generated in parallel by PosteriorIRF_core2!
if isnumeric(options_.parallel) || (M_.exo_nbr*ceil(size(varlist,1)/MaxNumberOfPlotPerFigure))<8,% | isunix, % for the moment exclude unix platform from parallel implementation
% Comment for testing!
if isnumeric(options_.parallel) % || (M_.exo_nbr*ceil(size(varlist,1)/MaxNumberOfPlotPerFigure))<8,% | isunix, % for the moment exclude unix platform from parallel implementation
[fout] = PosteriorIRF_core2(localVars,1,M_.exo_nbr,0);
else
globalVars = struct('M_',M_, ...
@ -419,13 +412,10 @@ else
end
% END parallel code!
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
fprintf('MH: Posterior IRFs, done!\n');
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%