Bug fixes.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@683 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
adjemian
parent
5d9b47190e
commit
dcf7e1938e
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@ -1,70 +1,89 @@
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function ReshapeMatFiles(type)
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% Rehape and sort (along the mcmc simulations) the mat files generated
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% Reshape and sort (along the mcmc simulations) the mat files generated
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% by DYNARE.
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%
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% 4D-arrays are splitted along the first dimension.
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% 3D-arrays are splitted along the second dimension.
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%
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%
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global M_ options_
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MhDirectoryName = [ CheckPath('metropolis') '/' ];
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switch type
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case 'irf'
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IRFfiles = dir([MhDirectoryName M_.fname '_irf*']);
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NumberOfIRFfiles = length(IRFfiles);
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if NumberOfIRFfiles>1
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NumberOfPeriodsPerIRFfiles = ceil(options_.irf/NumberOfIRFfiles);
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reste = options_.irf-NumberOfPeriodsPerIRFfiles*(NumberOfIRFfiles-1);
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CAPtype = 'IRF';
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TYPEsize = [ options_.irf , M_.endo_nbr , M_.exo_nbr ];
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TYPEarray = 4;
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case 'smooth'
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CAPtype = 'SMOOTH';
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TYPEsize = [ M_.endo_nbr , options_.nobs ];
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TYPEarray = 3;
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case 'filter'
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CAPtype = 'FILTER';
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TYPEsize = [ M_.endo_nbr , options_.nobs + 1 ];% TO BE CHECKED!
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TYPEarray = 3;
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case 'error'
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CAPtype = 'ERROR';
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TYPEsize = [ size(options_.varobs,1) , options_.nobs ];
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TYPEarray = 3;
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case 'innov'
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CAPtype = 'INNOV';
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TYPEsize = [ M_.exo_nbr , options_.nobs ];
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TYPEarray = 3;
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case 'forcst'
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CAPtype = 'FORCST';
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TYPEsize = [ M_.endo_nbr , options_.forecast ];
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TYPEarray = 3;
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case 'forcst1'
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CAPtype = 'FORCST1';
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TYPEsize = [ M_.endo_nbr , options_.forecast ];
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TYPEarray = 3;
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otherwise
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disp('ReshapeMatFiles :: Unknown format!')
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return
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end
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TYPEfiles = dir([MhDirectoryName M_.fname '_' type '*']);
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NumberOfTYPEfiles = length(TYPEfiles);
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switch TYPEarray
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case 4
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if NumberOfTYPEfiles>1
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NumberOfPeriodsPerTYPEfiles = ceil(TYPEsize(1)/NumberOfTYPEfiles);
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reste = TYPEsize(1)-NumberOfPeriodsPerTYPEfiles*(NumberOfTYPEfiles-1);
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idx = 0;
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jdx = 0;
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for f1=1:NumberOfIRFfiles-1
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STOCK_IRF = zeros(NumberOfPeriodsPerIRFfiles,M_.endo_nbr,M_.exo_nbr,B);
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for f1=1:NumberOfTYPEfiles-1
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eval(['STOCK_' CAPtype ' = zeros(NumberOfPeriodsPerTYPEfiles,TYPEsize(2),TYPEsize(3),B);'])
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for f2 = 1:NumberOfIRFfiles
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load([MhDirectoryName M_.fname '_irf' int2str(f2)]);
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STOCK_IRF(:,:,:,idx+1:idx+size(stock_irf,4)) = stock_irf(jdx+1:jdx+NumberOfPeriodsPerIRFfiles,:,:,:);
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idx = idx+size(stock_irf,4);
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load([MhDirectoryName M_.fname '_' type int2str(f2)]);
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eval(['STOCK_' CAPtype '(:,:,:,idx+1:idx+size(stock_ ' type ',4))=stock_' type ...
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'(jdx+1:jdx+NumberOfPeriodsPerTYPEfiles,:,:,:);'])
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eval(['idx = idx + size(stock_' type ',4);'])
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end
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STOCK_IRF = sort(STOCK_IRF,4);
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save([MhDirectoryName M_.fname '_IRFs' int2str(f1)],'STOCK_IRF');
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jdx = jdx + NumberOfPeriodsPerIRFfiles;
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eval(['STOCK_' CAPtype ' = sort(STOCK_ ' CAPtype ',4);'])
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(f1)],['STOCK_' CAPtype]);
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jdx = jdx + NumberOfPeriodsPerTYPEfiles;
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idx = 0;
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end
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STOCK_IRF = zeros(reste,M_.endo_nbr,M_.exo_nbr,B);
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for f2 = 1:NumberOfIRFfiles
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load([MhDirectoryName M_.fname '_irf' int2str(f2)]);
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STOCK_IRF(:,:,:,idx+1:idx+size(stock_irf,4)) = stock_irf(jdx+1:jdx+reste,:,:,:);
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idx = idx+size(stock_irf,4);
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eval(['STOCK_' CAPtype ' = zeros(reste,TYPEsize(2),TYPEsize(3),B);'])
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for f2 = 1:NumberOfTYPEfiles
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load([MhDirectoryName M_.fname '_' type int2str(f2)]);
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eval(['STOCK_' CAPtype '(:,:,:,idx+1:idx+size(stock_ ' type ',4))=stock_' type '(jdx+1:jdx+reste,:,:,:);'])
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eval(['idx = idx + size(stock_' type ',4);'])
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end
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STOCK_IRF = sort(STOCK_IRF,4);
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save([MhDirectoryName M_.fname '_IRFs' int2str(NumberOfIRFfiles)],'STOCK_IRF');
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eval(['STOCK_' CAPtype ' = sort(STOCK_ ' CAPtype ',4);'])
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(NumberOfTYPEfiles)],['STOCK_' CAPtype]);
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else
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load([MhDirectoryName M_.fname '_irf1']);
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STOCK_IRF = sort(stock_irf,4);
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save([MhDirectoryName M_.fname '_IRFs' int2str(1)],'STOCK_IRF');
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end
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for file = 1:NumberOfIRFfiles
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delete([MhDirectoryName M_.fname '_irf' int2str(file) '.mat'])
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end
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case { 'smooth' , 'filter' , 'error' , 'innov' , 'forcst' , 'forcst1' }
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TYPEfiles = dir([MhDirectoryName M_.fname '_' type '*']);
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NumberOfTYPEfiles = length(TYPEfiles);
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switch type
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case 'smooth'
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CAPtype = 'SMOOTH';
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TYPEsize = [ M_.endo_nbr , options_.nobs ];
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case 'filter'
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CAPtype = 'FILTER';
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TYPEsize = [ M_.endo_nbr , options_.nobs + 1 ];% TO BE CHECKED!
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case 'error'
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CAPtype = 'ERROR';
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TYPEsize = [ size(options_.varobs,1) , options_.nobs ];
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case 'innov'
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CAPtype = 'INNOV';
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TYPEsize = [ M_.exo_nbr , options_.nobs ];
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case 'forcst'
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CAPtype = 'forcst';
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TYPEsize = [ M_.endo_nbr , options_.forecast ];
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case 'forcst1'
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CAPtype = 'forcst1';
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TYPEsize = [ M_.endo_nbr , options_.forecast ];
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load([MhDirectoryName M_.fname '_' type '1']);
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eval(['STOCK_' CAPtype ' = sort(stock_' type ',4);'])
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(1)],['STOCK_' CAPtype ]);
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end
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for file = 1:NumberOfIRFfiles
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delete([MhDirectoryName M_.fname '_' type int2str(file) '.mat'])
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end
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case 3
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if NumberOfTYPEfiles>1
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NumberOfPeriodsPerTYPEfiles = ceil( TYPEsize(2)/NumberOfTYPEfiles );
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reste = TYPEsize(2)-NumberOfPeriodsPerTYPEfiles*(NumberOfTYPEfiles-1);
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@ -79,17 +98,17 @@ function ReshapeMatFiles(type)
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end
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eval(['STOCK_' CAPtype ' = sort(STOCK_ ' CAPtype ',3);'])
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(f1)],['STOCK_' CAPtype]);
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jdx = jdx + NumberOfPeriodsPerIRFfiles;
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jdx = jdx + NumberOfPeriodsPerTYPEfiles;
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idx = 0;
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end
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eval(['STOCK_' CAPtype ' = zeros(TYPEsize(1),reste,B);'])
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for f2 = 1:NumberOfIRFfiles
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for f2 = 1:NumberOfTYPEfiles
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load([MhDirectoryName M_.fname '_' type int2str(f2)]);
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eval(['STOCK_' CAPtype '(:,:,idx+1:idx+size(stock_ ' type ',3))=stock_' type '(:,jdx+1:jdx+reste,:);'])
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eval(['idx = idx + size(stock_' type ',3);'])
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end
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eval(['STOCK_' CAPtype ' = sort(STOCK_ ' CAPtype ',3);'])
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(NumberOfIRFfiles)],['STOCK_' CAPtype]);
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(NumberOfTYPEfiles)],['STOCK_' CAPtype]);
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else
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load([MhDirectoryName M_.fname '_' type '1']);
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eval(['STOCK_' CAPtype ' = sort(stock_' type ',3);'])
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@ -98,7 +117,4 @@ function ReshapeMatFiles(type)
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for file = 1:NumberOfTYPEfiles
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delete([MhDirectoryName M_.fname '_' type ' int2str(file) '.mat'])
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end
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otherwise
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disp('ReshapeMatFiles :: Unknown format!')
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return
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end
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