From e3c3a878ccf2b85fa6d4da9fb06fde66a92ae663 Mon Sep 17 00:00:00 2001
From: ratto <ratto@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Thu, 4 May 2006 08:57:37 +0000
Subject: [PATCH] stock parameter values, steady state values and log-posterior
 values for sensitivity analysis purposes

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@733 ac1d8469-bf42-47a9-8791-bf33cf982152
---
 matlab/PosteriorSmoother.m | 25 ++++++++++++++++++-------
 1 file changed, 18 insertions(+), 7 deletions(-)

diff --git a/matlab/PosteriorSmoother.m b/matlab/PosteriorSmoother.m
index d929e8042..30671d47f 100644
--- a/matlab/PosteriorSmoother.m
+++ b/matlab/PosteriorSmoother.m
@@ -1,4 +1,4 @@
-function PosteriorSmoother(Y,gend)
+function PosteriorSmoother(Y,gend, type)
 % stephane.adjemian@ens.fr [09-25-2005]
 global options_ estim_params_ oo_ M_
 
@@ -63,8 +63,12 @@ ifil5 = 1;
 h = waitbar(0,'Bayesian smoother...');
 if B <= MAX_nruns
   stock_param = zeros(B, npar);
+  stock_logpo = zeros(B,1);
+  stock_ys = zeros(B,endo_nbr);
 else
   stock_param = zeros(MAX_nruns, npar);
+  stock_logpo = zeros(MAX_nruns,1);
+  stock_ys = zeros(MAX_nruns,endo_nbr);
 end
 if options_.smoother
   if B <= MAX_nsmoo
@@ -85,19 +89,19 @@ if options_.smoother
 end
 if options_.filter_step_ahead ~= 0
   if B <= MAX_naK
-    stock_filter = zeros(naK,endo_nbr,gend+1,B);
+    stock_filter = zeros(naK,endo_nbr,gend+options_.filter_step_ahead(end),B);
   else
-    stock_filter = zeros(naK,endo_nbr,gend+1,MAX_naK);
+    stock_filter = zeros(naK,endo_nbr,gend+options_.filter_step_ahead(end),MAX_naK);
   end
 end
 for b=1:B
   %deep = GetOneDraw(NumberOfDraws,FirstMhFile,LastMhFile,FirstLine,MAX_nruns,DirectoryName);
-  deep = GetOneDraw('posterior');
+  [deep, logpo] = GetOneDraw(type);
   set_all_parameters(deep);
   dr = resol(oo_.steady_state,0);
   [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK] = DsgeSmoother(deep,gend,Y);
   
-  stock_smooth(:,:,irun1) = alphahat;
+  stock_smooth(:,:,irun1) = alphahat(1:endo_nbr,:);
   if nvx
     stock_innov(:,:,irun2)  = etahat;
   end
@@ -105,9 +109,11 @@ for b=1:B
     stock_error(:,:,irun3)  = epsilonhat;
   end
   if naK
-    stock_filter(:,:,:,irun4) = aK;
+    stock_filter(:,:,:,irun4) = aK(options_.filter_step_ahead,1:endo_nbr,:);
   end
   stock_param(irun5,:) = deep;
+  stock_logpo(irun5,1) = logpo;
+  stock_ys(irun5,:) = SteadyState';
 
   irun1 = irun1 + 1;
   irun2 = irun2 + 1;
@@ -158,9 +164,11 @@ for b=1:B
   if irun5 > MAX_nruns | b == B
     if b == B
       stock_param = stock_param(1:irun5-1,:);
+      stock_logpo = stock_logpo(1:irun5-1,1);
+      stock_ys = stock_ys(1:irun5-1,:);
     end
     stock = stock_param;
-    save([DirectoryName '/' M_.fname '_param' int2str(ifil5)],'stock');
+    save([DirectoryName '/' M_.fname '_param' int2str(ifil5)],'stock','stock_logpo','stock_ys');
     ifil5 = ifil5 + 1;
     irun5 = 1;
   end
@@ -169,3 +177,6 @@ for b=1:B
 end
 close(h)
 
+stock_gend=gend;
+stock_data=Y;
+save([DirectoryName '/' M_.fname '_data'],'stock_gend','stock_data');