load_last_mh_history_file: make sure number of blocks and parameters matches loaded files
parent
b5a74b96e5
commit
e6c43c2a29
|
@ -16,7 +16,7 @@ function CutSample(M_, options_, estim_params_)
|
|||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
|
||||
% Copyright © 2005-2017 Dynare Team
|
||||
% Copyright © 2005-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -33,8 +33,6 @@ function CutSample(M_, options_, estim_params_)
|
|||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
npar = estim_params_.np+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.nvx;
|
||||
|
||||
% Get the path to the metropolis files.
|
||||
MetropolisFolder = CheckPath('metropolis',M_.dname);
|
||||
|
||||
|
@ -42,7 +40,8 @@ MetropolisFolder = CheckPath('metropolis',M_.dname);
|
|||
ModelName = M_.fname;
|
||||
|
||||
% Load the last mh-history file.
|
||||
load_last_mh_history_file(MetropolisFolder, M_.fname);
|
||||
record=load_last_mh_history_file(MetropolisFolder, M_.fname);
|
||||
npar=size(record.LastParameters,2);
|
||||
|
||||
% Get the list of files where the mcmc draw are saved.
|
||||
mh_files = dir([ MetropolisFolder ,filesep, M_.fname '_mh*.mat' ]);
|
||||
|
|
|
@ -1,22 +1,23 @@
|
|||
function Draws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, blck)
|
||||
|
||||
% function Draws = GetAllPosteriorDraws(column,FirstMhFile,FirstLine,TotalNumberOfMhFile,NumberOfDraws)
|
||||
function Draws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, nblcks, blck)
|
||||
% function Draws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, nblcks, blck)
|
||||
% Gets all posterior draws
|
||||
%
|
||||
% INPUTS
|
||||
% column: column
|
||||
% column: column of desired parameter in draw matrix
|
||||
% FirstMhFile: first mh file
|
||||
% FirstLine: first line
|
||||
% TotalNumberOfMhFile: total number of mh file
|
||||
% NumberOfDraws: number of draws
|
||||
|
||||
% nblcks: total number of blocks
|
||||
% blck: desired block to read
|
||||
%
|
||||
% OUTPUTS
|
||||
% Draws: draws from posterior distribution
|
||||
%
|
||||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
|
||||
% Copyright © 2005-2017 Dynare Team
|
||||
% Copyright © 2005-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -33,19 +34,17 @@ function Draws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumbe
|
|||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
global M_ options_
|
||||
|
||||
nblck = options_.mh_nblck;
|
||||
global M_
|
||||
|
||||
iline = FirstLine;
|
||||
linee = 1;
|
||||
DirectoryName = CheckPath('metropolis',M_.dname);
|
||||
|
||||
if nblck>1 && nargin<6
|
||||
Draws = zeros(NumberOfDraws*nblck,1);
|
||||
if nblcks>1 && nargin<7
|
||||
Draws = zeros(NumberOfDraws*nblcks,1);
|
||||
iline0=iline;
|
||||
if column>0
|
||||
for blck = 1:nblck
|
||||
for blck = 1:nblcks
|
||||
iline=iline0;
|
||||
for file = FirstMhFile:TotalNumberOfMhFile
|
||||
load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
|
||||
|
@ -56,7 +55,7 @@ if nblck>1 && nargin<6
|
|||
end
|
||||
end
|
||||
else
|
||||
for blck = 1:nblck
|
||||
for blck = 1:nblcks
|
||||
iline=iline0;
|
||||
for file = FirstMhFile:TotalNumberOfMhFile
|
||||
load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
|
||||
|
@ -68,7 +67,7 @@ if nblck>1 && nargin<6
|
|||
end
|
||||
end
|
||||
else
|
||||
if nblck==1
|
||||
if nblcks==1
|
||||
blck=1;
|
||||
end
|
||||
if column>0
|
||||
|
|
|
@ -20,7 +20,7 @@ function [mean,variance] = GetPosteriorMeanVariance(M,drop)
|
|||
MetropolisFolder = CheckPath('metropolis',M.dname);
|
||||
FileName = M.fname;
|
||||
BaseName = [MetropolisFolder filesep FileName];
|
||||
load_last_mh_history_file(MetropolisFolder, FileName);
|
||||
record=load_last_mh_history_file(MetropolisFolder, FileName);
|
||||
NbrDraws = sum(record.MhDraws(:,1));
|
||||
NbrFiles = sum(record.MhDraws(:,2));
|
||||
NbrBlocks = record.Nblck;
|
||||
|
|
|
@ -16,7 +16,7 @@ function oo_ = GetPosteriorParametersStatistics(estim_params_, M_, options_, bay
|
|||
% SPECIAL REQUIREMENTS
|
||||
% None.
|
||||
|
||||
% Copyright © 2006-2018 Dynare Team
|
||||
% Copyright © 2006-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -38,19 +38,17 @@ function oo_ = GetPosteriorParametersStatistics(estim_params_, M_, options_, bay
|
|||
%end
|
||||
|
||||
TeX = options_.TeX;
|
||||
nblck = options_.mh_nblck;
|
||||
nvx = estim_params_.nvx;
|
||||
nvn = estim_params_.nvn;
|
||||
ncx = estim_params_.ncx;
|
||||
ncn = estim_params_.ncn;
|
||||
np = estim_params_.np ;
|
||||
nx = nvx+nvn+ncx+ncn+np;
|
||||
|
||||
MetropolisFolder = CheckPath('metropolis',M_.dname);
|
||||
OutputFolder = CheckPath('Output',M_.dname);
|
||||
FileName = M_.fname;
|
||||
|
||||
load_last_mh_history_file(MetropolisFolder,FileName);
|
||||
record=load_last_mh_history_file(MetropolisFolder,FileName);
|
||||
|
||||
FirstMhFile = record.KeepedDraws.FirstMhFile;
|
||||
FirstLine = record.KeepedDraws.FirstLine;
|
||||
|
@ -58,6 +56,7 @@ TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
|
|||
TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
|
||||
FirstMhFile = record.KeepedDraws.FirstMhFile;
|
||||
NumberOfDraws = TotalNumberOfMhDraws-floor(options_.mh_drop*TotalNumberOfMhDraws);
|
||||
mh_nblck = size(record.LastParameters,1);
|
||||
clear record;
|
||||
|
||||
header_width = row_header_width(M_, estim_params_, bayestopt_);
|
||||
|
@ -76,7 +75,7 @@ catch
|
|||
disp(sprintf('Log data density is %f.', oo_.MarginalDensity.ModifiedHarmonicMean))
|
||||
end
|
||||
|
||||
num_draws=NumberOfDraws*options_.mh_nblck;
|
||||
num_draws=NumberOfDraws*mh_nblck;
|
||||
hpd_draws = round((1-options_.mh_conf_sig)*num_draws);
|
||||
|
||||
if hpd_draws<2
|
||||
|
@ -97,7 +96,7 @@ if np
|
|||
ip = nvx+nvn+ncx+ncn+1;
|
||||
for i=1:np
|
||||
if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws);
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
|
||||
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
|
||||
name = bayestopt_.name{ip};
|
||||
oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
|
||||
|
@ -106,7 +105,7 @@ if np
|
|||
name = bayestopt_.name{ip};
|
||||
[post_mean, hpd_interval, post_var] = Extractoo(oo_, name, type);
|
||||
catch
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws);
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
|
||||
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
|
||||
name = bayestopt_.name{ip};
|
||||
oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
|
||||
|
@ -140,7 +139,7 @@ if nvx
|
|||
disp(tit2)
|
||||
for i=1:nvx
|
||||
if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws);
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
|
||||
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
|
||||
k = estim_params_.var_exo(i,1);
|
||||
name = M_.exo_names{k};
|
||||
|
@ -152,7 +151,7 @@ if nvx
|
|||
name = M_.exo_names{k};
|
||||
[post_mean, hpd_interval, post_var] = Extractoo(oo_, name, type);
|
||||
catch
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws);
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
|
||||
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = ...
|
||||
posterior_moments(Draws, 1, options_.mh_conf_sig);
|
||||
k = estim_params_.var_exo(i,1);
|
||||
|
@ -184,7 +183,7 @@ if nvn
|
|||
ip = nvx+1;
|
||||
for i=1:nvn
|
||||
if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws);
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
|
||||
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
|
||||
name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
|
||||
oo_ = Filloo(oo_, name, type, post_mean, hpd_interval, post_median, post_var, post_deciles, density);
|
||||
|
@ -193,7 +192,7 @@ if nvn
|
|||
name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
|
||||
[post_mean,hpd_interval,post_var] = Extractoo(oo_,name,type);
|
||||
catch
|
||||
Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
|
||||
Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws, mh_nblck);
|
||||
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1,options_.mh_conf_sig);
|
||||
name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
|
||||
oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
|
||||
|
@ -223,7 +222,7 @@ if ncx
|
|||
ip = nvx+nvn+1;
|
||||
for i=1:ncx
|
||||
if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws);
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
|
||||
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1,options_.mh_conf_sig);
|
||||
k1 = estim_params_.corrx(i,1);
|
||||
k2 = estim_params_.corrx(i,2);
|
||||
|
@ -240,7 +239,7 @@ if ncx
|
|||
NAME = sprintf('%s_%s', M_.exo_names{k1}, M_.exo_names{k2});
|
||||
[post_mean,hpd_interval,post_var] = Extractoo(oo_, NAME, type);
|
||||
catch
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws);
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
|
||||
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
|
||||
k1 = estim_params_.corrx(i,1);
|
||||
k2 = estim_params_.corrx(i,2);
|
||||
|
@ -273,7 +272,7 @@ if ncn
|
|||
ip = nvx+nvn+ncx+1;
|
||||
for i=1:ncn
|
||||
if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
|
||||
Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
|
||||
Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws, mh_nblck);
|
||||
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
|
||||
k1 = estim_params_.corrn(i,1);
|
||||
k2 = estim_params_.corrn(i,2);
|
||||
|
@ -288,7 +287,7 @@ if ncn
|
|||
NAME = sprintf('%s_%s', M_.endo_names{k1}, M_.endo_names{k2});
|
||||
[post_mean,hpd_interval,post_var] = Extractoo(oo_, NAME, type);
|
||||
catch
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws);
|
||||
Draws = GetAllPosteriorDraws(ip, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, mh_nblck);
|
||||
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws, 1, options_.mh_conf_sig);
|
||||
k1 = estim_params_.corrn(i,1);
|
||||
k2 = estim_params_.corrn(i,2);
|
||||
|
|
|
@ -15,7 +15,7 @@ function [posterior_mean,posterior_covariance,posterior_mode,posterior_kernel_at
|
|||
% SPECIAL REQUIREMENTS
|
||||
% None.
|
||||
|
||||
% Copyright © 2006-2017 Dynare Team
|
||||
% Copyright © 2006-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -32,27 +32,20 @@ function [posterior_mean,posterior_covariance,posterior_mode,posterior_kernel_at
|
|||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
global M_ options_ estim_params_ bayestopt_
|
||||
|
||||
|
||||
n = estim_params_.np + ...
|
||||
estim_params_.nvn+ ...
|
||||
estim_params_.ncx+ ...
|
||||
estim_params_.ncn+ ...
|
||||
estim_params_.nvx;
|
||||
|
||||
nblck = options_.mh_nblck;
|
||||
global M_ bayestopt_
|
||||
|
||||
MetropolisFolder = CheckPath('metropolis',M_.dname);
|
||||
ModelName = M_.fname;
|
||||
BaseName = [MetropolisFolder filesep ModelName];
|
||||
|
||||
load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
record=load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
|
||||
FirstMhFile = record.KeepedDraws.FirstMhFile;
|
||||
FirstLine = record.KeepedDraws.FirstLine;
|
||||
TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
|
||||
|
||||
[nblck, n] = size(record.LastParameters);
|
||||
|
||||
posterior_kernel_at_the_mode = -Inf;
|
||||
posterior_mean = zeros(n,1);
|
||||
posterior_mode = NaN(n,1);
|
||||
|
|
|
@ -16,7 +16,7 @@ function oo_ = McMCDiagnostics(options_, estim_params_, M_, oo_)
|
|||
% PARALLEL CONTEXT
|
||||
% See the comment in posterior_sampler.m funtion.
|
||||
|
||||
% Copyright © 2005-2018 Dynare Team
|
||||
% Copyright © 2005-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -38,25 +38,12 @@ MetropolisFolder = CheckPath('metropolis',M_.dname);
|
|||
ModelName = M_.fname;
|
||||
|
||||
TeX = options_.TeX;
|
||||
nblck = options_.mh_nblck;
|
||||
npar = estim_params_.nvx;
|
||||
npar = npar + estim_params_.nvn;
|
||||
npar = npar + estim_params_.ncx;
|
||||
npar = npar + estim_params_.ncn;
|
||||
npar = npar + estim_params_.np ;
|
||||
MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8);
|
||||
|
||||
load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
record=load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
NumberOfMcFilesPerBlock = record.LastFileNumber;
|
||||
[nblck, npar] = size(record.LastParameters);
|
||||
npardisp = options_.convergence.brooksgelman.plotrows;
|
||||
|
||||
% Check that the declared number of blocks is consistent with informations saved in mh-history files.
|
||||
if ~isequal(nblck,record.Nblck)
|
||||
disp(['Estimation::mcmc::diagnostics: The number of MCMC chains you declared (' num2str(nblck) ') is inconsistent with the information available in the mh-history files (' num2str(record.Nblck) ' chains)!'])
|
||||
disp([' I reset the number of MCMC chains to ' num2str(record.Nblck) '.'])
|
||||
nblck = record.Nblck;
|
||||
end
|
||||
|
||||
% check if all the mh files are available.
|
||||
issue_an_error_message = 0;
|
||||
for b = 1:nblck
|
||||
|
@ -91,7 +78,7 @@ for jj = 1:npar
|
|||
par_name_temp = get_the_name(jj, options_.TeX, M_, estim_params_, options_);
|
||||
param_name = vertcat(param_name, par_name_temp);
|
||||
end
|
||||
Draws = GetAllPosteriorDraws(jj, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws);
|
||||
Draws = GetAllPosteriorDraws(jj, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
|
||||
Draws = reshape(Draws, [NumberOfDraws nblck]);
|
||||
Nc = min(1000, NumberOfDraws/2);
|
||||
for ll = 1:nblck
|
||||
|
|
|
@ -11,7 +11,7 @@ function generate_trace_plots(chain_number)
|
|||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
|
||||
% Copyright © 2016-2018 Dynare Team
|
||||
% Copyright © 2016-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -33,7 +33,7 @@ global M_ options_ estim_params_
|
|||
|
||||
% Get informations about the posterior draws:
|
||||
MetropolisFolder = CheckPath('metropolis', M_.dname);
|
||||
load_last_mh_history_file(MetropolisFolder, M_.fname);
|
||||
record=load_last_mh_history_file(MetropolisFolder, M_.fname);
|
||||
if chain_number>record.Nblck
|
||||
error('generate_trace_plots:: chain number is bigger than existing number of chains')
|
||||
end
|
||||
|
|
|
@ -11,7 +11,7 @@ function [mhname,info] = get_name_of_the_last_mh_file(M_)
|
|||
% file. Otherwise info is equal to zero (a likely reason for this is
|
||||
% that the mcmc simulations were not completed).
|
||||
|
||||
% Copyright © 2008-2017 Dynare Team
|
||||
% Copyright © 2008-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -35,7 +35,7 @@ MetropolisFolder = CheckPath('metropolis',M_.dname);
|
|||
ModelName = M_.fname;
|
||||
BaseName = [MetropolisFolder filesep ModelName];
|
||||
|
||||
load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
record=load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
|
||||
mh_number = record.LastFileNumber ;
|
||||
bk_number = record.Nblck ;
|
||||
|
|
|
@ -15,7 +15,7 @@ function [marginal,oo_] = marginal_density(M_, options_, estim_params_, oo_, bay
|
|||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
|
||||
% Copyright © 2005-2018 Dynare Team
|
||||
% Copyright © 2005-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -33,14 +33,13 @@ function [marginal,oo_] = marginal_density(M_, options_, estim_params_, oo_, bay
|
|||
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
npar = estim_params_.np+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.nvx;
|
||||
nblck = options_.mh_nblck;
|
||||
|
||||
MetropolisFolder = CheckPath('metropolis',M_.dname);
|
||||
ModelName = M_.fname;
|
||||
BaseName = [MetropolisFolder filesep ModelName];
|
||||
|
||||
load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
record=load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
|
||||
[nblck, npar] = size(record.LastParameters);
|
||||
|
||||
FirstMhFile = record.KeepedDraws.FirstMhFile;
|
||||
FirstLine = record.KeepedDraws.FirstLine; ifil = FirstLine;
|
||||
|
|
|
@ -24,7 +24,7 @@ function [xparams, logpost, options_]=metropolis_draw(init,options_,estim_params
|
|||
%
|
||||
% Requires CutSample to be run before in order to set up mh_history-file
|
||||
|
||||
% Copyright © 2003-2017 Dynare Team
|
||||
% Copyright © 2003-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -59,7 +59,7 @@ if init
|
|||
FileName = M_.fname;
|
||||
BaseName = [MetropolisFolder filesep FileName];
|
||||
%load mh_history-file with info on what to load
|
||||
load_last_mh_history_file(MetropolisFolder, FileName);
|
||||
record=load_last_mh_history_file(MetropolisFolder, FileName);
|
||||
FirstMhFile = record.KeepedDraws.FirstMhFile;
|
||||
FirstLine = record.KeepedDraws.FirstLine;
|
||||
TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
|
||||
|
|
|
@ -18,7 +18,7 @@ function mh_autocorrelation_function(options_,M_,estim_params_,type,blck,name1,n
|
|||
%
|
||||
% SPECIAL REQUIREMENTS
|
||||
|
||||
% Copyright © 2003-2017 Dynare Team
|
||||
% Copyright © 2003-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -48,17 +48,19 @@ end
|
|||
|
||||
% Get informations about the posterior draws:
|
||||
MetropolisFolder = CheckPath('metropolis',M_.dname);
|
||||
load_last_mh_history_file(MetropolisFolder, M_.fname);
|
||||
record=load_last_mh_history_file(MetropolisFolder, M_.fname);
|
||||
|
||||
FirstMhFile = record.KeepedDraws.FirstMhFile;
|
||||
FirstLine = record.KeepedDraws.FirstLine; ifil = FirstLine;
|
||||
TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
|
||||
TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
|
||||
NumberOfDraws = TotalNumberOfMhDraws-floor(options_.mh_drop*TotalNumberOfMhDraws);
|
||||
nblck = size(record.LastParameters,1);
|
||||
|
||||
clear record;
|
||||
|
||||
% Get all the posterior draws:
|
||||
PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, blck);
|
||||
PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck, blck);
|
||||
|
||||
% Compute the autocorrelation function:
|
||||
[autocov,autocor] = sample_autocovariance(PosteriorDraws,options_.mh_autocorrelation_function_size);
|
||||
|
|
|
@ -37,7 +37,7 @@ function posterior_sampler(TargetFun,ProposalFun,xparam1,sampler_options,mh_boun
|
|||
% Then the comments write here can be used for all the other pairs of
|
||||
% parallel functions and also for management functions.
|
||||
|
||||
% Copyright © 2006-2017 Dynare Team
|
||||
% Copyright © 2006-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -62,7 +62,7 @@ vv = sampler_options.invhess;
|
|||
InitSizeArray = min([repmat(MAX_nruns,nblck,1) fline+nruns-1],[],2);
|
||||
|
||||
% Load last mh history file
|
||||
load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
record=load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
|
||||
% Only for test parallel results!!!
|
||||
|
||||
|
|
|
@ -340,7 +340,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
|
|||
elseif options_.load_mh_file && ~options_.mh_recover
|
||||
% Here we consider previous mh files (previous mh did not crash).
|
||||
disp('Estimation::mcmc: I am loading past Metropolis-Hastings simulations...')
|
||||
load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
record=load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
if ~isnan(record.MCMCConcludedSuccessfully) && ~record.MCMCConcludedSuccessfully
|
||||
error('Estimation::mcmc: You are trying to load an MCMC that did not finish successfully. Please use mh_recover.')
|
||||
end
|
||||
|
@ -400,7 +400,7 @@ elseif options_.load_mh_file && ~options_.mh_recover
|
|||
elseif options_.mh_recover
|
||||
% The previous metropolis-hastings crashed before the end! I try to recover the saved draws...
|
||||
disp('Estimation::mcmc: Recover mode!')
|
||||
load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
record=load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
NumberOfBlocks = record.Nblck;% Number of "parallel" mcmc chains.
|
||||
options_.mh_nblck = NumberOfBlocks;
|
||||
|
||||
|
|
|
@ -19,7 +19,7 @@ function prior_posterior_statistics(type,dataset,dataset_info)
|
|||
% See the comments in the posterior_sampler.m funtion.
|
||||
|
||||
|
||||
% Copyright © 2005-2020 Dynare Team
|
||||
% Copyright © 2005-2023 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -209,7 +209,8 @@ localVars.DirectoryName = DirectoryName;
|
|||
|
||||
if strcmpi(type,'posterior')
|
||||
BaseName = [DirectoryName filesep M_.fname];
|
||||
load_last_mh_history_file(DirectoryName, M_.fname);
|
||||
record=load_last_mh_history_file(DirectoryName, M_.fname);
|
||||
[nblck, npar] = size(record.LastParameters);
|
||||
FirstMhFile = record.KeepedDraws.FirstMhFile;
|
||||
FirstLine = record.KeepedDraws.FirstLine;
|
||||
TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
|
||||
|
@ -219,9 +220,9 @@ if strcmpi(type,'posterior')
|
|||
mh_nblck = options_.mh_nblck;
|
||||
if B==NumberOfDraws*mh_nblck
|
||||
% we load all retained MH runs !
|
||||
logpost=GetAllPosteriorDraws(0, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws);
|
||||
logpost=GetAllPosteriorDraws(0, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
|
||||
for column=1:npar
|
||||
x(:,column) = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws);
|
||||
x(:,column) = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, NumberOfDraws, nblck);
|
||||
end
|
||||
else
|
||||
logpost=NaN(B,1);
|
||||
|
|
|
@ -67,7 +67,7 @@ ModelName = M_.fname;
|
|||
BaseName = [MetropolisFolder filesep ModelName];
|
||||
|
||||
% Get informations about the mcmc:
|
||||
load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
record=load_last_mh_history_file(MetropolisFolder, ModelName);
|
||||
FirstMhFile = record.KeepedDraws.FirstMhFile;
|
||||
FirstLine = record.KeepedDraws.FirstLine;
|
||||
TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
|
||||
|
|
|
@ -53,16 +53,17 @@ end
|
|||
|
||||
% Get informations about the posterior draws:
|
||||
MetropolisFolder = CheckPath('metropolis',M_.dname);
|
||||
load_last_mh_history_file(MetropolisFolder, M_.fname);
|
||||
record=load_last_mh_history_file(MetropolisFolder, M_.fname);
|
||||
|
||||
FirstMhFile = 1;
|
||||
FirstLine = 1;
|
||||
TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
|
||||
TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
|
||||
[mh_nblck] = size(record.LastParameters,2);
|
||||
clear record;
|
||||
|
||||
% Get all the posterior draws:
|
||||
PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, blck);
|
||||
PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, mh_nblck, blck);
|
||||
|
||||
|
||||
% Plot the posterior draws:
|
||||
|
|
Loading…
Reference in New Issue