stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Make display of inefficiency factors use existing table util [thanks to Johannes]

time-shift
Marco Ratto 2016-05-13 21:38:25 +02:00 committed by Johannes Pfeifer
parent 7b3c42c6e1
commit ebe34bc40f
1 changed files with 20 additions and 18 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

38
matlab/McMCDiagnostics.m
View File

@ -78,23 +78,11 @@ FirstMhFile = record.KeepedDraws.FirstMhFile;
NumberOfDraws = TotalNumberOfMhDraws-floor(options_.mh_drop*TotalNumberOfMhDraws);
param_name=[];
for jj=1:npar
param_name = strvcat(param_name,get_the_name(jj,options_.TeX,M_,estim_params_,options_));
end
fprintf('\nMCMC Inefficiency factors per block.\n');
IFAC_header={'Parameter'};
print_string=['%',num2str(size(param_name,2)+3),'s'];
print_string_header=['%',num2str(size(param_name,2)+3),'s'];
for j=1:nblck,
IFAC_header=[IFAC_header, {['block ' int2str(j)]}];
print_string=[print_string,' \t %12.3f'];
print_string_header=[print_string_header,' \t %12s'];
end
print_string=[print_string,'\n'];
print_string_header=[print_string_header,'\n'];
fprintf(print_string_header,IFAC_header{1,:});
for jj=1:npar
param_name_tex=[];
for jj=1:npar
[par_name_temp,par_name_tex_temp]=get_the_name(jj,options_.TeX,M_,estim_params_,options_);
param_name = strvcat(param_name,par_name_temp);
param_name_tex = strvcat(param_name_tex,par_name_tex_temp);
Draws = GetAllPosteriorDraws(jj,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
Draws = reshape(Draws,[NumberOfDraws nblck]);
Nc = min(1000, NumberOfDraws/2);
@ -102,9 +90,23 @@ for jj=1:npar
Ifac(ll,jj) = mcmc_ifac(Draws(:,ll), Nc);
end
tmp = num2cell(Ifac(:,jj));
fprintf(print_string,param_name(jj,:),tmp{:})
end
my_title='MCMC Inefficiency factors per block';
IFAC_header='Parameter';
IFAC_header_tex='Parameter';
for j=1:nblck,
IFAC_header = char(IFAC_header,['Block ' int2str(j)]);
IFAC_header_tex = char(IFAC_header_tex,['Block~' int2str(j)]);
end
lh = size(param_name,2)+2;
dyntable(my_title,IFAC_header,param_name,Ifac',lh,12,3);
skipline()
if options_.TeX
dyn_latex_table(M_,my_title,'MCMC_inefficiency_factors',IFAC_header_tex,param_name_tex,Ifac',lh,12,3);
end
record.InefficiencyFactorsPerBlock = Ifac;
update_last_mh_history_file(MetropolisFolder, ModelName, record);