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Added options to the internals command to load mh-history files or display informations about MCMC settings and state. 

For instance, assuming that fs2000a.mod is in the current Matlab/Octave's directory and that a metropolis has been run,
the following command:

>> internals --display-mh-history fs2000a

produces the following output in the Matlab/Octave's command window:

================================
MCMC set-up for fs2000a mod file
================================

MCMC chain number 1:
--------------------

 o Number of MCMC files is 1
 o Number of draws is 6000
 o Acceptance ratio is 35.28%
 o Last value of the posterior kernel is: 1221.81656
 o State of the chain:

       || Initial | Current
   ++++++++++++++++++++++++
   e_a || 0.01570 | 0.01608
   e_m || 0.00528 | 0.00512
   alp || 0.35026 | 0.36909
   bet || 0.99300 | 0.99308
   gam || 0.00086 | 0.00038
   mst || 1.00088 | 1.00147
   rho || 0.65926 | 0.71132
   psi || 0.66428 | 0.60611
   del || 0.00977 | 0.00198

MCMC chain number 2:
--------------------

 o Number of MCMC files is 1
 o Number of draws is 6000
 o Acceptance ratio is 33.38%
 o Last value of the posterior kernel is: 1220.39229
 o State of the chain:

       || Initial | Current
   +++++++++++++++++++++++++
   e_a || 0.01664 |  0.01576
   e_m || 0.00489 |  0.00504
   alp || 0.39701 |  0.36630
   bet || 0.99305 |  0.99219
   gam || 0.00067 | -0.00025
   mst || 1.00186 |  1.00218
   rho || 0.70060 |  0.63847
   psi || 0.65623 |  0.74668
   del || 0.00666 |  0.00842

while the command:

>> internals --load-mh-history

loads the content of the record structure (saved in the last mh-history file) in Matlab/Octave's workspace
under the name mcmc_informations.
time-shift
Stéphane Adjemian (Scylla) 2013-11-26 11:28:40 +01:00
parent 43f11de27b
commit f2f072bce1
2 changed files with 120 additions and 0 deletions
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81
matlab/internals.m
View File

@ -90,6 +90,87 @@ if strcmpi(flag,'--test')
return
end
if strcmpi(flag,'--load-mh-history') || strcmpi(flag,'--display-mh-history')
switch length(varargin)
case 3
fname = varargin{1};
if ~isequal(varargin{2},'in')
error('internals:: Calling sequence must be of the form: internals --load-mh-history fname in dname')
end
dname = varargin{3};
case 1
fname = varargin{1};
dname = varargin{1};
otherwise
error('internals:: Wrong calling sequence! You should read the manual...')
end
o = load_last_mh_history_file([dname filesep 'metropolis'],fname);
if strcmpi(flag,'--load-mh-history')
assignin('caller','mcmc_informations',o.record);
else
oo = load_first_mh_history_file([dname filesep 'metropolis'],fname);
local = load([fname '_results'],'bayestopt_');
names = local.bayestopt_.name; %evalin('base','bayestopt_.name');
str = ['MCMC set-up for ' fname ' mod file'];
ltr = length(str);
skipline()
disp(repmat('=',1,ltr))
disp(str)
disp(repmat('=',1,ltr))
skipline(2)
for b=1:o.Nblck
str = ['MCMC chain number ' num2str(b) ':'];
ltr = length(str);
disp(str);
disp(repmat('-',1,ltr));
skipline()
disp([' o Number of MCMC files is ' num2str(sum(o.MhDraws(:,2)))]);
disp([' o Number of draws is ' num2str(sum(o.MhDraws(:,1)))]);
disp([' o Acceptance ratio is ' num2str(o.AcceptationRates(b)*100,'%6.2f') '%']);
disp([' o Last value of the posterior kernel is: ' num2str(o.LastLogPost(b),'%10.5f')])
disp([' o State of the chain:'])
skipline()
d1 = num2str(transpose(oo.InitialParameters(b,:)),'%10.5f\n');
d2 = num2str(transpose(o.LastParameters(b,:)),'%10.5f\n');
d1s = size(d1,2);
d2s = size(d2,2);
c0 = repmat(' ',length(names)+2,1);
c1 = char(' ', repmat('+',1,size(cell2mat(names),2)), cell2mat(names));
s1 = char(' || ','++++',repmat(' || ', length(names),1));
t1 = repmat(' ',1,d1s);
if d1s<=7
t1 = 'Initial';
else
diff = d1s-7;
if isequal(mod(diff,2),0)
start = diff/2+1;
else
start = (diff-1)/2+1;
end
t1(start:start+6) = 'Initial';
end
c2 = char(t1,repmat('+',1,size(d1,2)),d1);
s2 = char(' | ','+++',repmat(' | ', length(names),1));
t2 = repmat(' ',1,d2s);
if d2s<=7
t2 = 'Current';
else
diff = d2s-7;
if isequal(mod(diff,2),0)
start = diff/2+1;
else
start = (diff-1)/2+1;
end
t2(start:start+6) = 'Current';
end
c3 = char(t2,repmat('+',1,size(d2,2)), d2);
disp([c0, c1, s1, c2, s2, c3]);
skipline()
end
end
return
end
if strcmpi(flag,'--info')
if nargin==2
dynare_config([],0);

39
matlab/load_first_mh_history_file.m Normal file
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@ -0,0 +1,39 @@
function info = load_first_mh_history_file(MetropolisFolder, ModelName)
% This routine requires that the MCMC draws were obtained with a dynare version greater than 4.3.3.
% Copyright (C) 2013 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% record is also a Matlab function.
record = 0;
% Get the list of all the mh_history files.
BaseName = [MetropolisFolder filesep ModelName];
mh_history_files = dir([BaseName '_mh_history_*.mat']);
if isequal(length(mh_history_files),0)
error(['Estimation::load_mh_file: I cannot find any mh-history file in ' MetropolisFolder '!'])
end
load([BaseName '_mh_history_0.mat']);
if isequal(nargout,0)
assignin('caller', 'record', record);
else
info = record;
end