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
parent
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commit
f2f072bce1
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@ -90,6 +90,87 @@ if strcmpi(flag,'--test')
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return
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return
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end
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end
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if strcmpi(flag,'--load-mh-history') || strcmpi(flag,'--display-mh-history')
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switch length(varargin)
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case 3
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fname = varargin{1};
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if ~isequal(varargin{2},'in')
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error('internals:: Calling sequence must be of the form: internals --load-mh-history fname in dname')
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end
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dname = varargin{3};
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case 1
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fname = varargin{1};
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dname = varargin{1};
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otherwise
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error('internals:: Wrong calling sequence! You should read the manual...')
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end
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o = load_last_mh_history_file([dname filesep 'metropolis'],fname);
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if strcmpi(flag,'--load-mh-history')
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assignin('caller','mcmc_informations',o.record);
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else
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oo = load_first_mh_history_file([dname filesep 'metropolis'],fname);
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local = load([fname '_results'],'bayestopt_');
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names = local.bayestopt_.name; %evalin('base','bayestopt_.name');
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str = ['MCMC set-up for ' fname ' mod file'];
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ltr = length(str);
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skipline()
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disp(repmat('=',1,ltr))
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disp(str)
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disp(repmat('=',1,ltr))
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skipline(2)
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for b=1:o.Nblck
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str = ['MCMC chain number ' num2str(b) ':'];
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ltr = length(str);
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disp(str);
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disp(repmat('-',1,ltr));
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skipline()
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disp([' o Number of MCMC files is ' num2str(sum(o.MhDraws(:,2)))]);
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disp([' o Number of draws is ' num2str(sum(o.MhDraws(:,1)))]);
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disp([' o Acceptance ratio is ' num2str(o.AcceptationRates(b)*100,'%6.2f') '%']);
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disp([' o Last value of the posterior kernel is: ' num2str(o.LastLogPost(b),'%10.5f')])
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disp([' o State of the chain:'])
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skipline()
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d1 = num2str(transpose(oo.InitialParameters(b,:)),'%10.5f\n');
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d2 = num2str(transpose(o.LastParameters(b,:)),'%10.5f\n');
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d1s = size(d1,2);
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d2s = size(d2,2);
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c0 = repmat(' ',length(names)+2,1);
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c1 = char(' ', repmat('+',1,size(cell2mat(names),2)), cell2mat(names));
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s1 = char(' || ','++++',repmat(' || ', length(names),1));
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t1 = repmat(' ',1,d1s);
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if d1s<=7
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t1 = 'Initial';
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else
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diff = d1s-7;
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if isequal(mod(diff,2),0)
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start = diff/2+1;
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else
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start = (diff-1)/2+1;
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end
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t1(start:start+6) = 'Initial';
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end
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c2 = char(t1,repmat('+',1,size(d1,2)),d1);
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s2 = char(' | ','+++',repmat(' | ', length(names),1));
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t2 = repmat(' ',1,d2s);
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if d2s<=7
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t2 = 'Current';
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else
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diff = d2s-7;
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if isequal(mod(diff,2),0)
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start = diff/2+1;
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else
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start = (diff-1)/2+1;
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end
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t2(start:start+6) = 'Current';
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end
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c3 = char(t2,repmat('+',1,size(d2,2)), d2);
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disp([c0, c1, s1, c2, s2, c3]);
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skipline()
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end
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end
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return
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end
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if strcmpi(flag,'--info')
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if strcmpi(flag,'--info')
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if nargin==2
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if nargin==2
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dynare_config([],0);
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dynare_config([],0);
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@ -0,0 +1,39 @@
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function info = load_first_mh_history_file(MetropolisFolder, ModelName)
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% This routine requires that the MCMC draws were obtained with a dynare version greater than 4.3.3.
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% Copyright (C) 2013 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% record is also a Matlab function.
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record = 0;
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% Get the list of all the mh_history files.
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BaseName = [MetropolisFolder filesep ModelName];
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mh_history_files = dir([BaseName '_mh_history_*.mat']);
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if isequal(length(mh_history_files),0)
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error(['Estimation::load_mh_file: I cannot find any mh-history file in ' MetropolisFolder '!'])
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end
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load([BaseName '_mh_history_0.mat']);
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if isequal(nargout,0)
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assignin('caller', 'record', record);
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else
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info = record;
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end
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Loading…
Reference in New Issue