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prior_posterior_function: save results to different structures, depending on which command was called

time-shift
Houtan Bastani 2015-10-14 11:13:20 +02:00
parent fd5ce1366e
commit f583add550
3 changed files with 17 additions and 8 deletions
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5
doc/dynare.texi
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@ -12826,7 +12826,7 @@ Baseline New Keynesian Model estimated in @cite{Fernández-Villaverde (2010)}. I
Executes a user-defined function on parameter draws from the prior Executes a user-defined function on parameter draws from the prior
distribution. Dynare returns the results of the computations for all draws in an distribution. Dynare returns the results of the computations for all draws in an
@math{ndraws} by @math{n} cell array named @var{oo_.prior_posterior_function_results}. @math{ndraws} by @math{n} cell array named @var{oo_.prior_function_results}.
@optionshead @optionshead
@ -12850,7 +12850,8 @@ Number of draws used for sampling. Default: 500.
@deffn Command posterior_function(@var{OPTIONS}) ; @deffn Command posterior_function(@var{OPTIONS}) ;
Same as the @ref{prior_function} command but for the posterior distribution. Same as the @ref{prior_function} command but for the posterior
distribution. Results returned in @var{oo_.posterior_function_results}
@optionshead @optionshead

12
matlab/execute_prior_posterior_function.m
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@ -47,6 +47,7 @@ end
%Create function handle %Create function handle
functionhandle=str2func(posterior_function_name); functionhandle=str2func(posterior_function_name);
prior = true;
n_draws=options_.sampling_draws; n_draws=options_.sampling_draws;
% Get informations about the _posterior_draws files. % Get informations about the _posterior_draws files.
if strcmpi(type,'posterior') if strcmpi(type,'posterior')
@ -59,6 +60,7 @@ if strcmpi(type,'posterior')
error('EXECUTE_POSTERIOR_FUNCTION: The draws could not be initialized') error('EXECUTE_POSTERIOR_FUNCTION: The draws could not be initialized')
end end
n_draws=options_.sub_draws; n_draws=options_.sub_draws;
prior = false;
elseif strcmpi(type,'prior') elseif strcmpi(type,'prior')
prior_draw(1); prior_draw(1);
else else
@ -82,10 +84,16 @@ catch err
end end
%initialize cell with number of columns %initialize cell with number of columns
oo_.prior_posterior_function_results=cell(n_draws,size(junk,2)); results_cell=cell(n_draws,size(junk,2));
%% compute function on draws %% compute function on draws
for draw_iter = 1:n_draws for draw_iter = 1:n_draws
M_ = set_all_parameters(parameter_mat(draw_iter,:),estim_params_,M_); M_ = set_all_parameters(parameter_mat(draw_iter,:),estim_params_,M_);
[oo_.prior_posterior_function_results(draw_iter,:)]=functionhandle(parameter_mat(draw_iter,:),M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info); [results_cell(draw_iter,:)]=functionhandle(parameter_mat(draw_iter,:),M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info);
end
if prior
oo_.prior_function_results = results_cell;
else
oo_.posterior_function_results = results_cell;
end end

8
tests/prior_posterior_function/fs2000_prior_posterior_function.mod
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@ -119,11 +119,11 @@ estimation(order=1,datafile='../fs2000/fsdat_simul', nobs=192, loglinear, mh_rep
posterior_function(function='posterior_function_demo', sampling_draws=500); posterior_function(function='posterior_function_demo', sampling_draws=500);
% read out the contents of the cell and put them into ndraws by ncolumns % read out the contents of the cell and put them into ndraws by ncolumns
posterior_params=cell2mat(oo_.prior_posterior_function_results(:,1)); posterior_params=cell2mat(oo_.posterior_function_results(:,1));
posterior_steady_states=cell2mat(oo_.prior_posterior_function_results(:,2)); posterior_steady_states=cell2mat(oo_.posterior_function_results(:,2));
prior_function(function='posterior_function_demo'); prior_function(function='posterior_function_demo');
% read out the contents of the cell and put them into ndraws by ncolumns % read out the contents of the cell and put them into ndraws by ncolumns
prior_params=cell2mat(oo_.prior_posterior_function_results(:,1)); prior_params=cell2mat(oo_.prior_function_results(:,1));
prior_steady_states=cell2mat(oo_.prior_posterior_function_results(:,2)); prior_steady_states=cell2mat(oo_.prior_function_results(:,2));