Delete stale files from previous MCMC runs
Closes #566. Also adds cosmetic changes to headers of affected routinestime-shift
parent
3bcb89bd72
commit
fa1f7794d5
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@ -16,7 +16,7 @@ function PosteriorIRF(type)
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% functions associated with it(the _core1 and _core2).
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% functions associated with it(the _core1 and _core2).
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% See also the comments random_walk_metropolis_hastings.m funtion.
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% See also the comments random_walk_metropolis_hastings.m funtion.
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% Copyright (C) 2006-2013 Dynare Team
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% Copyright (C) 2006-2015 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -93,8 +93,15 @@ elseif strcmpi(type,'gsa')
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else
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else
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MhDirectoryName = CheckPath('prior',M_.dname);
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MhDirectoryName = CheckPath('prior',M_.dname);
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end
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end
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delete([MhDirectoryName filesep M_.fname '_IRF_DSGEs*.mat']);
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delete([MhDirectoryName filesep M_.fname '_IRF_BVARDSGEs*.mat']);
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%delete old stale files before creating new ones
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delete_stale_file([MhDirectoryName filesep M_.fname '_IRF_DSGEs*.mat']);
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delete_stale_file([MhDirectoryName filesep M_.fname '_IRF_BVARDSGEs*.mat']);
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delete_stale_file([MhDirectoryName filesep M_.fname '_irf_dsge*.mat']);
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delete_stale_file([MhDirectoryName filesep M_.fname '_irf_bvardsge*.mat']);
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delete_stale_file([MhDirectoryName filesep M_.fname '_param_irf*.mat']);
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if strcmpi(type,'posterior')
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if strcmpi(type,'posterior')
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B = options_.sub_draws;
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B = options_.sub_draws;
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options_.B = B;
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options_.B = B;
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@ -112,16 +119,7 @@ else% type = 'prior'
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B = options_.prior_draws;
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B = options_.prior_draws;
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options_.B = B;
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options_.B = B;
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end
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end
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try
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delete([MhDirectoryName filesep M_.fname '_irf_dsge*.mat'])
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catch
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disp('No _IRFs (dsge) files to be deleted!')
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end
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try
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delete([MhDirectoryName filesep M_.fname '_irf_bvardsge*.mat'])
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catch
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disp('No _IRFs (bvar-dsge) files to be deleted!')
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end
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irun = 0;
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irun = 0;
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IRUN = 0;
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IRUN = 0;
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irun2 = 0;
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irun2 = 0;
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@ -1,7 +1,27 @@
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function oo_ = ...
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function oo_ = ...
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conditional_variance_decomposition_mc_analysis(NumberOfSimulations, type, dname, fname, Steps, exonames, exo, var_list, endogenous_variable_index, mh_conf_sig, oo_)
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conditional_variance_decomposition_mc_analysis(NumberOfSimulations, type, dname, fname, Steps, exonames, exo, var_list, endogenous_variable_index, mh_conf_sig, oo_)
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% This function analyses the (posterior or prior) distribution of the
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% This function analyses the (posterior or prior) distribution of the
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% endogenous conditional variance decomposition.
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% endogenous variables' conditional variance decomposition.
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%
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% INPUTS
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% NumberOfSimulations [integer] scalar, number of simulations.
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% type [string] 'prior' or 'posterior'
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% dname [string] directory name where to save
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% fname [string] name of the mod-file
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% Steps [integers] horizons at which to conduct decomposition
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% exonames [string] (n_exo*char_length) character array with names of exogenous variables
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% exo [string] name of current exogenous
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% variable
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% var_list [string] (n_endo*char_length) character array with name
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% of endogenous variables
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% endogenous_variable_index [integer] index of the current
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% endogenous variable
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% mh_conf_sig [double] 2 by 1 vector with upper
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% and lower bound of HPD intervals
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% oo_ [structure] Dynare structure where the results are saved.
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%
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% OUTPUTS
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% oo_ [structure] Dynare structure where the results are saved.
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% Copyright (C) 2009-2013 Dynare Team
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% Copyright (C) 2009-2013 Dynare Team
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%
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%
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@ -1,8 +1,24 @@
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function oo_ = covariance_mc_analysis(NumberOfSimulations,type,dname,fname,vartan,nvar,var1,var2,mh_conf_sig,oo_)
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function oo_ = covariance_mc_analysis(NumberOfSimulations,type,dname,fname,vartan,nvar,var1,var2,mh_conf_sig,oo_)
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% This function analyses the (posterior or prior) distribution of the
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% This function analyses the (posterior or prior) distribution of the
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% endogenous variables covariance matrix.
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% endogenous variables' covariance matrix.
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%
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% INPUTS
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% NumberOfSimulations [integer] scalar, number of simulations.
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% type [string] 'prior' or 'posterior'
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% dname [string] directory name where to save
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% fname [string] name of the mod-file
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% vartan [char] array of characters (with nvar rows).
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% nvar [integer] nvar is the number of stationary variables.
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% var1 [string] name of the first variable
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% var2 [string] name of the second variable
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% mh_conf_sig [double] 2 by 1 vector with upper
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% and lower bound of HPD intervals
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% oo_ [structure] Dynare structure where the results are saved.
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%
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% OUTPUTS
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% oo_ [structure] Dynare structure where the results are saved.
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% Copyright (C) 2008-2013 Dynare Team
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% Copyright (C) 2008-2015 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -1,10 +1,13 @@
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function [nvar,vartan,NumberOfConditionalDecompFiles] = ...
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function [nvar,vartan,NumberOfConditionalDecompFiles] = ...
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dsge_simulated_theoretical_conditional_variance_decomposition(SampleSize,Steps,M_,options_,oo_,type)
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dsge_simulated_theoretical_conditional_variance_decomposition(SampleSize,Steps,M_,options_,oo_,type)
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% function [nvar,vartan,NumberOfConditionalDecompFiles] = ...
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% dsge_simulated_theoretical_conditional_variance_decomposition(SampleSize,Steps,M_,options_,oo_,type)
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% This function computes the posterior or prior distribution of the conditional variance
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% This function computes the posterior or prior distribution of the conditional variance
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% decomposition of the endogenous variables (or a subset of the endogenous variables).
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% decomposition of the endogenous variables (or a subset of the endogenous variables).
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%
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%
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% INPUTS
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% INPUTS
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% SampleSize [integer] scalar, number of simulations.
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% SampleSize [integer] scalar, number of simulations.
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% Steps [integers] horizons at which to conduct decomposition
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% M_ [structure] Dynare structure describing the model.
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% M_ [structure] Dynare structure describing the model.
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% options_ [structure] Dynare structure defining global options.
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% options_ [structure] Dynare structure defining global options.
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% oo_ [structure] Dynare structure where the results are saved.
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% oo_ [structure] Dynare structure where the results are saved.
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@ -16,7 +19,7 @@ function [nvar,vartan,NumberOfConditionalDecompFiles] = ...
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% vartan [char] array of characters (with nvar rows).
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% vartan [char] array of characters (with nvar rows).
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% NumberOfConditionalDecompFiles [integer] scalar, number of prior or posterior data files (for covariance).
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% NumberOfConditionalDecompFiles [integer] scalar, number of prior or posterior data files (for covariance).
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% Copyright (C) 2009-2012 Dynare Team
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% Copyright (C) 2009-2015 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -47,6 +50,13 @@ else
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error()
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error()
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end
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end
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%delete old stale files before creating new ones
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if posterior
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delete_stale_file([M_.dname '/metropolis/' M_.fname '_PosteriorConditionalVarianceDecomposition*'])
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else
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delete_stale_file([M_.dname '/prior/moments/' M_.fname '_PriorConditionalVarianceDecomposition*'])
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end
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% Set varlist (vartan)
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% Set varlist (vartan)
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if ~posterior
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if ~posterior
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if isfield(options_,'varlist')
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if isfield(options_,'varlist')
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@ -1,21 +1,23 @@
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function [nvar,vartan,CorrFileNumber] = dsge_simulated_theoretical_correlation(SampleSize,nar,M_,options_,oo_,type)
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function [nvar,vartan,CorrFileNumber] = dsge_simulated_theoretical_correlation(SampleSize,nar,M_,options_,oo_,type)
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% function [nvar,vartan,CorrFileNumber] = dsge_simulated_theoretical_correlation(SampleSize,nar,M_,options_,oo_,type)
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% This function computes the posterior or prior distribution of the endogenous
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% This function computes the posterior or prior distribution of the endogenous
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% variables second order moments.
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% variables' second order moments.
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%
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%
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% INPUTS
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% INPUTS
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% SampleSize [integer]
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% SampleSize [integer] scalar, number of simulations.
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% nar [integer]
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% nar [integer] maximum number of autocorrelations to
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% M_ [structure]
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% consider
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% options_ [structure]
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% M_ [structure] Dynare structure describing the model.
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% oo_ [structure]
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% options_ [structure] Dynare structure defining global options
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% type [string]
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% oo_ [structure] Dynare structure where the results are saved.
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% type [string] 'prior' or 'posterior'
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%
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%
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% OUTPUTS
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% OUTPUTS
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% nvar [integer]
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% nvar [integer] nvar is the number of stationary variables.
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% vartan [char]
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% vartan [char] array of characters (with nvar rows).
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% CorrFileNumber [integer]
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% CorrFileNumber [integer] scalar, number of prior or posterior data files (for correlation).
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% Copyright (C) 2007-2012 Dynare Team
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% Copyright (C) 2007-2015 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -48,6 +50,13 @@ else
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end
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end
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NumberOfDrawsFiles = length(DrawsFiles);
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NumberOfDrawsFiles = length(DrawsFiles);
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%delete old stale files before creating new ones
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if posterior
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delete_stale_file([M_.dname '/metropolis/' M_.fname '_PosteriorCorrelations*']);
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else
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delete_stale_file([M_.dname '/prior/moments/' M_.fname '_PriorCorrelations*']);
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end
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% Set varlist (vartan)
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% Set varlist (vartan)
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if ~posterior
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if ~posterior
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if isfield(options_,'varlist')
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if isfield(options_,'varlist')
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@ -1,4 +1,5 @@
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function [nvar,vartan,CovarFileNumber] = dsge_simulated_theoretical_covariance(SampleSize,M_,options_,oo_,type)
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function [nvar,vartan,CovarFileNumber] = dsge_simulated_theoretical_covariance(SampleSize,M_,options_,oo_,type)
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% function [nvar,vartan,CovarFileNumber] = dsge_simulated_theoretical_covariance(SampleSize,M_,options_,oo_,type)
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% This function computes the posterior or prior distribution of the endogenous
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% This function computes the posterior or prior distribution of the endogenous
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% variables second order moments.
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% variables second order moments.
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%
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%
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@ -15,7 +16,7 @@ function [nvar,vartan,CovarFileNumber] = dsge_simulated_theoretical_covariance(S
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% vartan [char] array of characters (with nvar rows).
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% vartan [char] array of characters (with nvar rows).
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% CovarFileNumber [integer] scalar, number of prior or posterior data files (for covariance).
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% CovarFileNumber [integer] scalar, number of prior or posterior data files (for covariance).
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% Copyright (C) 2007-2012 Dynare Team
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% Copyright (C) 2007-2015 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -48,6 +49,13 @@ else
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end
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end
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NumberOfDrawsFiles = length(DrawsFiles);
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NumberOfDrawsFiles = length(DrawsFiles);
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%delete old stale files before creating new ones
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if posterior
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delete_stale_file([M_.dname '/metropolis/' M_.fname '_Posterior2ndOrderMoments*'])
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else
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delete_stale_file([M_.dname '/prior/moments/' M_.fname '_Prior2ndOrderMoments*'])
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end
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% Set varlist (vartan)
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% Set varlist (vartan)
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if ~posterior
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if ~posterior
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if isfield(options_,'varlist')
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if isfield(options_,'varlist')
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@ -1,5 +1,7 @@
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function [nvar,vartan,NumberOfDecompFiles] = ...
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function [nvar,vartan,NumberOfDecompFiles] = ...
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dsge_simulated_theoretical_variance_decomposition(SampleSize,M_,options_,oo_,type)
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dsge_simulated_theoretical_variance_decomposition(SampleSize,M_,options_,oo_,type)
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% function [nvar,vartan,NumberOfDecompFiles] = ...
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% dsge_simulated_theoretical_variance_decomposition(SampleSize,M_,options_,oo_,type)
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% This function computes the posterior or prior distribution of the variance
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% This function computes the posterior or prior distribution of the variance
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% decomposition of the observed endogenous variables.
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% decomposition of the observed endogenous variables.
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%
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%
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@ -16,7 +18,7 @@ function [nvar,vartan,NumberOfDecompFiles] = ...
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% vartan [char] array of characters (with nvar rows).
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% vartan [char] array of characters (with nvar rows).
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% CovarFileNumber [integer] scalar, number of prior or posterior data files (for covariance).
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% CovarFileNumber [integer] scalar, number of prior or posterior data files (for covariance).
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% Copyright (C) 2007-2012 Dynare Team
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% Copyright (C) 2007-2015 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -47,7 +49,13 @@ else
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disp('dsge_simulated_theoretical_variance_decomposition:: Unknown type!')
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disp('dsge_simulated_theoretical_variance_decomposition:: Unknown type!')
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error()
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error()
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end
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end
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NumberOfDrawsFiles = length(DrawsFiles);
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%delete old stale files before creating new ones
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if posterior
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delete_stale_file([M_.dname '/metropolis/' M_.fname '_PosteriorVarianceDecomposition*']);
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else
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delete_stale_file([M_.dname '/prior/moments/' M_.fname '_PosteriorVarianceDecomposition*']);
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end
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% Set varlist (vartan)
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% Set varlist (vartan)
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if ~posterior
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if ~posterior
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@ -0,0 +1,26 @@
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function delete_stale_file(fname)
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% function delete_old_files(fname)
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% Checks for presence of files and deletes them if necessary
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% Copyright (C) 2015 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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Files_info = dir(fname);
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if length(Files_info)>0
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delete(fname)
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end
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function oo_ = variance_decomposition_mc_analysis(NumberOfSimulations,type,dname,fname,exonames,exo,vartan,var,mh_conf_sig,oo_)
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function oo_ = variance_decomposition_mc_analysis(NumberOfSimulations,type,dname,fname,exonames,exo,vartan,var,mh_conf_sig,oo_)
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% function oo_ = variance_decomposition_mc_analysis(NumberOfSimulations,type,dname,fname,exonames,exo,vartan,var,mh_conf_sig,oo_)
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% This function analyses the (posterior or prior) distribution of the
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% This function analyses the (posterior or prior) distribution of the
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% endogenous variance decomposition.
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% endogenous variables' variance decomposition.
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%
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% INPUTS
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% NumberOfSimulations [integer] scalar, number of simulations.
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% type [string] 'prior' or 'posterior'
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% dname [string] directory name where to save
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% fname [string] name of the mod-file
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% exonames [string] (n_exo*char_length) character array with names of exogenous variables
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% exo [string] name of current exogenous
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% variable
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% vartan [string] (n_endo*char_length) character array with name
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% of endogenous variables
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% var [integer] index of the current
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% endogenous variable
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% mh_conf_sig [double] 2 by 1 vector with upper
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% and lower bound of HPD intervals
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% oo_ [structure] Dynare structure where the results are saved.
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%
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% OUTPUTS
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% oo_ [structure] Dynare structure where the results are saved.
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% Copyright (C) 2008-2013 Dynare Team
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% Copyright (C) 2008-2013 Dynare Team
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%
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%
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