function CutSample(M_, options_, estim_params_) % function CutSample() % Takes a subset from metropolis % % INPUTS % options_ [structure] % estim_params_ [structure] % M_ [structure] % % OUTPUTS % none % % SPECIAL REQUIREMENTS % none % Copyright (C) 2005-2009 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 . npar = estim_params_.np+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.nvx; DirectoryName = CheckPath('metropolis'); file = dir([ DirectoryName ,filesep, M_.fname '_mh_history.mat']); files = dir([ DirectoryName ,filesep, M_.fname '_mh*.mat' ]); if ~length(files) disp('MH:: FAILURE! there is no MH file to load here!') return end if ~length(file) disp('MH:: FAILURE! there is no MH-history file!') return else load([ DirectoryName '/' M_.fname '_mh_history.mat']) end TotalNumberOfMhFiles = sum(record.MhDraws(:,2)); TotalNumberOfMhDraws = sum(record.MhDraws(:,1)); MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8); FirstDraw = max(1,floor(options_.mh_drop*TotalNumberOfMhDraws)); FirstMhFile = ceil(FirstDraw/MAX_nruns); FirstLine = FirstDraw-(FirstMhFile-1)*MAX_nruns; record.KeepedDraws.FirstMhFile = FirstMhFile; record.KeepedDraws.FirstLine = FirstLine; if (TotalNumberOfMhFiles-1)-(FirstMhFile+1)+1 > 0 record.KeepedDraws.Distribution = [ MAX_nruns-FirstLine+1 ; ... ones((TotalNumberOfMhFiles-1)-(FirstMhFile+1)+1,1)*MAX_nruns ; ... record.MhDraws(end,3) ]; elseif TotalNumberOfMhFiles == 1 record.KeepedDraws.Distribution = []; elseif TotalNumberOfMhFiles == 2 & FirstMhFile > 1 record.KeepedDraws.Distribution = [MAX_nruns-FirstLine+1 ; record.MhDraws(end,3)]; end save([DirectoryName '/' M_.fname '_mh_history.mat'],'record'); fprintf('MH: Total number of Mh draws: %d.\n',TotalNumberOfMhDraws); fprintf('MH: Total number of generated Mh files: %d.\n',TotalNumberOfMhFiles); fprintf('MH: I''ll use mh-files %d to %d.\n',FirstMhFile,TotalNumberOfMhFiles); fprintf('MH: In mh-file number %d i''ll start at line %d.\n',FirstMhFile,FirstLine); fprintf('MH: Finally I keep %d draws.\n',TotalNumberOfMhDraws-FirstDraw); disp(' ');