function CutSample(M_, options_, estim_params_) % function CutSample(M_, options_, estim_params_) % Takes a subset from metropolis draws by storing the required information % like the first MH-file to be loaded and the first line in that file to be % loaded into the record structure saved on harddisk into the % _mh_history-file % % INPUTS % M_ [structure] Dynare model structure % options_ [structure] Dynare options structure % estim_params_ [structure] Parameter structure % % OUTPUTS % none % % SPECIAL REQUIREMENTS % none % Copyright © 2005-2017 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; % Get the path to the metropolis files. MetropolisFolder = CheckPath('metropolis',M_.dname); % Get the (base) name of the mod file. ModelName = M_.fname; % Load the last mh-history file. load_last_mh_history_file(MetropolisFolder, M_.fname); % Get the list of files where the mcmc draw are saved. mh_files = dir([ MetropolisFolder ,filesep, M_.fname '_mh*.mat' ]); if ~length(mh_files) error('Estimation::mcmc: I can''t find MH file to load here!') 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)+1); 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 updated mh-history file. update_last_mh_history_file(MetropolisFolder, ModelName, record); fprintf('Estimation::mcmc: Total number of MH draws per chain: %d.\n',TotalNumberOfMhDraws); fprintf('Estimation::mcmc: Total number of generated MH files: %d.\n',TotalNumberOfMhFiles); fprintf('Estimation::mcmc: I''ll use mh-files %d to %d.\n',FirstMhFile,TotalNumberOfMhFiles); fprintf('Estimation::mcmc: In MH-file number %d I''ll start at line %d.\n',FirstMhFile,FirstLine); fprintf('Estimation::mcmc: Finally I keep %d draws per chain.\n',TotalNumberOfMhDraws-FirstDraw+1); skipline()