function oo_ = posterior_analysis(type,arg1,arg2,arg3,options_,M_,oo_) % part of DYNARE, copyright Dynare Team (2008) % Gnu Public License. info = check_posterior_analysis_data(type,M_); SampleSize = options_.PosteriorSampleSize; switch info case 0 disp('check_posterior_analysis_data:: Can''t find any mcmc file!') error('Check the options of the estimation command...') case {1,2} MaxMegaBytes = options_.MaximumNumberOfMegaBytes; drsize = size_of_the_reduced_form_model(oo_.dr); if drsize*SampleSize>MaxMegaBytes drsize=0; end SampleAddress = selec_posterior_draws(SampleSize,drsize); oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_); case {4,5} oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_); case 6 [ivar,vartan] = set_stationary_variables_list; nvar = length(ivar); oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_,nvar,vartan); otherwise error(['posterior_analysis:: Check_posterior_analysis_data gave a meaningless output!']) end function oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_,nvar,vartan) narg1 = 8; narg2 = 10; if ~(nargin==narg1 | nargin==narg2) error('posterior_analysis:: Call to function job is buggy!') end switch type case 'variance' if nargin==narg1 [nvar,vartan,NumberOfFiles] = ... dsge_posterior_theoretical_covariance(SampleSize,M_,options_,oo_); end oo_ = covariance_posterior_analysis(SampleSize,M_.dname,M_.fname,... vartan,nvar,arg1,arg2,options_.mh_conf_sig,oo_); case 'decomposition' if nargin==narg1 [nvar,vartan,NumberOfFiles] = ... dsge_posterior_theoretical_variance_decomposition(SampleSize,M_,options_,oo_); end oo_ = variance_decomposition_posterior_analysis(SampleSize,M_.dname,M_.fname,... M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_); case 'correlation' if nargin==narg1 [nvar,vartan,NumberOfFiles] = ... dsge_posterior_theoretical_correlation(SampleSize,arg3,M_,options_,oo_); end oo_ = correlation_posterior_analysis(SampleSize,M_.dname,M_.fname,... vartan,nvar,arg1,arg2,arg3,options_.mh_conf_sig,oo_,M_,options_); otherwise disp('Not yet implemented') end