function [nvar,vartan,NumberOfDecompFiles] = ... dsge_posterior_theoretical_variance_decomposition(SampleSize,M_,options_,oo_) % This function estimates the posterior distribution of the variance % decomposition of the observed endogenous variables. % % INPUTS % None. % % OUTPUTS % None. % % SPECIAL REQUIREMENTS % Other matlab routines distributed with Dynare: set_stationary_variables_list.m % CheckPath.m % selec_posterior_draws.m % set_parameters.m % resol.m % th_autocovariances.m % posterior_moments.m % % part of DYNARE, copyright Dynare Team (2007-2008). % Gnu Public License. type = 'posterior';% To be defined as a input argument later... % Set varlist (vartan) [ivar,vartan] = set_stationary_variables_list; nvar = length(ivar); % Set the size of the auto-correlation function to zero. nar = options_.ar; options_.ar = 0; % Get informations about the _posterior_draws files. DrawsFiles = dir([M_.dname '/metropolis/' M_.fname '_' type '_draws*' ]); NumberOfDrawsFiles = length(DrawsFiles); nexo = M_.exo_nbr; NumberOfDrawsFiles = rows(DrawsFiles); NumberOfSavedElementsPerSimulation = nvar*(nexo+1); MaXNumberOfDecompLines = ceil(options_.MaxNumberOfBytes/NumberOfSavedElementsPerSimulation/8); if NumberOfSimulations<=MaXNumberOfDecompLines Decomposition_array = zeros(NumberOfSimulations,nvar*(nexo+1)); NumberOfDecompFiles = 1; else Decomposition_array = zeros(MaXNumberOfDecompLines,nvar*(nexo+1)); NumberOfLinesInTheLastDecompFile = mod(NumberOfSimulations,MaXNumberOfDecompLines); NumberOfDecompFiles = ceil(NumberOfSimulations/MaXNumberOfDecompLines); end NumberOfDecompLines = rows(Decomposition_array); DecompFileNumber = 1; % Compute total variances (covariances are not saved) and variances % implied by each structural shock. linea = 0; for file = 1:NumberOfDrawsFiles load([MhDirectoryName '/' DrawsFiles(file).name]); isdrsaved = cols(pdraws)-1; NumberOfDraws = rows(pdraws); for linee = 1:NumberOfDraws linea = linea+1; if isdrsaved dr = pdraws{linee,2}; else set_parameters(pdraws{linee,1}); [dr,info] = resol(oo_.steady_state,0); end tmp = th_autocovariances(dr,ivar,M_,options_); %for i=1:nvar % Decomposition_array(linea,i) = tmp{1}(i,i); %end Decomposition_array(linea,:) = transpose(tmp{1}); for i=1:nvar for j=1:nexo Decomposition_array(linea,nvar+(i-1)*nexo+j) = tmp{2}(i,j); end end if linea == NumberOfDecompLines save([fname '_PosteriorVarianceDecomposition' int2str(DecompFileNumber)],'Decomposition_array'); DecompFileNumber = DecompFileNumber + 1; linea = 0; test = DecompFileNumber-NumberOfDecompFiles; if ~test% Prepare the last round... Decomposition_array = zeros(NumberOfLinesInTheLastDecompFile,nvar*(nexo+1)); NumberOfDecompLines = NumberOfLinesInTheLastDecompFile; DecompFileNumber = DecompFileNumber - 1; elseif test<0; Decomposition_array = zeros(MaXNumberOfDecompLines,nvar*(nexo+1)); else clear('Decomposition_array'); end end end end options_.ar = nar;% Useless because options_ is not a global anymore... function r = rows(M) r = size(M,1); function c = cols(M) c = size(M,2);