//Test mh_recover function for RW-MH when load_mh_file was also used //Previous chain did fill last mh_file so mh_recover does not need to fill that file @#include "fs2000.common.inc" options_.MaxNumberOfBytes=2000*11*8/4; estimation(order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=1000, mh_nblocks=2, mh_jscale=0.8); estimation(order=1,mode_compute=0,mode_file='fs2000_recover_3/Output/fs2000_recover_3_mode', datafile='../fsdat_simul',nobs=192, loglinear, load_mh_file,mh_replic=1000, mh_nblocks=2, mh_jscale=0.8); copyfile([M_.dname filesep 'metropolis' filesep M_.dname '_mh1_blck1.mat'],[M_.dname '_mh1_blck1.mat']) copyfile([M_.dname filesep 'metropolis' filesep M_.dname '_mh3_blck2.mat'],[M_.dname '_mh3_blck2.mat']) copyfile([M_.dname filesep 'metropolis' filesep M_.dname '_mh4_blck2.mat'],[M_.dname '_mh4_blck2.mat']) delete([M_.dname filesep 'metropolis' filesep M_.dname '_mh3_blck2.mat']) delete([M_.dname filesep 'metropolis' filesep M_.dname '_mh4_blck2.mat']) estimation(order=1, datafile='../fsdat_simul',mode_compute=0,mode_file='fs2000_recover_3/Output/fs2000_recover_3_mode', nobs=192, loglinear, mh_replic=2000, mh_nblocks=2, mh_jscale=0.8,mh_recover); %check first unaffected chain temp1=load([M_.dname '_mh1_blck1.mat']); temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh1_blck1.mat']); if max(max(abs(temp1.x2-temp2.x2)))>1e-10 error('Draws of unaffected chain are not the same') end %check second, affected chain with last unaffected file temp1=load([M_.dname '_mh3_blck2.mat']); temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh3_blck2.mat']); if max(max(abs(temp1.x2-temp2.x2)))>1e-10 error('Draws of affected chain''s unaffected files are not the same') end if ~isoctave %check second, affected chain with affected file temp1=load([M_.dname '_mh4_blck2.mat']); temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh4_blck2.mat']); if max(max(abs(temp1.x2-temp2.x2)))>1e-10 error('Draws of affected chain''s affected files are not the same') end end