function [nvar,vartan,CorrFileNumber] = dsge_simulated_theoretical_correlation(SampleSize,nar,M_,options_,oo_,type) % function [nvar,vartan,CorrFileNumber] = dsge_simulated_theoretical_correlation(SampleSize,nar,M_,options_,oo_,type) % This function computes the posterior or prior distribution of the endogenous % variables' second order moments. Actual computations are done in % dsge_simulated_theoretical_covariance, see https://git.dynare.org/Dynare/dynare/-/issues/1769 % % INPUTS % SampleSize [integer] scalar, number of simulations. % nar [integer] maximum number of autocorrelations to % consider % M_ [structure] Dynare structure describing the model. % options_ [structure] Dynare structure defining global options % oo_ [structure] Dynare structure where the results are saved. % type [string] 'prior' or 'posterior' % % OUTPUTS % nvar [integer] nvar is the number of stationary variables. % vartan [char] array of characters (with nvar rows). % CorrFileNumber [integer] scalar, number of prior or posterior data files (for correlation). % Copyright © 2007-2021 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 . nvar = length(ivar); [ivar,vartan, options_] = get_variables_list(options_, M_); % Get informations about the _posterior_draws files. if strcmpi(type,'posterior') CorrFileNumber = length(dir([M_.dname '/metropolis/' M_.fname '_PosteriorCorrelations*'])); elseif strcmpi(type,'prior') CorrFileNumber = length(dir([M_.dname '/prior/moments/' M_.fname '_PriorCorrelations*'])); else disp('dsge_simulated_theoretical_correlation:: Unknown type!'); error() end