function oo_ = correlation_mc_analysis(SampleSize,type,dname,fname,vartan,nvar,var1,var2,nar,mh_conf_sig,oo_,M_,options_)
% This function analyses the (posterior or prior) distribution of the
% endogenous variables correlation function.
% Copyright (C) 2008-2017 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 .
if strcmpi(type,'posterior')
TYPE = 'Posterior';
PATH = [dname '/metropolis/'];
else
TYPE = 'Prior';
PATH = [dname '/prior/moments/'];
end
indx1 = check_name(vartan,var1);
if isempty(indx1)
disp([ type '_analysis:: ' var1 ' is not a stationary endogenous variable!'])
return
end
if ~isempty(var2)
indx2 = check_name(vartan,var2);
if isempty(indx2)
disp([ type '_analysis:: ' var2 ' is not a stationary endogenous variable!'])
return
end
else
indx2 = indx1;
var2 = var1;
end
var1=deblank(var1);
var2=deblank(var2);
if isfield(oo_,[TYPE 'TheoreticalMoments'])
temporary_structure = oo_.([TYPE, 'TheoreticalMoments']);
if isfield(temporary_structure,'dsge')
temporary_structure = oo_.([TYPE, 'TheoreticalMoments']).dsge;
if isfield(temporary_structure,'correlation')
temporary_structure = oo_.([TYPE, 'TheoreticalMoments']).dsge.correlation.Mean;
if isfield(temporary_structure,deblank(var1))
temporary_structure_1 = oo_.([TYPE, 'TheoreticalMoments']).dsge.correlation.Mean.(var1);
if isfield(temporary_structure_1,deblank(var2))
temporary_structure_2 = temporary_structure_1.(var2);
l1 = length(temporary_structure_2);
if l1