function oo_ = posterior_analysis(type,arg1,arg2,arg3,options_,M_,oo_) % Copyright © 2008-2021 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 . info = check_posterior_analysis_data(type,M_); SampleSize = options_.sub_draws; 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] = get_variables_list(options_,M_); 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_simulated_theoretical_covariance(SampleSize,arg3,M_,options_,oo_,'posterior'); end oo_ = covariance_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,... vartan,nvar,arg1,arg2,options_.mh_conf_sig,oo_,options_); case 'decomposition' if nargin==narg1 [nvar,vartan,NumberOfFiles] = ... dsge_simulated_theoretical_variance_decomposition(SampleSize,M_,options_,oo_,'posterior'); end oo_ = variance_decomposition_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,... M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_); if ~all(diag(M_.H)==0) if strmatch(arg1,options_.varobs,'exact') [observable_name_requested_vars,index_subset,index_observables]=intersect(vartan,options_.varobs,'stable'); oo_ = variance_decomposition_ME_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,... [M_.exo_names;'ME'],arg2,observable_name_requested_vars,arg1,options_.mh_conf_sig,oo_,options_); end end case 'correlation' if nargin==narg1 [nvar,vartan,NumberOfFiles] = ... dsge_simulated_theoretical_correlation(SampleSize,arg3,M_,options_,oo_,'posterior'); end oo_ = correlation_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,... vartan,nvar,arg1,arg2,arg3,options_.mh_conf_sig,oo_,M_,options_); case 'conditional decomposition' if nargin==narg1 [nvar,vartan,NumberOfFiles] = ... dsge_simulated_theoretical_conditional_variance_decomposition(SampleSize,arg3,M_,options_,oo_,'posterior'); end oo_ = conditional_variance_decomposition_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,... arg3,M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_); if ~all(diag(M_.H)==0) if strmatch(arg1,options_.varobs,'exact') oo_ = conditional_variance_decomposition_ME_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,... arg3,[M_.exo_names;'ME'],arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_); end end otherwise disp('Not yet implemented') end