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 % Copyright (C) 2007-2009 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 . type = 'posterior';% To be defined as a input argument later... nodecomposition = 0; % 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 SampleSize<=MaXNumberOfDecompLines Decomposition_array = zeros(SampleSize,nvar*nexo); NumberOfDecompFiles = 1; else Decomposition_array = zeros(MaXNumberOfDecompLines,nvar*nexo); NumberOfLinesInTheLastDecompFile = mod(SampleSize,MaXNumberOfDecompLines); NumberOfDecompFiles = ceil(SampleSize/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([M_.dname '/metropolis/' DrawsFiles(file).name ]); isdrsaved = columns(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_,nodecomposition); for i=1:nvar for j=1:nexo Decomposition_array(linea,(i-1)*nexo+j) = tmp{2}(i,j); end end if linea == NumberOfDecompLines save([M_.dname '/metropolis/' M_.fname '_PosteriorVarianceDecomposition' int2str(DecompFileNumber) '.mat' ],'Decomposition_array'); DecompFileNumber = DecompFileNumber + 1; linea = 0; test = DecompFileNumber-NumberOfDecompFiles; if ~test% Prepare the last round... Decomposition_array = zeros(NumberOfLinesInTheLastDecompFile,nvar*nexo); NumberOfDecompLines = NumberOfLinesInTheLastDecompFile; DecompFileNumber = DecompFileNumber - 1; elseif test<0; Decomposition_array = zeros(MaXNumberOfDecompLines,nvar*nexo); else clear('Decomposition_array'); end end end end options_.ar = nar;