function oo_ = variance_decomposition_posterior_analysis(NumberOfSimulations,dname,fname, ... exonames,exo,vartan,var,mh_conf_sig,oo_) % Copyright (C) 2008 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 . indx = check_name(vartan,var); if isempty(indx) disp(['posterior_analysis:: ' var ' is not a stationary endogenous variable!']) return end jndx = check_name(exonames,exo); if isempty(jndx) disp(['posterior_analysis:: ' exo ' is not a declared exogenous variable!']) return end tmp = dir([ dname '/metropolis/' fname '_PosteriorVarianceDecomposition*.mat']); NumberOfFiles = length(tmp); i1 = 1; tmp = zeros(NumberOfSimulations,1); indice = (indx-1)*rows(exonames)+jndx; for file = 1:NumberOfFiles load([dname '/metropolis/' fname '_PosteriorVarianceDecomposition' int2str(file) '.mat']); i2 = i1 + rows(Decomposition_array) - 1; tmp(i1:i2) = Decomposition_array(:,indice); i1 = i2+1; end name = [ var '.' exo ]; if isfield(oo_,'PosteriorTheoreticalMoments') if isfield(oo_.PosteriorTheoreticalMoments,'dsge') if isfield(oo_.PosteriorTheoreticalMoments.dsge,'VarianceDecomposition') if isfield(oo_.PosteriorTheoreticalMoments.dsge.VarianceDecomposition.mean,name) % Nothing to do. return end end end end t1 = min(tmp); t2 = max(tmp); t3 = t2-t1;% How to normalize ? t1 and t2 may be zero... if t3<1.0e-12 if t1<1.0e-12 t1 = 0; end if abs(t1-1)<1.0e-12 t1 = 1; end post_mean = t1; post_median = t1; post_var = 0; hpd_interval = NaN(2,1); post_deciles = NaN(9,1); density = NaN; else [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = ... posterior_moments(tmp,1,mh_conf_sig); end eval(['oo_.PosteriorTheoreticalMoments.dsge.VarianceDecomposition.mean.' name ' = post_mean;']); eval(['oo_.PosteriorTheoreticalMoments.dsge.VarianceDecomposition.median.' name ' = post_median;']); eval(['oo_.PosteriorTheoreticalMoments.dsge.VarianceDecomposition.variance.' name ' = post_var;']); eval(['oo_.PosteriorTheoreticalMoments.dsge.VarianceDecomposition.hpdinf.' name ' = hpd_interval(1);']); eval(['oo_.PosteriorTheoreticalMoments.dsge.VarianceDecomposition.hpdsup.' name ' = hpd_interval(2);']); eval(['oo_.PosteriorTheoreticalMoments.dsge.VarianceDecomposition.deciles.' name ' = post_deciles;']); eval(['oo_.PosteriorTheoreticalMoments.dsge.VarianceDecomposition.density.' name ' = density;']);