35 lines
1.4 KiB
Matlab
35 lines
1.4 KiB
Matlab
function overallacceptanceratio = compute_overall_acceptance_ratio(MetropolisFolder, ModelName)
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% Copyright © 2013-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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BaseName = [MetropolisFolder filesep ModelName];
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mh_history_files = dir([BaseName '_mh_history_*.mat']);
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n = length(mh_history_files);
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load([BaseName '_mh_history_' num2str(0)]);
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TotalNumberOfDraws = record.MhDraws(end,1);
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TotalNumberOfAcceptedProposals = record.AcceptanceRatio*record.MhDraws(end,1);
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for i=2:n
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load([BaseName '_mh_history_' num2str(i-1)]);
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TotalNumberOfDraws = TotalNumberOfDraws + record.MhDraws(end,1);
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TotalNumberOfAcceptedProposals = TotalNumberOfAcceptedProposals + record.AcceptanceRatio*record.MhDraws(end,1);
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end
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overallacceptanceratio = TotalNumberOfAcceptedProposals/TotalNumberOfDraws; |