98 lines
4.0 KiB
Matlab
98 lines
4.0 KiB
Matlab
function draws = GetAllPosteriorDraws(options_, dname, fname, column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, nblcks, blck)
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% Gets all posterior draws.
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%
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% INPUTS
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% - options_ [struct] Dynare's options.
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% - dname [char] name of directory with results.
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% - fname [char] name of mod file.
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% - column [integer] scalar, parameter index.
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% - FirstMhFile [integer] scalar, first MH file.
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% - FirstLine [integer] scalar, first line in first MH file.
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% - TotalNumberOfMhFile [integer] scalar, total number of MH file.
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% - NumberOfDraws [integer] scalar, number of posterior draws.
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% - nblcks [integer] scalar, total number of blocks.
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% - blck: [integer] scalar, desired block to read.
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%
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% OUTPUTS
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% - draws: [double] NumberOfDraws×1 vector, draws from posterior distribution.
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%
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% REMARKS
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% Only the first and third input arguments are required for SMC samplers.
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% Copyright © 2005-2023 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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if ishssmc(options_)
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% Load draws from the posterior distribution
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pfiles = dir(sprintf('%s/hssmc/particles-*.mat', dname));
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posterior = load(sprintf('%s/hssmc/particles-%u-%u.mat', dname, length(pfiles), length(pfiles)));
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draws = transpose(posterior.particles(column,:));
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else
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iline = FirstLine;
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linee = 1;
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DirectoryName = CheckPath('metropolis',dname);
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if nblcks>1 && nargin<10
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draws = zeros(NumberOfDraws*nblcks,1);
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iline0=iline;
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if column>0
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for blck = 1:nblcks
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iline=iline0;
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for file = FirstMhFile:TotalNumberOfMhFile
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load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
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NumberOfLines = size(x2(iline:end,:),1);
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draws(linee:linee+NumberOfLines-1) = x2(iline:end,column);
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linee = linee+NumberOfLines;
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iline = 1;
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end
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end
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else
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for blck = 1:nblcks
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iline=iline0;
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for file = FirstMhFile:TotalNumberOfMhFile
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load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
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NumberOfLines = size(logpo2(iline:end),1);
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draws(linee:linee+NumberOfLines-1) = logpo2(iline:end);
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linee = linee+NumberOfLines;
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iline = 1;
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end
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end
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end
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else
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if nblcks==1
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blck=1;
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end
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if column>0
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for file = FirstMhFile:TotalNumberOfMhFile
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load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
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NumberOfLines = size(x2(iline:end,:),1);
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draws(linee:linee+NumberOfLines-1) = x2(iline:end,column);
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linee = linee+NumberOfLines;
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iline = 1;
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end
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else
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for file = FirstMhFile:TotalNumberOfMhFile
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load([DirectoryName '/' fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
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NumberOfLines = size(logpo2(iline:end,:),1);
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draws(linee:linee+NumberOfLines-1) = logpo2(iline:end);
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linee = linee+NumberOfLines;
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iline = 1;
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end
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end
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end
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end
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