dynare/matlab/estimation/check_prior_analysis_data.m

115 lines
4.0 KiB
Matlab

function [info,description] = check_prior_analysis_data(type,M_)
% function [info,description] = check_prior_analysis_data(type,M_)
% Checks the status of prior analysis and in particular if files need to be
% created or updated; called by prior_analysis.m
%
% Inputs:
% type [string] name of the posterior moment considered
% M_ [structure] Dynare model structure
%
% Outputs:
% info [scalar] return code
% info = 1; % prior_sampler has to be called first.
% info = 2; % _prior_draws files have to be updated.
% info = 3; % Ok! prior draws files are up to date ;
% info = 4; % prior draws have to be processed.
% info = 5; % prior data files have to be updated.
% info = 6; % Ok (nothing to do ;-)
% description [string] Message corresponding to info
% Copyright © 2009-2017 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 <https://www.gnu.org/licenses/>.
info = 0;
if nargout>1
description = '';
end
%% Get informations about prior draws files.
if ~exist([ M_.dname '/prior/draws'],'dir')
disp('check_prior_analysis_data:: Can''t find any prior draws file!')
return
end
prior_draws_info = dir([ M_.dname '/prior/draws/prior_draws*.mat']);
date_of_the_last_prior_draw_file = prior_draws_info(end).datenum;
%% Get informations about _posterior_draws files.
if isempty(prior_draws_info)
info = 1;
if nargout>1
description = 'prior_sampler has to be called.';
end
return
else
date_of_the_prior_definition = get_date_of_a_file([ M_.dname '/prior/definition.mat']);
if date_of_the_prior_definition>date_of_the_last_prior_draw_file
info = 2;
if nargout>1
description = 'prior draws files have to be updated.';
end
return
else
info = 3; % Nothing to do!
if nargout>1
description = 'prior draws files are up to date.';
end
end
end
%% Get informations about prior data files.
switch type
case 'variance'
generic_prior_data_file_name = 'Prior2ndOrderMoments';
case 'decomposition'
generic_prior_data_file_name = 'PriorVarianceDecomposition';
case 'correlation'
generic_prior_data_file_name = 'PriorCorrelations';
case 'conditional decomposition'
generic_prior_data_file_name = 'PriorConditionalVarianceDecomposition';
otherwise
disp('This feature is not yet implemented!')
end
CheckPath('prior/moments',M_.dname);
pdfinfo = dir([ M_.dname '/prior/' generic_prior_data_file_name '*']);
if isempty(pdfinfo)
info = 4;
if nargout>1
description = 'prior draws files have to be processed.';
end
return
else
number_of_the_last_prior_data_file = length(pdfinfo);
pdfdate = pdinfo(number_of_the_last_prior_data_file).datenum;
% /!\ REMARK /!\
% The user can change the model or the value of a calibrated
% parameter without changing the prior. In this case the (prior)
% moments should be computed. But this case cannot be detected!!!
if pdfdate<date_of_the_last_prior_draw_file
info = 5; % prior data files have to be updated.
if nargout>1
description = 'prior data files have to be updated.';
end
else
info = 6; % Ok (nothing to do ;-)
if nargout>1
description = 'prior data files are up to date.';
end
end
end