50 lines
2.3 KiB
Matlab
50 lines
2.3 KiB
Matlab
function [nvar,vartan,CorrFileNumber] = dsge_simulated_theoretical_correlation(SampleSize,nar,M_,options_,oo_,type)
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% function [nvar,vartan,CorrFileNumber] = dsge_simulated_theoretical_correlation(SampleSize,nar,M_,options_,oo_,type)
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% This function computes the posterior or prior distribution of the endogenous
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% variables' second order moments. Actual computations are done in
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% dsge_simulated_theoretical_covariance, see https://git.dynare.org/Dynare/dynare/-/issues/1769
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%
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% INPUTS
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% SampleSize [integer] scalar, number of simulations.
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% nar [integer] maximum number of autocorrelations to
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% consider
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% M_ [structure] Dynare structure describing the model.
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% options_ [structure] Dynare structure defining global options
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% oo_ [structure] Dynare structure where the results are saved.
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% type [string] 'prior' or 'posterior'
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%
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% OUTPUTS
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% nvar [integer] nvar is the number of stationary variables.
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% vartan [char] array of characters (with nvar rows).
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% CorrFileNumber [integer] scalar, number of prior or posterior data files (for correlation).
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% Copyright © 2007-2021 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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nvar = length(ivar);
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[~,vartan] = get_variables_list(options_, M_);
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% Get informations about the _posterior_draws files.
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if strcmpi(type,'posterior')
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CorrFileNumber = length(dir([M_.dname '/metropolis/' M_.fname '_PosteriorCorrelations*']));
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elseif strcmpi(type,'prior')
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CorrFileNumber = length(dir([M_.dname '/prior/moments/' M_.fname '_PriorCorrelations*']));
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else
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disp('dsge_simulated_theoretical_correlation:: Unknown type!');
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error()
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end
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