69 lines
2.8 KiB
Matlab
69 lines
2.8 KiB
Matlab
function record = load_last_mh_history_file(MetropolisFolder, ModelName)
|
|
% function info = load_last_mh_history_file(MetropolisFolder, ModelName)
|
|
% Loads the last mh_history_file
|
|
% Inputs:
|
|
% MetropolisFolder [char] Name of the metropolis subfolder
|
|
% ModelName [char] Name of the mod-file
|
|
% Outputs:
|
|
% record [struct] structure storing the MH history
|
|
%
|
|
|
|
% Copyright © 2013-2023 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/>.
|
|
|
|
% record is also a Matlab function.
|
|
record = 0;
|
|
|
|
% Get the list of all the mh_history files.
|
|
BaseName = [MetropolisFolder filesep ModelName];
|
|
mh_history_files = dir([BaseName '_mh_history_*.mat']);
|
|
|
|
% Consistency with older versions of Dynare.
|
|
if isequal(length(mh_history_files),0)
|
|
if exist([BaseName '_mh_history.mat'],'file')
|
|
format_mh_history_file = 1; % old Dynare format
|
|
else
|
|
error(['Estimation::load_mh_file: I cannot find any mh-history file in ' MetropolisFolder '!'])
|
|
end
|
|
else
|
|
format_mh_history_file = 0;
|
|
end
|
|
|
|
if format_mh_history_file %needed to preserve backward compatibility
|
|
load([BaseName '_mh_history.mat'],'record');
|
|
record.LastLogPost = record.LastLogLiK;
|
|
record.InitialLogPost = record.InitialLogLiK;
|
|
record.LastSeeds = record.Seeds;
|
|
record.AcceptanceRatio = record.AcceptationRates;
|
|
record.InitialSeeds = NaN; % This information is forever lost...
|
|
record.MCMCConcludedSuccessfully = NaN; % This information is forever lost...
|
|
record.MAX_nruns=NaN(size(record.MhDraws,1),1); % This information is forever lost...
|
|
record = rmfield(record,'LastLogLiK');
|
|
record = rmfield(record,'InitialLogLiK');
|
|
record = rmfield(record,'Seeds');
|
|
record = rmfield(record,'AcceptationRates');
|
|
save([BaseName '_mh_history_0.mat'],'record');
|
|
else
|
|
load([BaseName '_mh_history_' num2str(length(mh_history_files)-1) '.mat'],'record');
|
|
% add fields that have later been introduced
|
|
if ~isfield(record,'MCMCConcludedSuccessfully')
|
|
record.MCMCConcludedSuccessfully = NaN; % This information is forever lost...
|
|
end
|
|
if ~isfield(record,'MAX_nruns')
|
|
record.MAX_nruns=NaN(size(record.MhDraws,1),1); % This information is forever lost...
|
|
end
|
|
end |