dynare/matlab/metropolis_run_analysis.m

55 lines
1.5 KiB
Matlab

function metropolis_run_analysis(M_,basetopt,j)
%function metropolis_run_analysis(M_,basetopt,j
% analizes Metropolis runs
%
% INPUTS
% M_: (struct) Model structure
% basetopt: (struct) Estimated parameters structure
% j: (int) Index of estimated paramter
%
% OUTPUTS
% none
%
% SPECIAL REQUIREMENTS
% none
% Copyright © 2003-2017 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/>.
load([M_.fname '/metropolis/' M_.fname '_mh_history'])
nblck = record.Nblck;
ndraws = sum(record.MhDraws(:,1));
logPost = [];
params = [];
blck = 1;
for i=1:record.LastFileNumber
fname = [M_.fname '/metropolis/' M_.fname '_mh' int2str(i) '_blck' ...
int2str(blck) '.mat'];
if exist(fname,'file')
o=load(fname);
logPost = [logPost; o.logpo2];
params = [params; o.x2];
end
end
figure;
subplot(2,1,1)
plot(logPost)
subplot(2,1,2)
plot(params(:,j))
title(['parameter ' int2str(j)])