204 lines
17 KiB
HTML
204 lines
17 KiB
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<title>Description of GetPosteriorParametersStatistics</title>
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > GetPosteriorParametersStatistics.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>GetPosteriorParametersStatistics
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>stephane.adjemian@ens.fr [09-09-2005]</strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function GetPosteriorParametersStatistics() </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"> stephane.adjemian@ens.fr [09-09-2005]</pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="CheckPath.html" class="code" title="function DirectoryName = CheckPath(type)">CheckPath</a> 06-03-2005</li><li><a href="GetAllPosteriorDraws.html" class="code" title="function Draws = GetAllPosteriorDraws(column,FirstMhFile,FirstLine,TotalNumberOfMhFile,NumberOfDraws)">GetAllPosteriorDraws</a> stephane.adjemian@ens.fr [09-09-2005]</li><li><a href="posterior_moments.html" class="code" title="function [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(xx,info)">posterior_moments</a> stephane.adjemian@ens.fr [09-09-2005]</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="dynare_estimation.html" class="code" title="function dynare_estimation(var_list_)">dynare_estimation</a> </li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function GetPosteriorParametersStatistics()</a>
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0002 <span class="comment">% stephane.adjemian@ens.fr [09-09-2005]</span>
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0003 <span class="keyword">global</span> estim_params_ M_ options_ bayestopt_ oo_
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0004
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0005 TeX = options_.TeX;
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0006 nblck = options_.mh_nblck;
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0007 nvx = estim_params_.nvx;
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0008 nvn = estim_params_.nvn;
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0009 ncx = estim_params_.ncx;
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0010 ncn = estim_params_.ncn;
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0011 np = estim_params_.np ;
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0012 nx = nvx+nvn+ncx+ncn+np;
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0013
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0014 DirectoryName = <a href="CheckPath.html" class="code" title="function DirectoryName = CheckPath(type)">CheckPath</a>(<span class="string">'metropolis'</span>);
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0015 load([ DirectoryName <span class="string">'/'</span> M_.fname <span class="string">'_mh_history'</span>])
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0016 FirstMhFile = record.KeepedDraws.FirstMhFile;
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0017 FirstLine = record.KeepedDraws.FirstLine; ifil = FirstLine;
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0018 TotalNumberOfMhFiles = sum(record.MhDraws(:,2))
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0019 TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
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0020 FirstMhFile = record.KeepedDraws.FirstMhFile;
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0021 NumberOfDraws = TotalNumberOfMhDraws-floor(options_.mh_drop*TotalNumberOfMhDraws);
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0022 clear record;
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0023
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0024 disp(<span class="string">' '</span>)
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0025 disp(<span class="string">' '</span>)
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0026 disp(<span class="string">'ESTIMATION RESULTS'</span>)
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0027 disp(<span class="string">' '</span>)
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0028 disp(sprintf(<span class="string">'Log data density is %f.'</span>,oo_.MarginalDensity.ModifiedHarmonicMean))
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0029 pnames=[<span class="string">' '</span>;<span class="string">'beta '</span>;<span class="string">'gamm '</span>;<span class="string">'norm '</span>;<span class="string">'invg '</span>;<span class="string">'unif '</span>;<span class="string">'invg2'</span>];
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0030 tit2 = sprintf(<span class="string">'%10s %7s %10s %14s %4s %6s\n'</span>,<span class="string">' '</span>,<span class="string">'prior mean'</span>,<span class="string">'post. mean'</span>,<span class="string">'conf. interval'</span>,<span class="string">'prior'</span>,<span class="string">'pstdev'</span>);
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0031 <span class="keyword">if</span> np
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0032 disp(<span class="string">' '</span>)
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0033 disp(<span class="string">'parameters'</span>)
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0034 disp(tit2)
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0035 ip = nvx+nvn+ncx+ncn+1;
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0036 <span class="keyword">for</span> i=1:np
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0037 Draws = <a href="GetAllPosteriorDraws.html" class="code" title="function Draws = GetAllPosteriorDraws(column,FirstMhFile,FirstLine,TotalNumberOfMhFile,NumberOfDraws)">GetAllPosteriorDraws</a>(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
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0038 [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = <a href="posterior_moments.html" class="code" title="function [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(xx,info)">posterior_moments</a>(Draws,1);
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0039 name = bayestopt_.name{ip};
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0040 disp(sprintf(<span class="string">'%12s %7.3f %8.4f %7.4f %7.4f %4s %6.4f'</span>, <span class="keyword">...</span>
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0041 name, <span class="keyword">...</span>
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0042 bayestopt_.pmean(ip),post_mean,hpd_interval, <span class="keyword">...</span>
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0043 pnames(bayestopt_.pshape(ip)+1,:), <span class="keyword">...</span>
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0044 bayestopt_.pstdev(ip)));
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0045 eval([<span class="string">'oo_.posterior_mean.parameters.'</span> name <span class="string">' = post_mean;'</span>]);
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0046 eval([<span class="string">'oo_.posterior_hpdinf.parameters.'</span> name <span class="string">' = hpd_interval(1);'</span>]);
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0047 eval([<span class="string">'oo_.posterior_hpdsup.parameters.'</span> name <span class="string">' = hpd_interval(2);'</span>]);
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0048 eval([<span class="string">'oo_.posterior_median.'</span> name <span class="string">' = post_median;'</span>]);
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0049 eval([<span class="string">'oo_.posterior_variance.'</span> name <span class="string">' = post_var;'</span>]);
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0050 eval([<span class="string">'oo_.posterior_deciles.'</span> name <span class="string">' = post_deciles;'</span>]);
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0051 eval([<span class="string">'oo_.posterior_density.'</span> name <span class="string">' = density;'</span>]);
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0052 ip = ip+1;
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0053 <span class="keyword">end</span>
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0054 <span class="keyword">end</span>
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0055 <span class="keyword">if</span> nvx
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0056 ip = 1;
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0057 disp(<span class="string">' '</span>)
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0058 disp(<span class="string">'standard deviation of shocks'</span>)
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0059 disp(tit2)
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0060 <span class="keyword">for</span> i=1:nvx
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0061 Draws = <a href="GetAllPosteriorDraws.html" class="code" title="function Draws = GetAllPosteriorDraws(column,FirstMhFile,FirstLine,TotalNumberOfMhFile,NumberOfDraws)">GetAllPosteriorDraws</a>(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
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0062 [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = <a href="posterior_moments.html" class="code" title="function [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(xx,info)">posterior_moments</a>(Draws,1);
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0063 k = estim_params_.var_exo(i,1);
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0064 name = deblank(M_.exo_names(k,:));
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0065 disp(sprintf(<span class="string">'%12s %7.3f %8.4f %7.4f %7.4f %4s %6.4f'</span>, <span class="keyword">...</span>
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0066 name,bayestopt_.pmean(ip),post_mean, <span class="keyword">...</span>
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0067 hpd_interval,pnames(bayestopt_.pshape(ip)+1,:), <span class="keyword">...</span>
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0068 bayestopt_.pstdev(ip)));
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0069 M_.Sigma_e(k,k) = post_mean*post_mean;
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0070 eval([<span class="string">'oo_.posterior_mean.shocks_std.'</span> name <span class="string">' = post_mean;'</span>]);
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0071 eval([<span class="string">'oo_.posterior_hpdinf.shocks_std.'</span> name <span class="string">' = hpd_interval(1);'</span>]);
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0072 eval([<span class="string">'oo_.posterior_hpdsup.shocks_std.'</span> name <span class="string">' = hpd_interval(2);'</span>]);
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0073 eval([<span class="string">'oo_.posterior_median.shocks_std.'</span> name <span class="string">' = post_median;'</span>]);
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0074 eval([<span class="string">'oo_.posterior_variance.shocks_std.'</span> name <span class="string">' = post_var;'</span>]);
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0075 eval([<span class="string">'oo_.posterior_deciles.shocks_std.'</span> name <span class="string">' = post_deciles;'</span>]);
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0076 eval([<span class="string">'oo_.posterior_density.shocks_std.'</span> name <span class="string">' = density;'</span>]);
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0077 ip = ip+1;
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0078 <span class="keyword">end</span>
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0079 <span class="keyword">end</span>
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0080 <span class="keyword">if</span> nvn
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0081 disp(<span class="string">' '</span>)
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0082 disp(<span class="string">'standard deviation of measurement errors'</span>)
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0083 disp(tit2)
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0084 ip = nvx+1;
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0085 <span class="keyword">for</span> i=1:nvn
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0086 Draws = <a href="GetAllPosteriorDraws.html" class="code" title="function Draws = GetAllPosteriorDraws(column,FirstMhFile,FirstLine,TotalNumberOfMhFile,NumberOfDraws)">GetAllPosteriorDraws</a>(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
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0087 [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = <a href="posterior_moments.html" class="code" title="function [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(xx,info)">posterior_moments</a>(Draws,1);
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0088 name = deblank(options_.varobs(estim_params_.var_endo(i,1),:));
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0089 disp(sprintf(<span class="string">'%12s %7.3f %8.4f %7.4f %7.4f %4s %6.4f'</span>, <span class="keyword">...</span>
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0090 name,<span class="keyword">...</span>
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0091 bayestopt_.pmean(ip), <span class="keyword">...</span>
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0092 post_mean,hpd_interval, <span class="keyword">...</span>
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0093 pnames(bayestopt_.pshape(ip)+1,:), <span class="keyword">...</span>
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0094 bayestopt_.pstdev(ip)));
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0095 eval([<span class="string">'oo_.posterior_mean.measurement_errors_std.'</span> name <span class="string">' = post_mean;'</span>]);
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0096 eval([<span class="string">'oo_.posterior_hpdinf.measurement_errors_std.'</span> name <span class="string">' = hpd_interval(1);'</span>]);
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0097 eval([<span class="string">'oo_.posterior_hpdsup.measurement_errors_std.'</span> name <span class="string">' = hpd_interval(2);'</span>]);
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0098 eval([<span class="string">'oo_.posterior_median.measurement_errors_std.'</span> name <span class="string">' = post_median;'</span>]);
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0099 eval([<span class="string">'oo_.posterior_variance.measurement_errors_std.'</span> name <span class="string">' = post_var;'</span>]);
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0100 eval([<span class="string">'oo_.posterior_deciles.measurement_errors_std.'</span> name <span class="string">' = post_deciles;'</span>]);
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0101 eval([<span class="string">'oo_.posterior_density.measurement_errors_std.'</span> name <span class="string">' = density;'</span>]);
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0102 ip = ip+1;
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0103 <span class="keyword">end</span>
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0104 <span class="keyword">end</span>
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0105 <span class="keyword">if</span> ncx
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0106 disp(<span class="string">' '</span>)
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0107 disp(<span class="string">'correlation of shocks'</span>)
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0108 disp(tit2)
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0109 ip = nvx+nvn+1;
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0110 <span class="keyword">for</span> i=1:ncx
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0111 Draws = <a href="GetAllPosteriorDraws.html" class="code" title="function Draws = GetAllPosteriorDraws(column,FirstMhFile,FirstLine,TotalNumberOfMhFile,NumberOfDraws)">GetAllPosteriorDraws</a>(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
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0112 [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = <a href="posterior_moments.html" class="code" title="function [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(xx,info)">posterior_moments</a>(Draws,1);
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0113 k1 = estim_params_.corrx(i,1);
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0114 k2 = estim_params_.corrx(i,2);
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0115 name = [deblank(M_.exo_names(k1,:)) <span class="string">','</span> deblank(M_.exo_names(k2,:))];
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0116 NAME = [deblank(M_.exo_names(k1,:)) <span class="string">'_'</span> deblank(M_.exo_names(k2,:))];
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0117 disp(sprintf(<span class="string">'%12s %7.3f %8.4f %7.4f %7.4f %4s %6.4f'</span>, name, <span class="keyword">...</span>
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0118 bayestopt_.pmean(ip),post_mean,hpd_interval, <span class="keyword">...</span>
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0119 pnames(bayestopt_.pshape(ip)+1,:), <span class="keyword">...</span>
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0120 bayestopt_.pstdev(ip)));
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0121 eval([<span class="string">'oo_.posterior_mean.shocks_corr.'</span> NAME <span class="string">' = post_mean;'</span>]);
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0122 eval([<span class="string">'oo_.posterior_hpdinf.shocks_corr.'</span> NAME <span class="string">' = hpd_interval(1);'</span>]);
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0123 eval([<span class="string">'oo_.posterior_hpdsup.shocks_corr.'</span> NAME <span class="string">' = hpd_interval(2);'</span>]);
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0124 eval([<span class="string">'oo_.posterior_median.shocks_corr.'</span> NAME <span class="string">' = post_median;'</span>]);
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0125 eval([<span class="string">'oo_.posterior_variance.shocks_corr.'</span> NAME <span class="string">' = post_var;'</span>]);
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0126 eval([<span class="string">'oo_.posterior_deciles.shocks_corr.'</span> NAME <span class="string">' = post_deciles;'</span>]);
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0127 eval([<span class="string">'oo_.posterior_density.shocks_corr.'</span> NAME <span class="string">' = density;'</span>]);
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0128 M_.Sigma_e(k1,k2) = post_mean*sqrt(M_.Sigma_e(k1,k1)*M_.Sigma_e(k2,k2));
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0129 M_.Sigma_e(k2,k1) = M_.Sigma_e(k1,k2);
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0130 ip = ip+1;
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0131 <span class="keyword">end</span>
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0132 <span class="keyword">end</span>
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0133 <span class="keyword">if</span> ncn
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0134 disp(<span class="string">' '</span>)
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0135 disp(<span class="string">'correlation of measurement errors'</span>)
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0136 disp(tit2)
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0137 ip = nvx+nvn+ncx+1;
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0138 <span class="keyword">for</span> i=1:ncn
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0139 Draws = <a href="GetAllPosteriorDraws.html" class="code" title="function Draws = GetAllPosteriorDraws(column,FirstMhFile,FirstLine,TotalNumberOfMhFile,NumberOfDraws)">GetAllPosteriorDraws</a>(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
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0140 [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = <a href="posterior_moments.html" class="code" title="function [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(xx,info)">posterior_moments</a>(Draws,1);
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0141 k1 = estim_params_.corrn(i,1);
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0142 k2 = estim_params_.corrn(i,2);
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0143 name = [deblank(M_.endo_names(k1,:)) <span class="string">','</span> deblank(M_.endo_names(k2,:))];
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0144 NAME = [deblank(M_.endo_names(k1,:)) <span class="string">'_'</span> deblank(M_.endo_names(k2,:))];
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0145 disp(sprintf(<span class="string">'%12s %7.3f %8.4f %7.4f %7.4f %4s %6.4f'</span>, name, <span class="keyword">...</span>
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0146 bayestopt_.pmean(ip),post_mean,hpd_interval, <span class="keyword">...</span>
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0147 pnames(bayestopt_.pshape(ip)+1,:), <span class="keyword">...</span>
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0148 bayestopt_.pstdev(ip)));
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0149 eval([<span class="string">'oo_.posterior_mean.measurement_errors_corr.'</span> NAME <span class="string">' = post_mean;'</span>]);
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0150 eval([<span class="string">'oo_.posterior_hpdinf.measurement_errors_corr.'</span> NAME <span class="string">' = hpd_interval(1);'</span>]);
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0151 eval([<span class="string">'oo_.posterior_hpdsup.measurement_errors_corr.'</span> NAME <span class="string">' = hpd_interval(2);'</span>]);
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0152 eval([<span class="string">'oo_.posterior_median.measurement_errors_corr.'</span> NAME <span class="string">' = post_median;'</span>]);
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0153 eval([<span class="string">'oo_.posterior_variance.measurement_errors_corr.'</span> NAME <span class="string">' = post_var;'</span>]);
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0154 eval([<span class="string">'oo_.posterior_deciles.measurement_errors_corr.'</span> NAME <span class="string">' = post_decile;'</span>]);
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0155 eval([<span class="string">'oo_.posterior_density.measurement_errors_corr.'</span> NAME <span class="string">' = density;'</span>]);
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0156 ip = ip+1;
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0157 <span class="keyword">end</span>
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0158 <span class="keyword">end</span></pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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