118 lines
7.9 KiB
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118 lines
7.9 KiB
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<title>Description of posterior_distribution</title>
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > posterior_distribution.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>posterior_distribution
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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@cepremap.cnrs.fr [07-15-2004]</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 [borneinf,bornesup,x1,x2,f1,f2,top,nam,texnam] =posterior_distribution(indx,number_of_mh_files,first_mh_file,first_line,number_of_blocks,number_of_simulations,number_of_simulations_per_file,TeX); </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@cepremap.cnrs.fr [07-15-2004]</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="draw_prior_density.html" class="code" title="function [x,f,abscissa,dens,binf,bsup] = draw_prior_density(indx);">draw_prior_density</a> stephane.adjemian@ens.fr [07-15-2004]</li><li><a href="get_the_name.html" class="code" title="function [nam,texnam] = get_the_name(k,TeX)">get_the_name</a> stephane.adjemian@cepremap.cnrs.fr [07-13-2004]</li><li><a href="kernel_density_estimate.html" class="code" title="function [abscissa,f] = kernel_density_estimate(data,number_of_grid_points,bandwidth,kernel_function)">kernel_density_estimate</a> % This function aims at estimating a continuous density. A kernel density</li><li><a href="mh_optimal_bandwidth.html" class="code" title="function optimal_bandwidth = mh_optimal_bandwidth(data,n,bandwidth,kernel_function)">mh_optimal_bandwidth</a> % This function gives the optimal bandwidth parameter of a kernel estimator</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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</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 [borneinf,bornesup,x1,x2,f1,f2,top,nam,texnam] = </a><span class="keyword">...</span>
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0002 posterior_distribution(indx,number_of_mh_files,first_mh_file,first_line,<span class="keyword">...</span>
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0003 number_of_blocks,number_of_simulations,<span class="keyword">...</span>
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0004 number_of_simulations_per_file,TeX);
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0005 <span class="comment">% stephane.adjemian@cepremap.cnrs.fr [07-15-2004]</span>
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0006
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0007 <span class="keyword">global</span> M_ bayestopt_ estim_params_ options_
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0008
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0009 number_of_grid_points = 2^9; <span class="comment">% 2^9 = 512 !... Must be a power of two.</span>
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0010 bandwidth = 0; <span class="comment">% Rule of thumb optimal bandwidth parameter.</span>
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0011 kernel_function = <span class="string">'gaussian'</span>; <span class="comment">% Gaussian kernel for Fast Fourrier Transform approximaton.</span>
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0012
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0013
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0014 mcsimulations = zeros(number_of_simulations,1);
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0015
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0016 <span class="keyword">if</span> number_of_blocks == 1
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0017 EndOfFile = number_of_simulations_per_file(first_mh_file+1)-first_line+1;
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0018 instr = [M_.fname <span class="string">'_mh'</span> int2str(first_mh_file)];
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0019 eval([<span class="string">'load '</span> instr]);
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0020 clear post2 logpo2;
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0021 mcsimulations(1:EndOfFile) = x2(first_line:<span class="keyword">end</span>,indx);
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0022 OldEndOfFile = EndOfFile;
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0023 <span class="keyword">for</span> f = first_mh_file+1:number_of_mh_files
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0024 NewEndOfFile = number_of_simulations_per_file(f+1);
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0025 instr = [M_.fname <span class="string">'_mh'</span> int2str(f)];
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0026 eval([<span class="string">'load '</span> instr]);
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0027 clear post2 logpo2;
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0028 mcsimulations(OldEndOfFile+1:OldEndOfFile+NewEndOfFile) = x2(:,indx);
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0029 OldEndOfFile = OldEndOfFile + NewEndOfFile;
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0030 <span class="keyword">end</span>
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0031 clear x2;
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0032 <span class="keyword">else</span>
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0033 EndOfFile = number_of_simulations_per_file(first_mh_file+1)-first_line+1;
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0034 NewStartLine = 0;
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0035 inst = [M_.fname <span class="string">'_mh'</span> int2str(first_mh_file)];
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0036 <span class="keyword">for</span> b = 1:number_of_blocks
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0037 instr = [inst <span class="string">'_blck'</span> int2str(b)];
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0038 eval([<span class="string">'load '</span> instr]);
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0039 clear post2 logpo2;
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0040 mcsimulations(NewStartLine+1:NewStartLine+EndOfFile,1) = x2(first_line:<span class="keyword">end</span>,indx);
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0041 NewStartLine = NewStartLine + EndOfFile;
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0042 <span class="keyword">end</span>
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0043 <span class="keyword">for</span> f = first_mh_file+1:number_of_mh_files
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0044 EndOfFile = number_of_simulations_per_file(f+1);
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0045 inst = [M_.fname <span class="string">'_mh'</span> int2str(f)];
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0046 <span class="keyword">for</span> B = 1:number_of_blocks
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0047 instr = [inst <span class="string">'_blck'</span> int2str(b)];
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0048 eval([<span class="string">'load '</span> instr]);
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0049 clear post2 logpo2;
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0050 mcsimulations(NewStartLine+1:NewStartLine+EndOfFile,1) = x2(:,indx);
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0051 NewStartLine = NewStartLine + EndOfFile;
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0052 <span class="keyword">end</span>
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0053 <span class="keyword">end</span>
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0054 clear x2;
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0055 <span class="keyword">end</span>
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0056
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0057 [nam,texnam] = <a href="get_the_name.html" class="code" title="function [nam,texnam] = get_the_name(k,TeX)">get_the_name</a>(indx,TeX);
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0058
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0059 <span class="comment">%% Kernel estimator of the posterior density:</span>
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0060 optimal_bandwidth = <a href="mh_optimal_bandwidth.html" class="code" title="function optimal_bandwidth = mh_optimal_bandwidth(data,n,bandwidth,kernel_function)">mh_optimal_bandwidth</a>(mcsimulations,number_of_simulations,bandwidth,kernel_function);
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0061 [x1,f1] = <a href="kernel_density_estimate.html" class="code" title="function [abscissa,f] = kernel_density_estimate(data,number_of_grid_points,bandwidth,kernel_function)">kernel_density_estimate</a>(mcsimulations,number_of_grid_points,<span class="keyword">...</span>
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0062 optimal_bandwidth,kernel_function);
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0063 binf1 = x1(1);
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0064 bsup1 = x1(length(x1));
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0065
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0066 <span class="comment">%% Prior density:</span>
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0067 [x2,f2,abscissa,dens,binf2,bsup2] = <a href="draw_prior_density.html" class="code" title="function [x,f,abscissa,dens,binf,bsup] = draw_prior_density(indx);">draw_prior_density</a>(indx);
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0068 clear abscissa dens;
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0069
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0070 borneinf = min(binf1,binf2);
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0071 bornesup = max(bsup1,bsup2);
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0072 top = max([max(f1);max(f2)]);</pre></div>
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