80 lines
3.2 KiB
Matlab
80 lines
3.2 KiB
Matlab
function CutSample(M_, options_, estim_params_)
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% function CutSample(M_, options_, estim_params_)
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% Takes a subset from metropolis draws by storing the required information
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% like the first MH-file to be loaded and the first line in that file to be
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% loaded into the record structure saved on harddisk into the
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% _mh_history-file
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%
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% INPUTS
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% M_ [structure] Dynare model structure
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% options_ [structure] Dynare options structure
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% estim_params_ [structure] Parameter structure
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%
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright © 2005-2017 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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npar = estim_params_.np+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.nvx;
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% Get the path to the metropolis files.
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MetropolisFolder = CheckPath('metropolis',M_.dname);
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% Get the (base) name of the mod file.
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ModelName = M_.fname;
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% Load the last mh-history file.
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load_last_mh_history_file(MetropolisFolder, M_.fname);
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% Get the list of files where the mcmc draw are saved.
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mh_files = dir([ MetropolisFolder ,filesep, M_.fname '_mh*.mat' ]);
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if ~length(mh_files)
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error('Estimation::mcmc: I can''t find MH file to load here!')
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end
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TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
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TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
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MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8);
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FirstDraw = max(1,floor(options_.mh_drop*TotalNumberOfMhDraws)+1);
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FirstMhFile = ceil(FirstDraw/MAX_nruns);
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FirstLine = FirstDraw-(FirstMhFile-1)*MAX_nruns;
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record.KeepedDraws.FirstMhFile = FirstMhFile;
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record.KeepedDraws.FirstLine = FirstLine;
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if (TotalNumberOfMhFiles-1)-(FirstMhFile+1)+1 > 0
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record.KeepedDraws.Distribution = [ MAX_nruns-FirstLine+1 ; ...
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ones((TotalNumberOfMhFiles-1)-(FirstMhFile+1)+1,1)*MAX_nruns ; ...
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record.MhDraws(end,3) ];
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elseif TotalNumberOfMhFiles == 1
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record.KeepedDraws.Distribution = [];
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elseif TotalNumberOfMhFiles == 2 && FirstMhFile > 1
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record.KeepedDraws.Distribution = [MAX_nruns-FirstLine+1 ; record.MhDraws(end,3)];
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end
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% Save updated mh-history file.
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update_last_mh_history_file(MetropolisFolder, ModelName, record);
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fprintf('Estimation::mcmc: Total number of MH draws per chain: %d.\n',TotalNumberOfMhDraws);
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fprintf('Estimation::mcmc: Total number of generated MH files: %d.\n',TotalNumberOfMhFiles);
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fprintf('Estimation::mcmc: I''ll use mh-files %d to %d.\n',FirstMhFile,TotalNumberOfMhFiles);
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fprintf('Estimation::mcmc: In MH-file number %d I''ll start at line %d.\n',FirstMhFile,FirstLine);
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fprintf('Estimation::mcmc: Finally I keep %d draws per chain.\n',TotalNumberOfMhDraws-FirstDraw+1);
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skipline() |