dynare/matlab/GetAllPosteriorDraws.m

91 lines
3.1 KiB
Matlab

function Draws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFile, NumberOfDraws, blck)
% function Draws = GetAllPosteriorDraws(column,FirstMhFile,FirstLine,TotalNumberOfMhFile,NumberOfDraws)
% Gets all posterior draws
%
% INPUTS
% column: column
% FirstMhFile: first mh file
% FirstLine: first line
% TotalNumberOfMhFile: total number of mh file
% NumberOfDraws: number of draws
% OUTPUTS
% Draws: draws from posterior distribution
%
% SPECIAL REQUIREMENTS
% none
% Copyright © 2005-2017 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/>.
global M_ options_
nblck = options_.mh_nblck;
iline = FirstLine;
linee = 1;
DirectoryName = CheckPath('metropolis',M_.dname);
if nblck>1 && nargin<6
Draws = zeros(NumberOfDraws*nblck,1);
iline0=iline;
if column>0
for blck = 1:nblck
iline=iline0;
for file = FirstMhFile:TotalNumberOfMhFile
load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
NumberOfLines = size(x2(iline:end,:),1);
Draws(linee:linee+NumberOfLines-1) = x2(iline:end,column);
linee = linee+NumberOfLines;
iline = 1;
end
end
else
for blck = 1:nblck
iline=iline0;
for file = FirstMhFile:TotalNumberOfMhFile
load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
NumberOfLines = size(logpo2(iline:end),1);
Draws(linee:linee+NumberOfLines-1) = logpo2(iline:end);
linee = linee+NumberOfLines;
iline = 1;
end
end
end
else
if nblck==1
blck=1;
end
if column>0
for file = FirstMhFile:TotalNumberOfMhFile
load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'x2')
NumberOfLines = size(x2(iline:end,:),1);
Draws(linee:linee+NumberOfLines-1) = x2(iline:end,column);
linee = linee+NumberOfLines;
iline = 1;
end
else
for file = FirstMhFile:TotalNumberOfMhFile
load([DirectoryName '/' M_.fname '_mh' int2str(file) '_blck' int2str(blck)],'logpo2')
NumberOfLines = size(logpo2(iline:end,:),1);
Draws(linee:linee+NumberOfLines-1) = logpo2(iline:end);
linee = linee+NumberOfLines;
iline = 1;
end
end
end