185 lines
7.4 KiB
Matlab
185 lines
7.4 KiB
Matlab
function ReshapeMatFiles(type, type2)
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% function ReshapeMatFiles(type, type2)
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% Reshapes and sorts (along the mcmc simulations) the mat files generated by DYNARE.
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% 4D-arrays are splitted along the first dimension.
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% 3D-arrays are splitted along the second dimension.
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%
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% INPUTS:
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% type: statistics type in the repertory:
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% dgse
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% irf_bvardsge
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% smooth
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% filter
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% error
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% innov
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% forcst
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% forcst1
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% type2: analysis type:
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% posterior
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% gsa
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% prior
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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 © 2003-2017 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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global M_ options_
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if nargin==1
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MhDirectoryName = [ CheckPath('metropolis',M_.dname) filesep ];
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else
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if strcmpi(type2,'posterior')
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MhDirectoryName = [CheckPath('metropolis',M_.dname) filesep ];
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elseif strcmpi(type2,'gsa')
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if options_.opt_gsa.morris==1
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MhDirectoryName = [CheckPath('gsa/screen',M_.dname) filesep ];
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elseif options_.opt_gsa.morris==2
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MhDirectoryName = [CheckPath('gsa/identif',M_.dname) filesep ];
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elseif options_.opt_gsa.pprior
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MhDirectoryName = [CheckPath(['gsa' filesep 'prior'],M_.dname) filesep ];
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else
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MhDirectoryName = [CheckPath(['gsa' filesep 'mc'],M_.dname) filesep ];
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end
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else
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MhDirectoryName = [CheckPath('prior',M_.dname) filesep ];
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end
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end
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switch type
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case 'irf_dsge'
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CAPtype = 'IRF_DSGE';
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TYPEsize = [ options_.irf , size(options_.varlist,1) , M_.exo_nbr ];
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TYPEarray = 4;
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case 'irf_bvardsge'
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CAPtype = 'IRF_BVARDSGE';
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TYPEsize = [ options_.irf , length(options_.varobs) , M_.exo_nbr ];
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TYPEarray = 4;
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case 'smooth'
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CAPtype = 'SMOOTH';
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TYPEsize = [ M_.endo_nbr , options_.nobs ];
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TYPEarray = 3;
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case 'filter'
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CAPtype = 'FILTER';
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TYPEsize = [ M_.endo_nbr , options_.nobs + 1 ];% TO BE CHECKED!
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TYPEarray = 3;
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case 'error'
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CAPtype = 'ERROR';
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TYPEsize = [ length(options_.varobs) , options_.nobs ];
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TYPEarray = 3;
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case 'innov'
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CAPtype = 'INNOV';
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TYPEsize = [ M_.exo_nbr , options_.nobs ];
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TYPEarray = 3;
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case 'forcst'
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CAPtype = 'FORCST';
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TYPEsize = [ M_.endo_nbr , options_.forecast ];
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TYPEarray = 3;
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case 'forcst1'
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CAPtype = 'FORCST1';
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TYPEsize = [ M_.endo_nbr , options_.forecast ];
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TYPEarray = 3;
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otherwise
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disp('ReshapeMatFiles :: Unknown argument!')
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return
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end
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TYPEfiles = dir([MhDirectoryName M_.fname '_' type '*.mat']);
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NumberOfTYPEfiles = length(TYPEfiles);
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B = options_.B;
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switch TYPEarray
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case 4
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if NumberOfTYPEfiles > 1
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NumberOfPeriodsPerTYPEfiles = ceil(TYPEsize(1)/NumberOfTYPEfiles);
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foffset = NumberOfTYPEfiles-floor(TYPEsize(1)/NumberOfPeriodsPerTYPEfiles);
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reste = TYPEsize(1)-NumberOfPeriodsPerTYPEfiles*(NumberOfTYPEfiles-foffset);
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idx = 0;
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jdx = 0;
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for f1=1:NumberOfTYPEfiles-foffset
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eval(['STOCK_' CAPtype ' = zeros(NumberOfPeriodsPerTYPEfiles,TYPEsize(2),TYPEsize(3),B);'])
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for f2 = 1:NumberOfTYPEfiles
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load([MhDirectoryName M_.fname '_' type int2str(f2) '.mat']);
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eval(['STOCK_' CAPtype '(:,:,1:+size(stock_' type ',3),idx+1:idx+size(stock_' type ',4))=stock_' ...
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type '(jdx+1:jdx+NumberOfPeriodsPerTYPEfiles,:,:,:);'])
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eval(['idx = idx + size(stock_' type ',4);'])
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end
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%eval(['STOCK_' CAPtype ' = sort(STOCK_' CAPtype ',4);'])
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(f1) '.mat'],['STOCK_' CAPtype]);
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jdx = jdx + NumberOfPeriodsPerTYPEfiles;
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idx = 0;
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end
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if reste
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eval(['STOCK_' CAPtype ' = zeros(reste,TYPEsize(2),TYPEsize(3),B);'])
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for f2 = 1:NumberOfTYPEfiles
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load([MhDirectoryName M_.fname '_' type int2str(f2) '.mat']);
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eval(['STOCK_' CAPtype '(:,:,:,idx+1:idx+size(stock_' type ',4))=stock_' type '(jdx+1:jdx+reste,:,:,:);'])
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eval(['idx = idx + size(stock_' type ',4);'])
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end
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%eval(['STOCK_' CAPtype ' = sort(STOCK_' CAPtype ',4);'])
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(NumberOfTYPEfiles-foffset+1) '.mat'],['STOCK_' CAPtype]);
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end
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else
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load([MhDirectoryName M_.fname '_' type '1.mat']);
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%eval(['STOCK_' CAPtype ' = sort(stock_' type ',4);'])
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eval(['STOCK_' CAPtype ' = stock_' type ';'])
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(1) '.mat'],['STOCK_' CAPtype ]);
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end
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% Original file format may be useful in some cases...
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% for file = 1:NumberOfTYPEfiles
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% delete([MhDirectoryName M_.fname '_' type int2str(file) '.mat'])
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% end
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case 3
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if NumberOfTYPEfiles>1
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NumberOfPeriodsPerTYPEfiles = ceil( TYPEsize(2)/NumberOfTYPEfiles );
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reste = TYPEsize(2)-NumberOfPeriodsPerTYPEfiles*(NumberOfTYPEfiles-1);
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idx = 0;
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jdx = 0;
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for f1=1:NumberOfTYPEfiles-1
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eval(['STOCK_' CAPtype ' = zeros(TYPEsize(1),NumberOfPeriodsPerTYPEfiles,B);'])
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for f2 = 1:NumberOfTYPEfiles
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load([MhDirectoryName M_.fname '_' type int2str(f2) '.mat']);
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eval(['STOCK_' CAPtype '(:,:,idx+1:idx+size(stock_ ' type ',3))=stock_' type '(:,jdx+1:jdx+NumberOfPeriodsPerTYPEfiles,:);'])
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eval(['idx = idx + size(stock_' type ',3);'])
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end
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%eval(['STOCK_' CAPtype ' = sort(STOCK_' CAPtype ',3);'])
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(f1) '.mat'],['STOCK_' CAPtype]);
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jdx = jdx + NumberOfPeriodsPerTYPEfiles;
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idx = 0;
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end
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eval(['STOCK_' CAPtype ' = zeros(TYPEsize(1),reste,B);'])
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for f2 = 1:NumberOfTYPEfiles
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load([MhDirectoryName M_.fname '_' type int2str(f2) '.mat']);
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eval(['STOCK_' CAPtype '(:,:,idx+1:idx+size(stock_' type ',3))=stock_' type '(:,jdx+1:jdx+reste,:);'])
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eval(['idx = idx + size(stock_' type ',3);'])
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end
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%eval(['STOCK_' CAPtype ' = sort(STOCK_' CAPtype ',3);'])
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(NumberOfTYPEfiles) '.mat'],['STOCK_' CAPtype]);
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else
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load([MhDirectoryName M_.fname '_' type '1.mat']);
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%eval(['STOCK_' CAPtype ' = sort(stock_' type ',3);'])
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eval(['STOCK_' CAPtype ' = stock_' type ';'])
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save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(1) '.mat'],['STOCK_' CAPtype ]);
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end
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% Original file format may be useful in some cases...
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% for file = 1:NumberOfTYPEfiles
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% delete([MhDirectoryName M_.fname '_' type int2str(file) '.mat'])
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% end
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end |