75 lines
2.2 KiB
Matlab
75 lines
2.2 KiB
Matlab
function r = get_posterior_irf(endo, exo)
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% Copyright © 2020 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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endo_id = find(strcmp(endo, M_.endo_names));
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exo_id = find(strcmp(exo, M_.exo_names));
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if isempty(exo_id)
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error('Unknown exogenous: %s', exo)
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end
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ivar = get_variables_list(options_,M_);
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if ~ismember(endo_id, ivar)
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error('Posterior IRFs have not been computed for %s', endo)
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end
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r = struct('draw', [], 'irf', []);
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% Fetch parameter draws
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NumberDrawsFiles = length(dir([M_.dname '/metropolis/' M_.fname '_param_irf*' ]));
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if NumberDrawsFiles == 0
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error('Can''t find posterior draws file(s)')
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end
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idx = 1;
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for file = 1:NumberDrawsFiles
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load([M_.dname '/metropolis/' M_.fname '_param_irf' int2str(file) ],'stock');
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for i = 1:size(stock, 1)
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r(idx).draw = stock(i, :);
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idx = idx+1;
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end
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end
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% Fetch IRFs
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% We use the raw files, i.e. those that are *not* the output of
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% ReshapeMatFiles.m. Their filename contains 'irf_dsge' in *lowercase*.
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filesUpperAndLower = dir([M_.dname '/metropolis/' M_.fname '_irf_dsge*']);
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filesLower = cellfun(@any, regexp({filesUpperAndLower.name}, [M_.fname '_irf_dsge\d\.mat']));
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NumberIRFsFiles = sum(filesLower);
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if NumberIRFsFiles == 0
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error('Can''t find posterior IRFs file(s)')
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end
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endo_id_varlist = find(ivar == endo_id);
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idx = 1;
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for file = 1:NumberIRFsFiles
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load([M_.dname '/metropolis/' M_.fname '_irf_dsge' int2str(file) ],'stock_irf_dsge');
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for i = 1:size(stock_irf_dsge, 4)
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r(idx).irf = stock_irf_dsge(:, endo_id_varlist, exo_id, i);
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idx = idx+1;
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end
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end
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