72 lines
2.5 KiB
Matlab
72 lines
2.5 KiB
Matlab
function [borneinf,bornesup,x1,x2,f1,f2,top,nam,texnam] = ...
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posterior_distribution(indx,number_of_mh_files,first_mh_file,first_line,...
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number_of_blocks,number_of_simulations,...
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number_of_simulations_per_file,TeX);
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% stephane.adjemian@cepremap.cnrs.fr [07-15-2004]
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global M_ bayestopt_ estim_params_ options_
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number_of_grid_points = 2^9; % 2^9 = 512 !... Must be a power of two.
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bandwidth = 0; % Rule of thumb optimal bandwidth parameter.
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kernel_function = 'gaussian'; % Gaussian kernel for Fast Fourrier Transform approximaton.
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mcsimulations = zeros(number_of_simulations,1);
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if number_of_blocks == 1
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EndOfFile = number_of_simulations_per_file(first_mh_file+1)-first_line+1;
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instr = [M_.fname '_mh' int2str(first_mh_file)];
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eval(['load ' instr]);
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clear post2 logpo2;
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mcsimulations(1:EndOfFile) = x2(first_line:end,indx);
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OldEndOfFile = EndOfFile;
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for f = first_mh_file+1:number_of_mh_files
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NewEndOfFile = number_of_simulations_per_file(f+1);
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instr = [M_.fname '_mh' int2str(f)];
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eval(['load ' instr]);
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clear post2 logpo2;
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mcsimulations(OldEndOfFile+1:OldEndOfFile+NewEndOfFile) = x2(:,indx);
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OldEndOfFile = OldEndOfFile + NewEndOfFile;
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end
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clear x2;
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else
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EndOfFile = number_of_simulations_per_file(first_mh_file+1)-first_line+1;
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NewStartLine = 0;
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inst = [M_.fname '_mh' int2str(first_mh_file)];
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for b = 1:number_of_blocks
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instr = [inst '_blck' int2str(b)];
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eval(['load ' instr]);
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clear post2 logpo2;
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mcsimulations(NewStartLine+1:NewStartLine+EndOfFile,1) = x2(first_line:end,indx);
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NewStartLine = NewStartLine + EndOfFile;
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end
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for f = first_mh_file+1:number_of_mh_files
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EndOfFile = number_of_simulations_per_file(f+1);
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inst = [M_.fname '_mh' int2str(f)];
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for B = 1:number_of_blocks
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instr = [inst '_blck' int2str(b)];
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eval(['load ' instr]);
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clear post2 logpo2;
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mcsimulations(NewStartLine+1:NewStartLine+EndOfFile,1) = x2(:,indx);
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NewStartLine = NewStartLine + EndOfFile;
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end
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end
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clear x2;
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end
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[nam,texnam] = get_the_name(indx,TeX);
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%% Kernel estimator of the posterior density:
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optimal_bandwidth = mh_optimal_bandwidth(mcsimulations,number_of_simulations,bandwidth,kernel_function);
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[x1,f1] = kernel_density_estimate(mcsimulations,number_of_grid_points,...
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optimal_bandwidth,kernel_function);
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binf1 = x1(1);
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bsup1 = x1(length(x1));
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%% Prior density:
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[x2,f2,abscissa,dens,binf2,bsup2] = draw_prior_density(indx);
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clear abscissa dens;
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borneinf = min(binf1,binf2);
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bornesup = max(bsup1,bsup2);
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top = max([max(f1);max(f2)]); |