dynare/matlab/write_table_prior.m

142 lines
5.8 KiB
Matlab

function write_table_prior(lb, ub, DynareOptions, ModelInfo, BayesInfo, EstimationInfo)
% This routine builds a latex table with some descriptive statistics about the prior distribution.
% Copyright (C) 2015 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 <http://www.gnu.org/licenses/>.
PriorNames = { 'Beta' , 'Gamma' , 'Gaussian' , 'Inverted Gamma' , 'Uniform' , 'Inverted Gamma -- 2' };
if size(ModelInfo.param_names,1)==size(ModelInfo.param_names_tex,1)% All the parameters have a TeX name.
fidTeX = fopen('priors_data.tex','w+');
fprintf(fidTeX,'%% TeX-table generated by Dynare.\n');
fprintf(fidTeX,'%% Prior Information\n');
fprintf(fidTeX,['%% ' datestr(now,0)]);
fprintf(fidTeX,' \n');
fprintf(fidTeX,' \n');
fprintf(fidTeX,'\\begin{center}\n');
fprintf(fidTeX,'\\begin{longtable}{l|cccccccc} \n');
fprintf(fidTeX,'\\caption{Prior information (parameters)}\\\\\n ');
fprintf(fidTeX,'\\label{Table:Prior}\\\\\n');
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior mode & Prior s.d. & Lower Bound & Upper Bound & LB Untrunc. 80\\%% HPDI & UB Untrunc. 80\\%% HPDI \\\\ \n');
fprintf(fidTeX,'\\hline \\endfirsthead \n');
fprintf(fidTeX,'\\caption{(continued)}\\\\\n ');
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior mode & Prior s.d. & Lower Bound & Upper Bound & LB Untrunc. 80\\%% HPDI & UB Untrunc. 80\\%% HPDI \\\\ \n');
fprintf(fidTeX,'\\hline \\endhead \n');
fprintf(fidTeX,'\\hline \\multicolumn{9}{r}{(Continued on next page)} \\\\ \\hline \\endfoot \n');
fprintf(fidTeX,'\\hline \\hline \\endlastfoot \n');
% Column 1: a string for the name of the prior distribution.
% Column 2: the prior mean.
% Column 3: the prior mode.
% Column 4: the prior standard deviation.
% Column 5: the lower bound of the prior density support.
% Column 6: the upper bound of the prior density support.
% Column 7: the lower bound of the interval containing 80% of the prior mass.
% Column 8: the upper bound of the interval containing 80% of the prior mass.
prior_trunc_backup = DynareOptions.prior_trunc ;
DynareOptions.prior_trunc = (1-DynareOptions.prior_interval)/2 ;
PriorIntervals = prior_bounds(BayesInfo,DynareOptions) ;
DynareOptions.prior_trunc = prior_trunc_backup ;
for i=1:size(BayesInfo.name,1)
[tmp,TexName] = get_the_name(i,1,ModelInfo,EstimationInfo,DynareOptions);
PriorShape = PriorNames{ BayesInfo.pshape(i) };
PriorMean = BayesInfo.p1(i);
PriorMode = BayesInfo.p5(i);
PriorStandardDeviation = BayesInfo.p2(i);
switch BayesInfo.pshape(i)
case { 1 , 5 }
LowerBound = BayesInfo.p3(i);
UpperBound = BayesInfo.p4(i);
if ~isinf(lb(i))
LowerBound=max(LowerBound,lb(i));
end
if ~isinf(ub(i))
UpperBound=min(UpperBound,ub(i));
end
case { 2 , 4 , 6 }
LowerBound = BayesInfo.p3(i);
if ~isinf(lb(i))
LowerBound=max(LowerBound,lb(i));
end
if ~isinf(ub(i))
UpperBound=ub(i);
else
UpperBound = '$\infty$';
end
case 3
if isinf(BayesInfo.p3(i)) && isinf(lb(i))
LowerBound = '$-\infty$';
else
LowerBound = BayesInfo.p3(i);
if ~isinf(lb(i))
LowerBound=max(LowerBound,lb(i));
end
end
if isinf(BayesInfo.p4(i)) && isinf(ub(i))
UpperBound = '$\infty$';
else
UpperBound = BayesInfo.p4(i);
if ~isinf(ub(i))
UpperBound=min(UpperBound,ub(i));
end
end
otherwise
error('get_prior_info:: Dynare bug!')
end
format_string = build_format_string(PriorMode, PriorStandardDeviation,LowerBound,UpperBound);
fprintf(fidTeX,format_string, ...
TexName, ...
PriorShape, ...
PriorMean, ...
PriorMode, ...
PriorStandardDeviation, ...
LowerBound, ...
UpperBound, ...
PriorIntervals.lb(i), ...
PriorIntervals.ub(i) );
end
fprintf(fidTeX,'\\end{longtable}\n ');
fprintf(fidTeX,'\\end{center}\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
function format_string = build_format_string(PriorMode,PriorStandardDeviation,LowerBound,UpperBound)
format_string = ['%s & %s & %6.4f &'];
if isnan(PriorMode)
format_string = [ format_string , ' %s &'];
else
format_string = [ format_string , ' %6.4f &'];
end
if ~isnumeric(PriorStandardDeviation)
format_string = [ format_string , ' %s &'];
else
format_string = [ format_string , ' %6.4f &'];
end
if ~isnumeric(LowerBound)
format_string = [ format_string , ' %s &'];
else
format_string = [ format_string , ' %6.4f &'];
end
if ~isnumeric(UpperBound)
format_string = [ format_string , ' %s &'];
else
format_string = [ format_string , ' %6.4f &'];
end
format_string = [ format_string , ' %6.4f & %6.4f \\\\ \n'];