100 lines
4.2 KiB
Matlab
100 lines
4.2 KiB
Matlab
function oo_=execute_prior_posterior_function(posterior_function_name,M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info,type)
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%[oo_] = execute_prior_posterior_function(posterior_function_name,M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info,type)
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% This function executes a given function on draws of the posterior or prior distribution
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%
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% INPUTS
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% functionhandle Handle to the function to be executed
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% M_ [structure] Matlab/Octave structure describing the Model (initialized by dynare, see @ref{M_}).
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% options_ [structure] Matlab/Octave structure describing the options (initialized by dynare, see @ref{options_}).
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% oo_ [structure] Matlab/Octave structure gathering the results (initialized by dynare, see @ref{oo_}).
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% estim_params_[structure] Matlab/Octave structure describing the estimated_parameters (initialized by dynare, see @ref{estim_params_}).
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% bayestopt_ [structure] Matlab/Octave structure describing the parameter options (initialized by dynare, see @ref{bayestopt_}).
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% dataset_ [structure] Matlab/Octave structure storing the dataset
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% dataset_info [structure] Matlab/Octave structure storing the information about the dataset
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% type [string] 'prior' or 'posterior'
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%
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%
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% OUTPUTS
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% oo_ [structure] Matlab/Octave structure gathering the results (initialized by dynare, see @ref{oo_}).
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% Copyright (C) 2013-2015 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 <http://www.gnu.org/licenses/>.
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[directory,basename,extension] = fileparts(posterior_function_name);
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if isempty(extension)
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extension = '.m';
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end
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fullname = [basename extension];
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if ~strcmp(extension,'.m') %if not m-file
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error('The Posterior Function is not an m-file.')
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elseif ~exist(fullname,'file') %if m-file, but does not exist
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error(['The Posterior Function ', fullname ,' was not found. Check the spelling.']);
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end
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%Create function handle
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functionhandle=str2func(posterior_function_name);
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prior = true;
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n_draws=options_.sampling_draws;
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% Get informations about the _posterior_draws files.
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if strcmpi(type,'posterior')
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%% discard first mh_drop percent of the draws:
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CutSample(M_, options_, estim_params_);
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%% initialize metropolis draws
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options_.sub_draws=n_draws; %set draws for sampling; changed value is not returned to base workspace
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[error_flag,junk,options_]= metropolis_draw(1,options_,estim_params_,M_);
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if error_flag
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error('EXECUTE_POSTERIOR_FUNCTION: The draws could not be initialized')
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end
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n_draws=options_.sub_draws;
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prior = false;
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elseif strcmpi(type,'prior')
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prior_draw(bayestopt_, options_.prior_trunc);
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else
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error('EXECUTE_POSTERIOR_FUNCTION: Unknown type!')
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end
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%get draws for later use
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first_draw=GetOneDraw(type);
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parameter_mat=NaN(n_draws,length(first_draw));
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parameter_mat(1,:)=first_draw;
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for draw_iter=2:n_draws
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parameter_mat(draw_iter,:) = GetOneDraw(type);
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end
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% get output size
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try
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junk=functionhandle(parameter_mat(1,:),M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info);
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catch err
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fprintf('\nEXECUTE_POSTERIOR_FUNCTION: Execution of prior/posterior function led to an error. Execution cancelled.\n')
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rethrow(err)
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end
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%initialize cell with number of columns
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results_cell=cell(n_draws,size(junk,2));
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%% compute function on draws
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for draw_iter = 1:n_draws
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M_ = set_all_parameters(parameter_mat(draw_iter,:),estim_params_,M_);
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[results_cell(draw_iter,:)]=functionhandle(parameter_mat(draw_iter,:),M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info);
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end
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if prior
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oo_.prior_function_results = results_cell;
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else
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oo_.posterior_function_results = results_cell;
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end
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