86 lines
4.7 KiB
HTML
86 lines
4.7 KiB
HTML
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<title>Description of metropolis_draw</title>
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > metropolis_draw.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>metropolis_draw
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong></strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function [xparams, logpost]=metropolis_draw(init) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"></pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="CheckPath.html" class="code" title="function DirectoryName = CheckPath(type)">CheckPath</a> 06-03-2005</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="GetOneDraw.html" class="code" title="function [xparams, logpost] = GetOneDraw(type)">GetOneDraw</a> stephane.adjemian@ens.fr [09-25-2005]</li><li><a href="dynare_estimation.html" class="code" title="function dynare_estimation(var_list_)">dynare_estimation</a> </li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function [xparams, logpost]=metropolis_draw(init)</a>
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0002 <span class="keyword">global</span> options_ estim_params_ M_
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0003 <span class="keyword">persistent</span> mh_nblck NumberOfDraws fname FirstLine FirstMhFile MAX_nruns
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0004
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0005 <span class="keyword">if</span> init
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0006 nvx = estim_params_.nvx;
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0007 nvn = estim_params_.nvn;
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0008 ncx = estim_params_.ncx;
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0009 ncn = estim_params_.ncn;
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0010 np = estim_params_.np ;
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0011 npar = nvx+nvn+ncx+ncn+np;
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0012 MhDirectoryName = <a href="CheckPath.html" class="code" title="function DirectoryName = CheckPath(type)">CheckPath</a>(<span class="string">'metropolis'</span>);
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0013 fname = [ MhDirectoryName <span class="string">'/'</span> M_.fname];
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0014 load([ fname <span class="string">'_mh_history'</span>]);
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0015 FirstMhFile = record.KeepedDraws.FirstMhFile;
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0016 FirstLine = record.KeepedDraws.FirstLine;
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0017 TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
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0018 LastMhFile = TotalNumberOfMhFiles;
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0019 TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
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0020 NumberOfDraws = TotalNumberOfMhDraws-floor(options_.mh_drop*TotalNumberOfMhDraws);
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0021 MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8);
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0022 mh_nblck = options_.mh_nblck;
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0023 <span class="keyword">return</span>
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0024 <span class="keyword">end</span>
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0025
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0026 ChainNumber = ceil(rand*mh_nblck);
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0027 DrawNumber = ceil(rand*NumberOfDraws);
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0028
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0029 <span class="keyword">if</span> DrawNumber <= MAX_nruns-FirstLine+1
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0030 MhFilNumber = FirstMhFile;
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0031 MhLine = FirstLine+DrawNumber-1;
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0032 <span class="keyword">else</span>
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0033 DrawNumber = DrawNumber-(MAX_nruns-FirstLine+1);
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0034 MhFilNumber = FirstMhFile+ceil(DrawNumber/MAX_nruns);
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0035 MhLine = DrawNumber-(MhFilNumber-FirstMhFile-1)*MAX_nruns;
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0036 <span class="keyword">end</span>
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0037
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0038 load( [ fname <span class="string">'_mh'</span> int2str(MhFilNumber) <span class="string">'_blck'</span> int2str(ChainNumber) <span class="string">'.mat'</span> ],<span class="string">'x2'</span>,<span class="string">'logpo2'</span>);
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0039 xparams = x2(MhLine,:);
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0040 logpost= logpo2(MhLine);</pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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