77 lines
2.9 KiB
Matlab
77 lines
2.9 KiB
Matlab
function info = load_last_mh_history_file(MetropolisFolder, ModelName)
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% function info = load_last_mh_history_file(MetropolisFolder, ModelName)
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% Loads the last mh_history_file
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% Inputs:
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% MetropolisFolder [char] Name of the metropolis subfolder
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% ModelName [char] Name of the mod-file
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% Outputs:
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% info [struct] structure storing the MH history
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%
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% Notes: The record structure is written to the caller workspace via an
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% assignin statement.
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% Copyright © 2013-2017 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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% record is also a Matlab function.
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record = 0;
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% Get the list of all the mh_history files.
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BaseName = [MetropolisFolder filesep ModelName];
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mh_history_files = dir([BaseName '_mh_history_*.mat']);
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% Consistency with older versions of Dynare.
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if isequal(length(mh_history_files),0)
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if exist([BaseName '_mh_history.mat'])
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format_mh_history_file = 1; % old Dynare format
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else
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error(['Estimation::load_mh_file: I cannot find any mh-history file in ' MetropolisFolder '!'])
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end
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else
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format_mh_history_file = 0;
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end
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if format_mh_history_file %needed to preserve backward compatibility
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load([BaseName '_mh_history.mat']);
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record.LastLogPost = record.LastLogLiK;
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record.InitialLogPost = record.InitialLogLiK;
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record.LastSeeds = record.Seeds;
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record.AcceptanceRatio = record.AcceptationRates;
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record.InitialSeeds = NaN; % This information is forever lost...
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record.MCMCConcludedSuccessfully = NaN; % This information is forever lost...
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record.MAX_nruns=NaN(size(record.MhDraws,1),1); % This information is forever lost...
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record = rmfield(record,'LastLogLiK');
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record = rmfield(record,'InitialLogLiK');
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record = rmfield(record,'Seeds');
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record = rmfield(record,'AcceptationRates');
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save([BaseName '_mh_history_0.mat'],'record');
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else
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load([BaseName '_mh_history_' num2str(length(mh_history_files)-1) '.mat']);
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% add fields that have later been introduced
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if ~isfield(record,'MCMCConcludedSuccessfully')
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record.MCMCConcludedSuccessfully = NaN; % This information is forever lost...
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end
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if ~isfield(record,'MAX_nruns')
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record.MAX_nruns=NaN(size(record.MhDraws,1),1); % This information is forever lost...
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end
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end
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if isequal(nargout,0)
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assignin('caller', 'record', record);
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else
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info = record;
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end |