37 lines
1.7 KiB
Modula-2
37 lines
1.7 KiB
Modula-2
//Test mh_recover function for RW-MH when posterior_sampling_method='tarb' is also used
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@#include "fs2000.common.inc"
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options_.MaxNumberOfBytes=10*11*8/2;
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estimation(posterior_sampling_method='tailored_random_block_metropolis_hastings',order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=10, mh_nblocks=2, mh_jscale=0.8);
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copyfile([M_.dname filesep 'metropolis' filesep M_.dname '_mh1_blck1.mat'],[M_.dname '_mh1_blck1.mat'])
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copyfile([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat'],[M_.dname '_mh2_blck2.mat'])
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delete([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat'])
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estimation(posterior_sampling_method='tailored_random_block_metropolis_hastings',order=1, datafile='../fsdat_simul',mode_compute=0,mode_file='fs2000_recover/Output/fs2000_recover_mode', nobs=192, loglinear, mh_replic=2000, mh_nblocks=2, mh_jscale=0.8,mh_recover);
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%check first unaffected chain
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temp1=load([M_.dname '_mh1_blck1.mat']);
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temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh1_blck1.mat']);
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if max(max(abs(temp1.x2-temp2.x2)))>1e-10
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error('Draws of unaffected chain are not the same')
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end
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%check second, affected chain with last unaffected file
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temp1=load([M_.dname '_mh1_blck1.mat']);
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temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh1_blck1.mat']);
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if max(max(abs(temp1.x2-temp2.x2)))>1e-10
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error('Draws of affected chain''s unaffected files are not the same')
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end
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if ~isoctave
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%check second, affected chain with affected file
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temp1=load([M_.dname '_mh2_blck2.mat']);
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temp2=load([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat']);
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if max(max(abs(temp1.x2-temp2.x2)))>1e-10
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error('Draws of affected chain''s affected files are not the same')
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end
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end |