97 lines
4.2 KiB
Matlab
97 lines
4.2 KiB
Matlab
function oo_ = posterior_analysis(type,arg1,arg2,arg3,options_,M_,oo_)
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% Copyright (C) 2008-2021 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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info = check_posterior_analysis_data(type,M_);
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SampleSize = options_.sub_draws;
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switch info
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case 0
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disp('check_posterior_analysis_data:: Can''t find any mcmc file!')
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error('Check the options of the estimation command...')
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case {1,2}
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MaxMegaBytes = options_.MaximumNumberOfMegaBytes;
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drsize = size_of_the_reduced_form_model(oo_.dr);
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if drsize*SampleSize>MaxMegaBytes
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drsize=0;
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end
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SampleAddress = selec_posterior_draws(SampleSize,drsize);
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oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_);
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case {4,5}
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oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_);
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case 6
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[ivar,vartan] = get_variables_list(options_,M_);
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nvar = length(ivar);
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oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_,nvar,vartan);
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otherwise
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error(['posterior_analysis:: Check_posterior_analysis_data gave a meaningless output!'])
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end
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function oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_,nvar,vartan)
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narg1 = 8;
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narg2 = 10;
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if ~(nargin==narg1 || nargin==narg2)
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error('posterior_analysis:: Call to function job is buggy!')
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end
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switch type
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case 'variance'
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if nargin==narg1
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[nvar,vartan,NumberOfFiles] = ...
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dsge_simulated_theoretical_covariance(SampleSize,M_,options_,oo_,'posterior');
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end
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oo_ = covariance_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,...
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vartan,nvar,arg1,arg2,options_.mh_conf_sig,oo_,options_);
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case 'decomposition'
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if nargin==narg1
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[nvar,vartan,NumberOfFiles] = ...
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dsge_simulated_theoretical_variance_decomposition(SampleSize,M_,options_,oo_,'posterior');
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end
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oo_ = variance_decomposition_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,...
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M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_);
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if ~all(diag(M_.H)==0)
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if strmatch(arg1,options_.varobs,'exact')
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[observable_name_requested_vars,index_subset,index_observables]=intersect(vartan,options_.varobs,'stable');
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oo_ = variance_decomposition_ME_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,...
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[M_.exo_names;'ME'],arg2,observable_name_requested_vars,arg1,options_.mh_conf_sig,oo_,options_);
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end
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end
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case 'correlation'
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if nargin==narg1
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[nvar,vartan,NumberOfFiles] = ...
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dsge_simulated_theoretical_correlation(SampleSize,arg3,M_,options_,oo_,'posterior');
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end
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oo_ = correlation_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,...
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vartan,nvar,arg1,arg2,arg3,options_.mh_conf_sig,oo_,M_,options_);
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case 'conditional decomposition'
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if nargin==narg1
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[nvar,vartan,NumberOfFiles] = ...
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dsge_simulated_theoretical_conditional_variance_decomposition(SampleSize,arg3,M_,options_,oo_,'posterior');
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end
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oo_ = conditional_variance_decomposition_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,...
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arg3,M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_);
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if ~all(diag(M_.H)==0)
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if strmatch(arg1,options_.varobs,'exact')
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oo_ = conditional_variance_decomposition_ME_mc_analysis(SampleSize,'posterior',M_.dname,M_.fname,...
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arg3,[M_.exo_names;'ME'],arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_);
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end
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end
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otherwise
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disp('Not yet implemented')
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end
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