204 lines
6.0 KiB
Matlab
204 lines
6.0 KiB
Matlab
function pm3(n1,n2,ifil,B,tit1,tit2,tit3,tit_tex,names1,names2,name3,DirectoryName,var_type)
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% PARALLEL CONTEXT
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% See also the comment in random_walk_metropolis_hastings.m funtion.
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% Copyright (C) 2007-2013 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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global options_ M_ oo_
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nn = 3;
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MaxNumberOfPlotsPerFigure = nn^2; % must be square
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varlist = names2;
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if isempty(varlist)
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varlist = names1;
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SelecVariables = (1:M_.endo_nbr)';
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nvar = M_.endo_nbr;
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else
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nvar = size(varlist,1);
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SelecVariables = [];
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for i=1:nvar
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if ~isempty(strmatch(varlist(i,:),names1,'exact'))
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SelecVariables = [SelecVariables;strmatch(varlist(i,:),names1,'exact')];
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end
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end
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end
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if options_.TeX
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% needs to be fixed
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if isempty(tit_tex),
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tit_tex=M_.endo_names_tex;
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end
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varlist_TeX = [];
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for i=1:nvar
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if i==1
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varlist_TeX = tit_tex(SelecVariables(i),:);
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else
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varlist_TeX = char(varlist_TeX,tit_tex(SelecVariables(i),:));
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end
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end
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end
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Mean = zeros(n2,nvar);
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Median = zeros(n2,nvar);
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Std = zeros(n2,nvar);
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Distrib = zeros(9,n2,nvar);
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HPD = zeros(2,n2,nvar);
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fprintf(['Estimation::mcmc: ' tit1 '\n']);
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stock1 = zeros(n1,n2,B);
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k = 0;
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for file = 1:ifil
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load([DirectoryName '/' M_.fname var_type int2str(file)]);
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if size(size(stock),2) == 4
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stock = squeeze(stock(1,:,1:n2,:));
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end
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k = k(end)+(1:size(stock,3));
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stock1(:,:,k) = stock;
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end
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clear stock
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tmp =zeros(B,1);
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for i = 1:nvar
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for j = 1:n2
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[Mean(j,i),Median(j,i),Var(j,i),HPD(:,j,i),Distrib(:,j,i)] = ...
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posterior_moments(squeeze(stock1(SelecVariables(i),j,:)),0,options_.mh_conf_sig);
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end
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end
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clear stock1
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for i = 1:nvar
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name = deblank(names1(SelecVariables(i),:));
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eval(['oo_.' name3 '.Mean.' name ' = Mean(:,i);']);
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eval(['oo_.' name3 '.Median.' name ' = Median(:,i);']);
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eval(['oo_.' name3 '.Var.' name ' = Var(:,i);']);
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eval(['oo_.' name3 '.deciles.' name ' = Distrib(:,:,i);']);
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eval(['oo_.' name3 '.HPDinf.' name ' = HPD(1,:,i);']);
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eval(['oo_.' name3 '.HPDsup.' name ' = HPD(2,:,i);']);
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end
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%%
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%% Finally I build the plots.
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%%
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% Block of code executed in parallel, with the exception of file
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% .tex generation always run sequentially. This portion of code is execute in parallel by
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% pm3_core1.m function.
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% %%%%%%%%% PARALLEL BLOCK % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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%
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% %%% The file .TeX! are not saved in parallel.
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% Store the variable mandatory for local/remote parallel computing.
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localVars=[];
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localVars.tit1=tit1;
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localVars.nn=nn;
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localVars.n2=n2;
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localVars.Distrib=Distrib;
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localVars.varlist=varlist;
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localVars.MaxNumberOfPlotsPerFigure=MaxNumberOfPlotsPerFigure;
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localVars.name3=name3;
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localVars.tit3=tit3;
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localVars.Mean=Mean;
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% Like sequential execution!
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nvar0=nvar;
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if ~isoctave
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% Commenting for testing!
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if isnumeric(options_.parallel) || ceil(size(varlist,1)/MaxNumberOfPlotsPerFigure)<4,
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fout = pm3_core(localVars,1,nvar,0);
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% Parallel execution!
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else
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isRemoteOctave = 0;
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for indPC=1:length(options_.parallel),
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isRemoteOctave = isRemoteOctave + (findstr(options_.parallel(indPC).MatlabOctavePath, 'octave'));
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end
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if isRemoteOctave
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fout = pm3_core(localVars,1,nvar,0);
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else
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globalVars = struct('M_',M_, ...
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'options_', options_, ...
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'oo_', oo_);
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[fout, nvar0, totCPU] = masterParallel(options_.parallel, 1, nvar, [],'pm3_core', localVars,globalVars, options_.parallel_info);
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end
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end
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else
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% For the time being in Octave enviroment the pm3.m is executed only in
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% serial modality, to avoid problem with the plots.
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fout = pm3_core(localVars,1,nvar,0);
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end
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subplotnum = 0;
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if options_.TeX,
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fidTeX = fopen([M_.dname '/Output/' M_.fname '_' name3 '.TeX'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by Dynare.\n');
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fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
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fprintf(fidTeX,' \n');
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nvar0=cumsum(nvar0);
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i=0;
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for j=1:length(nvar0),
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NAMES = [];
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TEXNAMES = [];
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nvar=nvar0(j);
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while i<nvar,
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i=i+1;
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if max(abs(Mean(:,i))) > 10^(-6)
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subplotnum = subplotnum+1;
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name = deblank(varlist(i,:));
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texname = deblank(varlist_TeX(i,:));
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if subplotnum==1
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NAMES = name;
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TEXNAMES = ['$' texname '$'];
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else
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NAMES = char(NAMES,name);
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TEXNAMES = char(TEXNAMES,['$' texname '$']);
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end
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end
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if subplotnum == MaxNumberOfPlotsPerFigure || i == nvar
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for jj = 1:size(TEXNAMES,1)
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fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{%s}\n'],deblank(NAMES(jj,:)),deblank(TEXNAMES(jj,:)));
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end
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,['\\includegraphics[scale=0.5]{%s/Output/%s_' name3 '_%s}\n'],M_.dname,M_.fname,deblank(tit3(i,:)));
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fprintf(fidTeX,'\\label{Fig:%s:%s}\n',name3,deblank(tit3(i,:)));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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subplotnum = 0;
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NAMES = [];
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TEXNAMES = [];
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end
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end
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end
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fprintf(fidTeX,'%% End of TeX file.\n');
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fclose(fidTeX);
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end
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fprintf(['Estimation::mcmc: ' tit1 ', done!\n']);
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