dynare/matlab/check_mh.m

24 lines
510 B
Matlab

function check_mh(fname)
eval(['load ' fname]);
nb = size(x3,3);
np = size(x2,2);
nr = size(x2,1);
j1 = ceil(0.5*nr);
x = [j1:100:nr];
z = [];
for i=1:np
y1 = zeros(size(x),nb);
for k=1:nb
for j=1:length(x)
y1(j,k) = mean(x2(1:x(j),i,k));
end
end
my_subplot(i,np,4,5,'MH convergence');
plot([y1])
xmin = min(min(x2(:,i,:)));
xmax = max(max(x2(:,i,:)));
z = [z; [i sum(sum(x3(:,i,:) < xmin))/nr sum(sum(x3(:,i) > xmax))/nr]];
end
disp(z)