dynare/matlab/ReshapeMatFiles.m

120 lines
4.8 KiB
Matlab

function ReshapeMatFiles(type)
% Reshape and sort (along the mcmc simulations) the mat files generated
% by DYNARE.
%
% 4D-arrays are splitted along the first dimension.
% 3D-arrays are splitted along the second dimension.
%
%
global M_ options_
MhDirectoryName = [ CheckPath('metropolis') '/' ];
switch type
case 'irf'
CAPtype = 'IRF';
TYPEsize = [ options_.irf , M_.endo_nbr , M_.exo_nbr ];
TYPEarray = 4;
case 'smooth'
CAPtype = 'SMOOTH';
TYPEsize = [ M_.endo_nbr , options_.nobs ];
TYPEarray = 3;
case 'filter'
CAPtype = 'FILTER';
TYPEsize = [ M_.endo_nbr , options_.nobs + 1 ];% TO BE CHECKED!
TYPEarray = 3;
case 'error'
CAPtype = 'ERROR';
TYPEsize = [ size(options_.varobs,1) , options_.nobs ];
TYPEarray = 3;
case 'innov'
CAPtype = 'INNOV';
TYPEsize = [ M_.exo_nbr , options_.nobs ];
TYPEarray = 3;
case 'forcst'
CAPtype = 'FORCST';
TYPEsize = [ M_.endo_nbr , options_.forecast ];
TYPEarray = 3;
case 'forcst1'
CAPtype = 'FORCST1';
TYPEsize = [ M_.endo_nbr , options_.forecast ];
TYPEarray = 3;
otherwise
disp('ReshapeMatFiles :: Unknown argument!')
return
end
TYPEfiles = dir([MhDirectoryName M_.fname '_' type '*']);
NumberOfTYPEfiles = length(TYPEfiles);
B = options_.B;
switch TYPEarray
case 4
if NumberOfTYPEfiles > 1
NumberOfPeriodsPerTYPEfiles = ceil(TYPEsize(1)/NumberOfTYPEfiles);
reste = TYPEsize(1)-NumberOfPeriodsPerTYPEfiles*(NumberOfTYPEfiles-1);
idx = 0;
jdx = 0;
for f1=1:NumberOfTYPEfiles-1
eval(['STOCK_' CAPtype ' = zeros(NumberOfPeriodsPerTYPEfiles,TYPEsize(2),TYPEsize(3),B);'])
for f2 = 1:NumberOfTYPEfiles
load([MhDirectoryName M_.fname '_' type int2str(f2)]);
eval(['STOCK_' CAPtype '(:,:,:,idx+1:idx+size(stock_' type ',4))=stock_' type '(jdx+1:jdx+NumberOfPeriodsPerTYPEfiles,:,:,:);'])
eval(['idx = idx + size(stock_' type ',4);'])
end
eval(['STOCK_' CAPtype ' = sort(STOCK_' CAPtype ',4);'])
save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(f1)],['STOCK_' CAPtype]);
jdx = jdx + NumberOfPeriodsPerTYPEfiles;
idx = 0;
end
eval(['STOCK_' CAPtype ' = zeros(reste,TYPEsize(2),TYPEsize(3),B);'])
for f2 = 1:NumberOfTYPEfiles
load([MhDirectoryName M_.fname '_' type int2str(f2)]);
eval(['STOCK_' CAPtype '(:,:,:,idx+1:idx+size(stock_' type ',4))=stock_' type '(jdx+1:jdx+reste,:,:,:);'])
eval(['idx = idx + size(stock_' type ',4);'])
end
eval(['STOCK_' CAPtype ' = sort(STOCK_' CAPtype ',4);'])
save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(NumberOfTYPEfiles)],['STOCK_' CAPtype]);
else
load([MhDirectoryName M_.fname '_' type '1']);
eval(['STOCK_' CAPtype ' = sort(stock_' type ',4);'])
save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(1)],['STOCK_' CAPtype ]);
end
for file = 1:NumberOfTYPEfiles
delete([MhDirectoryName M_.fname '_' type int2str(file) '.mat'])
end
case 3
if NumberOfTYPEfiles>1
NumberOfPeriodsPerTYPEfiles = ceil( TYPEsize(2)/NumberOfTYPEfiles );
reste = TYPEsize(2)-NumberOfPeriodsPerTYPEfiles*(NumberOfTYPEfiles-1);
idx = 0;
jdx = 0;
for f1=1:NumberOfTYPEfiles-1
eval(['STOCK_' CAPtype ' = zeros(TYPEsize(1),NumberOfPeriodsPerTYPEfiles,B);'])
for f2 = 1:NumberOfTYPEfiles
load([MhDirectoryName M_.fname '_' type int2str(f2)]);
eval(['STOCK_' CAPtype '(:,:,idx+1:idx+size(stock_ ' type ',3))=stock_' type '(:,jdx+1:jdx+NumberOfPeriodsPerTYPEfiles,:);'])
eval(['idx = idx + size(stock_' type ',3);'])
end
eval(['STOCK_' CAPtype ' = sort(STOCK_' CAPtype ',3);'])
save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(f1)],['STOCK_' CAPtype]);
jdx = jdx + NumberOfPeriodsPerTYPEfiles;
idx = 0;
end
eval(['STOCK_' CAPtype ' = zeros(TYPEsize(1),reste,B);'])
for f2 = 1:NumberOfTYPEfiles
load([MhDirectoryName M_.fname '_' type int2str(f2)]);
eval(['STOCK_' CAPtype '(:,:,idx+1:idx+size(stock_' type ',3))=stock_' type '(:,jdx+1:jdx+reste,:);'])
eval(['idx = idx + size(stock_' type ',3);'])
end
eval(['STOCK_' CAPtype ' = sort(STOCK_' CAPtype ',3);'])
save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(NumberOfTYPEfiles)],['STOCK_' CAPtype]);
else
load([MhDirectoryName M_.fname '_' type '1']);
eval(['STOCK_' CAPtype ' = sort(stock_' type ',3);'])
save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(1)],['STOCK_' CAPtype ]);
end
for file = 1:NumberOfTYPEfiles
delete([MhDirectoryName M_.fname '_' type int2str(file) '.mat'])
end
end