dynare/matlab/pm3.m

204 lines
6.0 KiB
Matlab

function pm3(n1,n2,ifil,B,tit1,tit2,tit3,tit_tex,names1,names2,name3,DirectoryName,var_type)
% PARALLEL CONTEXT
% See also the comment in random_walk_metropolis_hastings.m funtion.
% Copyright (C) 2007-2013 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_ M_ oo_
nn = 3;
MaxNumberOfPlotsPerFigure = nn^2; % must be square
varlist = names2;
if isempty(varlist)
varlist = names1;
SelecVariables = (1:M_.endo_nbr)';
nvar = M_.endo_nbr;
else
nvar = size(varlist,1);
SelecVariables = [];
for i=1:nvar
if ~isempty(strmatch(varlist(i,:),names1,'exact'))
SelecVariables = [SelecVariables;strmatch(varlist(i,:),names1,'exact')];
end
end
end
if options_.TeX
% needs to be fixed
if isempty(tit_tex),
tit_tex=M_.endo_names_tex;
end
varlist_TeX = [];
for i=1:nvar
if i==1
varlist_TeX = tit_tex(SelecVariables(i),:);
else
varlist_TeX = char(varlist_TeX,tit_tex(SelecVariables(i),:));
end
end
end
Mean = zeros(n2,nvar);
Median = zeros(n2,nvar);
Std = zeros(n2,nvar);
Distrib = zeros(9,n2,nvar);
HPD = zeros(2,n2,nvar);
fprintf(['MH: ' tit1 '\n']);
stock1 = zeros(n1,n2,B);
k = 0;
for file = 1:ifil
load([DirectoryName '/' M_.fname var_type int2str(file)]);
if size(size(stock),2) == 4
stock = squeeze(stock(1,:,1:n2,:));
end
k = k(end)+(1:size(stock,3));
stock1(:,:,k) = stock;
end
clear stock
tmp =zeros(B,1);
for i = 1:nvar
for j = 1:n2
[Mean(j,i),Median(j,i),Var(j,i),HPD(:,j,i),Distrib(:,j,i)] = ...
posterior_moments(squeeze(stock1(SelecVariables(i),j,:)),0,options_.mh_conf_sig);
end
end
clear stock1
for i = 1:nvar
name = deblank(names1(SelecVariables(i),:));
eval(['oo_.' name3 '.Mean.' name ' = Mean(:,i);']);
eval(['oo_.' name3 '.Median.' name ' = Median(:,i);']);
eval(['oo_.' name3 '.Var.' name ' = Var(:,i);']);
eval(['oo_.' name3 '.deciles.' name ' = Distrib(:,:,i);']);
eval(['oo_.' name3 '.HPDinf.' name ' = HPD(1,:,i);']);
eval(['oo_.' name3 '.HPDsup.' name ' = HPD(2,:,i);']);
end
%%
%% Finally I build the plots.
%%
% Block of code executed in parallel, with the exception of file
% .tex generation always run sequentially. This portion of code is execute in parallel by
% pm3_core1.m function.
% %%%%%%%%% PARALLEL BLOCK % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% %%% The file .TeX! are not saved in parallel.
% Store the variable mandatory for local/remote parallel computing.
localVars=[];
localVars.tit1=tit1;
localVars.nn=nn;
localVars.n2=n2;
localVars.Distrib=Distrib;
localVars.varlist=varlist;
localVars.MaxNumberOfPlotsPerFigure=MaxNumberOfPlotsPerFigure;
localVars.name3=name3;
localVars.tit3=tit3;
localVars.Mean=Mean;
% Like sequential execution!
nvar0=nvar;
if ~isoctave
% Commenting for testing!
if isnumeric(options_.parallel) || ceil(size(varlist,1)/MaxNumberOfPlotsPerFigure)<4,
fout = pm3_core(localVars,1,nvar,0);
% Parallel execution!
else
isRemoteOctave = 0;
for indPC=1:length(options_.parallel),
isRemoteOctave = isRemoteOctave + (findstr(options_.parallel(indPC).MatlabOctavePath, 'octave'));
end
if isRemoteOctave
fout = pm3_core(localVars,1,nvar,0);
else
globalVars = struct('M_',M_, ...
'options_', options_, ...
'oo_', oo_);
[fout, nvar0, totCPU] = masterParallel(options_.parallel, 1, nvar, [],'pm3_core', localVars,globalVars, options_.parallel_info);
end
end
else
% For the time being in Octave enviroment the pm3.m is executed only in
% serial modality, to avoid problem with the plots.
fout = pm3_core(localVars,1,nvar,0);
end
subplotnum = 0;
if options_.TeX,
fidTeX = fopen([M_.dname '/Output/' M_.fname '_' name3 '.TeX'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by Dynare.\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
nvar0=cumsum(nvar0);
i=0;
for j=1:length(nvar0),
NAMES = [];
TEXNAMES = [];
nvar=nvar0(j);
while i<nvar,
i=i+1;
if max(abs(Mean(:,i))) > 10^(-6)
subplotnum = subplotnum+1;
name = deblank(varlist(i,:));
texname = deblank(varlist_TeX(i,:));
if subplotnum==1
NAMES = name;
TEXNAMES = ['$' texname '$'];
else
NAMES = char(NAMES,name);
TEXNAMES = char(TEXNAMES,['$' texname '$']);
end
end
if subplotnum == MaxNumberOfPlotsPerFigure || i == nvar
fprintf(fidTeX,'\\begin{figure}[H]\n');
for jj = 1:size(TEXNAMES,1)
fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{%s}\n'],deblank(NAMES(jj,:)),deblank(TEXNAMES(jj,:)));
end
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,['\\includegraphics[scale=0.5]{%s/Output/%s_' name3 '_%s}\n'],M_.dname,M_.fname,deblank(tit3(i,:)));
fprintf(fidTeX,'\\label{Fig:%s:%s}\n',name3,deblank(tit3(i,:)));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
subplotnum = 0;
NAMES = [];
TEXNAMES = [];
end
end
end
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
fprintf(['MH: ' tit1 ', done!\n']);