File: pm3.m

package info (click to toggle)
dynare 4.3.0-2
  • links: PTS, VCS
  • area: main
  • in suites: wheezy
  • size: 40,640 kB
  • sloc: fortran: 82,231; cpp: 72,734; ansic: 28,874; pascal: 13,241; sh: 4,300; objc: 3,281; yacc: 2,833; makefile: 1,288; lex: 1,162; python: 162; lisp: 54; xml: 8
file content (203 lines) | stat: -rw-r--r-- 6,125 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
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) 2007-2012 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 '.Distribution.' 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 ~exist('OCTAVE_VERSION')
    % 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']);