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function oo_ = variance_decomposition_ME_mc_analysis(NumberOfSimulations,type,dname,fname,exonames,exo,vartan,var,mh_conf_sig,oo_,options_)
% function oo_ = variance_decomposition_ME_mc_analysis(NumberOfSimulations,type,dname,fname,exonames,exo,vartan,var,mh_conf_sig,oo_)
% This function analyses the (posterior or prior) distribution of the
% endogenous variables' variance decomposition.
%
% INPUTS
% NumberOfSimulations [integer] scalar, number of simulations.
% type [string] 'prior' or 'posterior'
% dname [string] directory name where to save
% fname [string] name of the mod-file
% exonames [string] (n_exo*char_length) character array with names of exogenous variables
% exo [string] name of current exogenous
% variable
% vartan [string] (n_endo*char_length) character array with name
% of endogenous variables
% var [integer] index of the current
% endogenous variable
% mh_conf_sig [double] 2 by 1 vector with upper
% and lower bound of HPD intervals
% oo_ [structure] Dynare structure where the results are saved.
% options_ [structure] Dynare options structure
%
% OUTPUTS
% oo_ [structure] Dynare structure where the results are saved.
% Copyright (C) 2017 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/>.
if strcmpi(type,'posterior')
TYPE = 'Posterior';
PATH = [dname '/metropolis/'];
else
TYPE = 'Prior';
PATH = [dname '/prior/moments/'];
end
indx = check_name(vartan,var);
if isempty(indx)
disp([ type '_analysis:: ' var ' is not a stationary endogenous variable!'])
return
end
jndx = check_name(exonames,exo);
if isempty(jndx)
if isequal(exo,'ME')
jndx=size(exonames,1)+1;
else
disp([ type '_analysis:: ' exo ' is not a declared exogenous variable!'])
return
end
end
var=deblank(var);
exo=deblank(exo);
name = [ var '.' exo ];
if isfield(oo_, [ TYPE 'TheoreticalMoments'])
temporary_structure = oo_.([TYPE, 'TheoreticalMoments']);
if isfield(temporary_structure,'dsge')
temporary_structure = oo_.([TYPE, 'TheoreticalMoments']).dsge;
if isfield(temporary_structure,'VarianceDecompositionME')
temporary_structure = oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Mean;
if isfield(temporary_structure,name)
% Nothing to do.
return
end
end
end
end
ListOfFiles = dir([ PATH fname '_' TYPE 'VarianceDecompME*.mat']);
i1 = 1; tmp = zeros(NumberOfSimulations,1);
indice = (indx-1)*rows(exonames)+jndx;
for file = 1:length(ListOfFiles)
load([ PATH ListOfFiles(file).name ]);
i2 = i1 + rows(Decomposition_array_ME) - 1;
tmp(i1:i2) = Decomposition_array_ME(:,indice);
i1 = i2+1;
end
if options_.estimation.moments_posterior_density.indicator
[p_mean, p_median, p_var, hpd_interval, p_deciles, density] = ...
posterior_moments(tmp,1,mh_conf_sig);
else
[p_mean, p_median, p_var, hpd_interval, p_deciles] = ...
posterior_moments(tmp,0,mh_conf_sig);
end
oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Mean.(var).(exo) = p_mean;
oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Median.(var).(exo) = p_median;
oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Variance.(var).(exo) = p_var;
oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.HPDinf.(var).(exo) = hpd_interval(1);
oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.HPDsup.(var).(exo) = hpd_interval(2);
oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.deciles.(var).(exo) = p_deciles;
if options_.estimation.moments_posterior_density.indicator
oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.density.(var).(exo) = density;
end
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