diff --git a/matlab/GetPosteriorParametersStatistics.m b/matlab/GetPosteriorParametersStatistics.m
index 347b69b8aeb18a22e24f924ff3d0cb731f88e7db..aa945385c9e881346a4e344cf932d05acd71a686 100644
--- a/matlab/GetPosteriorParametersStatistics.m
+++ b/matlab/GetPosteriorParametersStatistics.m
@@ -47,20 +47,30 @@ pformat = '%12s %7.3f %8.4f %7.4f %7.4f %4s %6.4f';
disp(' ');disp(' ');disp('ESTIMATION RESULTS');disp(' ');
disp(sprintf('Log data density is %f.',oo_.MarginalDensity.ModifiedHarmonicMean))
if np
+ type = 'parameters';
if TeX
- fid = TeXBegin(OutputDirectoryName,M_.fname,1,'parameters');
+ fid = TeXBegin(OutputDirectoryName,M_.fname,1,type);
end
disp(' ')
- disp('parameters')
+ disp(type)
disp(tit2)
ip = nvx+nvn+ncx+ncn+1;
for i=1:np
- Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
- [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1);
- name = bayestopt_.name{ip};
- disp(sprintf(pformat,name,bayestopt_.pmean(ip),post_mean,hpd_interval, ...
- pnames(bayestopt_.pshape(ip)+1,:),bayestopt_.pstdev(ip)));
- oo_ = Filloo(oo_,name,'parameters',post_mean,hpd_interval,post_median,post_var,post_deciles,density);
+ if options_.mh_replic
+ Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
+ [post_mean, post_median, post_var, hpd_interval, post_deciles, ...
+ density] = posterior_moments(Draws,1);
+ name = bayestopt_.name{ip};
+ oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
+ else
+ name = bayestopt_.name{ip};
+ [post_mean,hpd_interval,post_var] = Extractoo(oo_,name,type);
+ end
+ disp(sprintf(pformat,name,bayestopt_.pmean(ip),...
+ post_mean, ...
+ hpd_interval, ...
+ pnames(bayestopt_.pshape(ip)+1,:), ...
+ bayestopt_.pstdev(ip)));
if TeX
TeXCore(fid,name,deblank(pnames(bayestopt_.pshape(ip)+1,:)),bayestopt_.pmean(ip),...
bayestopt_.pstdev(ip),post_mean,sqrt(post_var),hpd_interval);
@@ -68,10 +78,11 @@ if np
ip = ip+1;
end
if TeX
- TeXEnd(fid,1,'parameters');
+ TeXEnd(fid,1,type);
end
end
if nvx
+ type = 'shocks_std';
if TeX
fid = TeXBegin(OutputDirectoryName,M_.fname,2,'standard deviation of structural shocks');
end
@@ -80,14 +91,19 @@ if nvx
disp('standard deviation of shocks')
disp(tit2)
for i=1:nvx
- Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
- [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1);
- k = estim_params_.var_exo(i,1);
- name = deblank(M_.exo_names(k,:));
+ if options_.mh_replic
+ Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
+ [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1);
+ k = estim_params_.var_exo(i,1);
+ name = deblank(M_.exo_names(k,:));
+ oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
+ M_.Sigma_e(k,k) = post_mean*post_mean;
+ else
+ name = deblank(M_.exo_names(k,:));
+ [post_mean,hpd_interval,post_var] = Extractoo(oo_,name,type);
+ end
disp(sprintf(pformat,name,bayestopt_.pmean(ip),post_mean,hpd_interval,...
- pnames(bayestopt_.pshape(ip)+1,:),bayestopt_.pstdev(ip)));
- M_.Sigma_e(k,k) = post_mean*post_mean;
- oo_ = Filloo(oo_,name,'shocks_std',post_mean,hpd_interval,post_median,post_var,post_deciles,density);
+ pnames(bayestopt_.pshape(ip)+1,:),bayestopt_.pstdev(ip)));
if TeX
TeXCore(fid,name,deblank(pnames(bayestopt_.pshape(ip)+1,:)),bayestopt_.pmean(ip),...
bayestopt_.pstdev(ip),post_mean,sqrt(post_var),hpd_interval);
@@ -99,6 +115,7 @@ if nvx
end
end
if nvn
+ type = 'measurement_errors_std';
if TeX
fid = TeXBegin(OutputDirectoryName,M_.fname,3,'standard deviation of measurement errors')
end
@@ -107,13 +124,17 @@ if nvn
disp(tit2)
ip = nvx+1;
for i=1:nvn
- Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
- [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1);
- name = deblank(options_.varobs(estim_params_.var_endo(i,1),:));
+ if options_.mh_replic
+ Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
+ [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1);
+ name = deblank(options_.varobs(estim_params_.var_endo(i,1),:));
+ oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
+ else
+ name = deblank(options_.varobs(estim_params_.var_endo(i,1),:));
+ [post_mean,hpd_interval,post_var] = Extractoo(oo_,name,type);
+ end
disp(sprintf(pformat,name,bayestopt_.pmean(ip),post_mean,hpd_interval, ...
pnames(bayestopt_.pshape(ip)+1,:),bayestopt_.pstdev(ip)));
- oo_ = Filloo(oo_,name,'measurement_errors_std',post_mean,hpd_interval,post_median,...
- post_var,post_deciles,density);
if TeX
TeXCore(fid,name,deblank(pnames(bayestopt_.pshape(ip)+1,:)),bayestopt_.pmean(ip),...
bayestopt_.pstdev(ip),post_mean,sqrt(post_var),hpd_interval);
@@ -125,6 +146,7 @@ if nvn
end
end
if ncx
+ type = 'shocks_corr';
if TeX
fid = TeXBegin(OutputDirectoryName,M_.fname,4,'correlation of structural shocks');
end
@@ -133,17 +155,23 @@ if ncx
disp(tit2)
ip = nvx+nvn+1;
for i=1:ncx
- Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
- [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1);
- k1 = estim_params_.corrx(i,1);
- k2 = estim_params_.corrx(i,2);
- name = [deblank(M_.exo_names(k1,:)) ',' deblank(M_.exo_names(k2,:))];
- NAME = [deblank(M_.exo_names(k1,:)) '_' deblank(M_.exo_names(k2,:))];
+ if options_.mh_replic
+ Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
+ [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1);
+ k1 = estim_params_.corrx(i,1);
+ k2 = estim_params_.corrx(i,2);
+ name = [deblank(M_.exo_names(k1,:)) ',' deblank(M_.exo_names(k2,:))];
+ NAME = [deblank(M_.exo_names(k1,:)) '_' deblank(M_.exo_names(k2,:))];
+ oo_ = Filloo(oo_,NAME,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
+ M_.Sigma_e(k1,k2) = post_mean*sqrt(M_.Sigma_e(k1,k1)*M_.Sigma_e(k2,k2));
+ M_.Sigma_e(k2,k1) = M_.Sigma_e(k1,k2);
+ else
+ name = [deblank(M_.exo_names(k1,:)) ',' deblank(M_.exo_names(k2,:))];
+ NAME = [deblank(M_.exo_names(k1,:)) '_' deblank(M_.exo_names(k2,:))];
+ [post_mean,hpd_interval,post_var] = Extractoo(oo_,NAME,type);
+ end
disp(sprintf(pformat, name,bayestopt_.pmean(ip),post_mean,hpd_interval, ...
pnames(bayestopt_.pshape(ip)+1,:),bayestopt_.pstdev(ip)));
- oo_ = Filloo(oo_,NAME,'shocks_corr',post_mean,hpd_interval,post_median,post_var,post_deciles,density);
- M_.Sigma_e(k1,k2) = post_mean*sqrt(M_.Sigma_e(k1,k1)*M_.Sigma_e(k2,k2));
- M_.Sigma_e(k2,k1) = M_.Sigma_e(k1,k2);
if TeX
TeXCore(fid,name,deblank(pnames(bayestopt_.pshape(ip)+1,:)),bayestopt_.pmean(ip),...
bayestopt_.pstdev(ip),post_mean,sqrt(post_var),hpd_interval);
@@ -155,6 +183,7 @@ if ncx
end
end
if ncn
+ type = 'measurement_errors_corr';
if TeX
fid = TeXBegin(OutputDirectoryName,M_.fname,5,'correlation of measurement errors');
end
@@ -163,16 +192,22 @@ if ncn
disp(tit2)
ip = nvx+nvn+ncx+1;
for i=1:ncn
- Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
- [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1);
- k1 = estim_params_.corrn(i,1);
- k2 = estim_params_.corrn(i,2);
- name = [deblank(M_.endo_names(k1,:)) ',' deblank(M_.endo_names(k2,:))];
- NAME = [deblank(M_.endo_names(k1,:)) '_' deblank(M_.endo_names(k2,:))];
+ if options_.mh_replic
+ Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
+ [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(Draws,1);
+ k1 = estim_params_.corrn(i,1);
+ k2 = estim_params_.corrn(i,2);
+ name = [deblank(M_.endo_names(k1,:)) ',' deblank(M_.endo_names(k2,:))];
+ NAME = [deblank(M_.endo_names(k1,:)) '_' deblank(M_.endo_names(k2,:))];
+ oo_ = Filloo(oo_,NAME,type,post_mean,hpd_interval,...
+ post_median,post_var,post_deciles,density);
+ else
+ name = [deblank(M_.endo_names(k1,:)) ',' deblank(M_.endo_names(k2,:))];
+ NAME = [deblank(M_.endo_names(k1,:)) '_' deblank(M_.endo_names(k2,:))];
+ [post_mean,hpd_interval,post_var] = Extractoo(oo_,NAME,type);
+ end
disp(sprintf(pformat, name,bayestopt_.pmean(ip),post_mean,hpd_interval, ...
pnames(bayestopt_.pshape(ip)+1,:),bayestopt_.pstdev(ip)));
- oo_ = Filloo(oo_,NAME,'measurement_errors_corr',post_mean,hpd_interval,...
- post_median,post_var,post_deciles,density);
if TeX
TeXCore(fid,name,deblank(pnames(bayestopt_.pshape(ip)+1,:)),bayestopt_.pmean(ip),...
bayestopt_.pstdev(ip),post_mean,sqrt(post_var),hpd_interval);
@@ -235,4 +270,11 @@ function oo = Filloo(oo,name,type,postmean,hpdinterval,postmedian,postvar,postde
eval(['oo.posterior_median.' type '.' name ' = postmedian;']);
eval(['oo.posterior_variance.' type '.' name ' = postvar;']);
eval(['oo.posterior_deciles.' type '.' name ' = postdecile;']);
- eval(['oo.posterior_density.' type '.' name ' = density;']);
\ No newline at end of file
+ eval(['oo.posterior_density.' type '.' name ' = density;']);
+
+function [post_mean,hpd_interval,post_var] = Extractoo(oo,name,type)
+ hpd_interval = zeros(2,1);
+ eval(['post_mean = oo.posterior_mean.' type '.' name ';']);
+ eval(['hpd_interval(1) = oo.posterior_hpdinf.' type '.' name ';']);
+ eval(['hpd_interval(2) = oo.posterior_hpdsup.' type '.' name ';']);
+ eval(['post_var = oo.posterior_variance.' type '.' name ';']);
\ No newline at end of file