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Dynare
dynare
Commits
fa1f7794
Commit
fa1f7794
authored
May 09, 2015
by
Johannes Pfeifer
Browse files
Delete stale files from previous MCMC runs
Closes
#566
. Also adds cosmetic changes to headers of affected routines
parent
3bcb89bd
Changes
9
Hide whitespace changes
Inline
Side-by-side
matlab/PosteriorIRF.m
View file @
fa1f7794
...
...
@@ -16,7 +16,7 @@ function PosteriorIRF(type)
% functions associated with it(the _core1 and _core2).
% See also the comments random_walk_metropolis_hastings.m funtion.
% Copyright (C) 2006-201
3
Dynare Team
% Copyright (C) 2006-201
5
Dynare Team
%
% This file is part of Dynare.
%
...
...
@@ -93,8 +93,15 @@ elseif strcmpi(type,'gsa')
else
MhDirectoryName
=
CheckPath
(
'prior'
,
M_
.
dname
);
end
delete
([
MhDirectoryName
filesep
M_
.
fname
'_IRF_DSGEs*.mat'
]);
delete
([
MhDirectoryName
filesep
M_
.
fname
'_IRF_BVARDSGEs*.mat'
]);
%delete old stale files before creating new ones
delete_stale_file
([
MhDirectoryName
filesep
M_
.
fname
'_IRF_DSGEs*.mat'
]);
delete_stale_file
([
MhDirectoryName
filesep
M_
.
fname
'_IRF_BVARDSGEs*.mat'
]);
delete_stale_file
([
MhDirectoryName
filesep
M_
.
fname
'_irf_dsge*.mat'
]);
delete_stale_file
([
MhDirectoryName
filesep
M_
.
fname
'_irf_bvardsge*.mat'
]);
delete_stale_file
([
MhDirectoryName
filesep
M_
.
fname
'_param_irf*.mat'
]);
if
strcmpi
(
type
,
'posterior'
)
B
=
options_
.
sub_draws
;
options_
.
B
=
B
;
...
...
@@ -112,16 +119,7 @@ else% type = 'prior'
B
=
options_
.
prior_draws
;
options_
.
B
=
B
;
end
try
delete
([
MhDirectoryName
filesep
M_
.
fname
'_irf_dsge*.mat'
])
catch
disp
(
'No _IRFs (dsge) files to be deleted!'
)
end
try
delete
([
MhDirectoryName
filesep
M_
.
fname
'_irf_bvardsge*.mat'
])
catch
disp
(
'No _IRFs (bvar-dsge) files to be deleted!'
)
end
irun
=
0
;
IRUN
=
0
;
irun2
=
0
;
...
...
matlab/conditional_variance_decomposition_mc_analysis.m
View file @
fa1f7794
function
oo_
=
...
conditional_variance_decomposition_mc_analysis
(
NumberOfSimulations
,
type
,
dname
,
fname
,
Steps
,
exonames
,
exo
,
var_list
,
endogenous_variable_index
,
mh_conf_sig
,
oo_
)
% This function analyses the (posterior or prior) distribution of the
% endogenous conditional variance decomposition.
% endogenous variables' conditional 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
% Steps [integers] horizons at which to conduct decomposition
% exonames [string] (n_exo*char_length) character array with names of exogenous variables
% exo [string] name of current exogenous
% variable
% var_list [string] (n_endo*char_length) character array with name
% of endogenous variables
% endogenous_variable_index [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.
%
% OUTPUTS
% oo_ [structure] Dynare structure where the results are saved.
% Copyright (C) 2009-2013 Dynare Team
%
...
...
matlab/covariance_mc_analysis.m
View file @
fa1f7794
function
oo_
=
covariance_mc_analysis
(
NumberOfSimulations
,
type
,
dname
,
fname
,
vartan
,
nvar
,
var1
,
var2
,
mh_conf_sig
,
oo_
)
% This function analyses the (posterior or prior) distribution of the
% endogenous variables covariance matrix.
% endogenous variables' covariance matrix.
%
% 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
% vartan [char] array of characters (with nvar rows).
% nvar [integer] nvar is the number of stationary variables.
% var1 [string] name of the first variable
% var2 [string] name of the second 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.
%
% OUTPUTS
% oo_ [structure] Dynare structure where the results are saved.
% Copyright (C) 2008-201
3
Dynare Team
% Copyright (C) 2008-201
5
Dynare Team
%
% This file is part of Dynare.
%
...
...
matlab/dsge_simulated_theoretical_conditional_variance_decomposition.m
View file @
fa1f7794
function
[
nvar
,
vartan
,
NumberOfConditionalDecompFiles
]
=
...
dsge_simulated_theoretical_conditional_variance_decomposition
(
SampleSize
,
Steps
,
M_
,
options_
,
oo_
,
type
)
% function [nvar,vartan,NumberOfConditionalDecompFiles] = ...
% dsge_simulated_theoretical_conditional_variance_decomposition(SampleSize,Steps,M_,options_,oo_,type)
% This function computes the posterior or prior distribution of the conditional variance
% decomposition of the endogenous variables (or a subset of the endogenous variables).
%
% INPUTS
% SampleSize [integer] scalar, number of simulations.
% Steps [integers] horizons at which to conduct decomposition
% M_ [structure] Dynare structure describing the model.
% options_ [structure] Dynare structure defining global options.
% oo_ [structure] Dynare structure where the results are saved.
...
...
@@ -16,7 +19,7 @@ function [nvar,vartan,NumberOfConditionalDecompFiles] = ...
% vartan [char] array of characters (with nvar rows).
% NumberOfConditionalDecompFiles [integer] scalar, number of prior or posterior data files (for covariance).
% Copyright (C) 2009-201
2
Dynare Team
% Copyright (C) 2009-201
5
Dynare Team
%
% This file is part of Dynare.
%
...
...
@@ -47,6 +50,13 @@ else
error
()
end
%delete old stale files before creating new ones
if
posterior
delete_stale_file
([
M_
.
dname
'/metropolis/'
M_
.
fname
'_PosteriorConditionalVarianceDecomposition*'
])
else
delete_stale_file
([
M_
.
dname
'/prior/moments/'
M_
.
fname
'_PriorConditionalVarianceDecomposition*'
])
end
% Set varlist (vartan)
if
~
posterior
if
isfield
(
options_
,
'varlist'
)
...
...
matlab/dsge_simulated_theoretical_correlation.m
View file @
fa1f7794
function
[
nvar
,
vartan
,
CorrFileNumber
]
=
dsge_simulated_theoretical_correlation
(
SampleSize
,
nar
,
M_
,
options_
,
oo_
,
type
)
% function [nvar,vartan,CorrFileNumber] = dsge_simulated_theoretical_correlation(SampleSize,nar,M_,options_,oo_,type)
% This function computes the posterior or prior distribution of the endogenous
% variables second order moments.
% variables
'
second order moments.
%
% INPUTS
% SampleSize [integer]
% nar [integer]
% M_ [structure]
% options_ [structure]
% oo_ [structure]
% type [string]
% SampleSize [integer] scalar, number of simulations.
% nar [integer] maximum number of autocorrelations to
% consider
% M_ [structure] Dynare structure describing the model.
% options_ [structure] Dynare structure defining global options
% oo_ [structure] Dynare structure where the results are saved.
% type [string] 'prior' or 'posterior'
%
% OUTPUTS
% nvar [integer]
% vartan [char]
% CorrFileNumber [integer]
% Copyright (C) 2007-201
2
Dynare Team
% nvar [integer]
nvar is the number of stationary variables.
% vartan [char]
array of characters (with nvar rows).
% CorrFileNumber [integer]
scalar, number of prior or posterior data files (for correlation).
% Copyright (C) 2007-201
5
Dynare Team
%
% This file is part of Dynare.
%
...
...
@@ -48,6 +50,13 @@ else
end
NumberOfDrawsFiles
=
length
(
DrawsFiles
);
%delete old stale files before creating new ones
if
posterior
delete_stale_file
([
M_
.
dname
'/metropolis/'
M_
.
fname
'_PosteriorCorrelations*'
]);
else
delete_stale_file
([
M_
.
dname
'/prior/moments/'
M_
.
fname
'_PriorCorrelations*'
]);
end
% Set varlist (vartan)
if
~
posterior
if
isfield
(
options_
,
'varlist'
)
...
...
matlab/dsge_simulated_theoretical_covariance.m
View file @
fa1f7794
function
[
nvar
,
vartan
,
CovarFileNumber
]
=
dsge_simulated_theoretical_covariance
(
SampleSize
,
M_
,
options_
,
oo_
,
type
)
% function [nvar,vartan,CovarFileNumber] = dsge_simulated_theoretical_covariance(SampleSize,M_,options_,oo_,type)
% This function computes the posterior or prior distribution of the endogenous
% variables second order moments.
%
...
...
@@ -15,7 +16,7 @@ function [nvar,vartan,CovarFileNumber] = dsge_simulated_theoretical_covariance(S
% vartan [char] array of characters (with nvar rows).
% CovarFileNumber [integer] scalar, number of prior or posterior data files (for covariance).
% Copyright (C) 2007-201
2
Dynare Team
% Copyright (C) 2007-201
5
Dynare Team
%
% This file is part of Dynare.
%
...
...
@@ -48,6 +49,13 @@ else
end
NumberOfDrawsFiles
=
length
(
DrawsFiles
);
%delete old stale files before creating new ones
if
posterior
delete_stale_file
([
M_
.
dname
'/metropolis/'
M_
.
fname
'_Posterior2ndOrderMoments*'
])
else
delete_stale_file
([
M_
.
dname
'/prior/moments/'
M_
.
fname
'_Prior2ndOrderMoments*'
])
end
% Set varlist (vartan)
if
~
posterior
if
isfield
(
options_
,
'varlist'
)
...
...
matlab/dsge_simulated_theoretical_variance_decomposition.m
View file @
fa1f7794
function
[
nvar
,
vartan
,
NumberOfDecompFiles
]
=
...
dsge_simulated_theoretical_variance_decomposition
(
SampleSize
,
M_
,
options_
,
oo_
,
type
)
% function [nvar,vartan,NumberOfDecompFiles] = ...
% dsge_simulated_theoretical_variance_decomposition(SampleSize,M_,options_,oo_,type)
% This function computes the posterior or prior distribution of the variance
% decomposition of the observed endogenous variables.
%
...
...
@@ -16,7 +18,7 @@ function [nvar,vartan,NumberOfDecompFiles] = ...
% vartan [char] array of characters (with nvar rows).
% CovarFileNumber [integer] scalar, number of prior or posterior data files (for covariance).
% Copyright (C) 2007-201
2
Dynare Team
% Copyright (C) 2007-201
5
Dynare Team
%
% This file is part of Dynare.
%
...
...
@@ -47,7 +49,13 @@ else
disp
(
'dsge_simulated_theoretical_variance_decomposition:: Unknown type!'
)
error
()
end
NumberOfDrawsFiles
=
length
(
DrawsFiles
);
%delete old stale files before creating new ones
if
posterior
delete_stale_file
([
M_
.
dname
'/metropolis/'
M_
.
fname
'_PosteriorVarianceDecomposition*'
]);
else
delete_stale_file
([
M_
.
dname
'/prior/moments/'
M_
.
fname
'_PosteriorVarianceDecomposition*'
]);
end
% Set varlist (vartan)
if
~
posterior
...
...
matlab/utilities/general/delete_stale_file.m
0 → 100644
View file @
fa1f7794
function
delete_stale_file
(
fname
)
% function delete_old_files(fname)
% Checks for presence of files and deletes them if necessary
% Copyright (C) 2015 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/>.
Files_info
=
dir
(
fname
);
if
length
(
Files_info
)
>
0
delete
(
fname
)
end
matlab/variance_decomposition_mc_analysis.m
View file @
fa1f7794
function
oo_
=
variance_decomposition_mc_analysis
(
NumberOfSimulations
,
type
,
dname
,
fname
,
exonames
,
exo
,
vartan
,
var
,
mh_conf_sig
,
oo_
)
% function oo_ = variance_decomposition_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 variance decomposition.
% 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.
%
% OUTPUTS
% oo_ [structure] Dynare structure where the results are saved.
% Copyright (C) 2008-2013 Dynare Team
%
...
...
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