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41 results

dsge_simulated_theoretical_correlation.m

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    dsge_simulated_theoretical_correlation.m 4.29 KiB
    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.
    %
    % INPUTS
    %   SampleSize   [integer]
    %   nar          [integer]
    %   M_           [structure]
    %   options_     [structure]
    %   oo_          [structure]
    %   type         [string]
    %
    % OUTPUTS
    %   nvar           [integer]
    %   vartan         [char]
    %   CorrFileNumber [integer]
    
    % 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/>.
    
    nodecomposition = 1;
    
    % Get informations about the _posterior_draws files.
    if strcmpi(type,'posterior')
        DrawsFiles = dir([M_.dname '/metropolis/' M_.fname '_' type '_draws*' ]);
        posterior = 1;
    elseif strcmpi(type,'prior')
        DrawsFiles = dir([M_.dname '/prior/draws/' type '_draws*' ]);
        CheckPath('prior/moments',M_.dname);
        posterior = 0;
    else
        disp('dsge_simulated_theoretical_correlation:: Unknown type!');
        error()
    end
    NumberOfDrawsFiles = length(DrawsFiles);
    
    % Set varlist (vartan)
    if ~posterior
        if isfield(options_,'varlist')
            temp = options_.varlist;
        end
        options_.varlist = options_.prior_analysis_endo_var_list;
    end
    [ivar,vartan, options_] = get_variables_list(options_, M_);
    if ~posterior
        if exist('temp','var')
            options_.varlist = temp;
        end
    end
    nvar = length(ivar);
    
    % Set the size of the auto-correlation function to nar.
    oldnar = options_.ar;
    options_.ar = nar;
    
    % Number of lines in posterior data files.