Skip to content
Snippets Groups Projects

Compare revisions

Changes are shown as if the source revision was being merged into the target revision. Learn more about comparing revisions.

Source

Select target project
No results found
Select Git revision
Loading items

Target

Select target project
  • giovanma/dynare
  • giorgiomas/dynare
  • Vermandel/dynare
  • Dynare/dynare
  • normann/dynare
  • MichelJuillard/dynare
  • wmutschl/dynare
  • FerhatMihoubi/dynare
  • sebastien/dynare
  • lnsongxf/dynare
  • rattoma/dynare
  • CIMERS/dynare
  • FredericKarame/dynare
  • SumuduK/dynare
  • MinjeJeon/dynare
  • camilomrch/dynare
  • DoraK/dynare
  • avtishin/dynare
  • selma/dynare
  • claudio_olguin/dynare
  • jeffjiang07/dynare
  • EthanSystem/dynare
  • stepan-a/dynare
  • wjgatt/dynare
  • JohannesPfeifer/dynare
  • gboehl/dynare
  • ebenetce/dynare
  • chskcau/dynare-doc-fixes
28 results
Select Git revision
Loading items
Show changes
Commits on Source (4)
...@@ -48,6 +48,7 @@ MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8); ...@@ -48,6 +48,7 @@ MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8);
load_last_mh_history_file(MetropolisFolder, ModelName); load_last_mh_history_file(MetropolisFolder, ModelName);
NumberOfMcFilesPerBlock = record.LastFileNumber; NumberOfMcFilesPerBlock = record.LastFileNumber;
npardisp = options_.convergence.brooksgelman.plotrows;
% Check that the declared number of blocks is consistent with informations saved in mh-history files. % Check that the declared number of blocks is consistent with informations saved in mh-history files.
if ~isequal(nblck,record.Nblck) if ~isequal(nblck,record.Nblck)
...@@ -284,12 +285,13 @@ end ...@@ -284,12 +285,13 @@ end
UDIAG(:,[2 4 6],:) = UDIAG(:,[2 4 6],:)/nblck; UDIAG(:,[2 4 6],:) = UDIAG(:,[2 4 6],:)/nblck;
skipline() skipline()
clear pmet temp moyenne CSUP CINF csup cinf n linea iter tmp; clear pmet temp moyenne CSUP CINF csup cinf n linea iter tmp;
pages = floor(npar/3);
pages = floor(npar/npardisp); % changed from 3 to npardisp
k = 0; k = 0;
for i = 1:pages for i = 1:pages
h=dyn_figure(options_.nodisplay,'Name','MCMC univariate convergence diagnostic (Brooks and Gelman,1998)'); h=dyn_figure(options_.nodisplay,'Name','MCMC univariate convergence diagnostic (Brooks and Gelman,1998)');
boxplot = 1; boxplot = 1;
for j = 1:3 % Loop over parameters for j = 1:npardisp % Loop over parameters %npardisp instead of 3
k = k+1; k = k+1;
[nam,namtex] = get_the_name(k,TeX,M_,estim_params_,options_); [nam,namtex] = get_the_name(k,TeX,M_,estim_params_,options_);
for crit = 1:3% Loop over criteria for crit = 1:3% Loop over criteria
...@@ -306,7 +308,7 @@ for i = 1:pages ...@@ -306,7 +308,7 @@ for i = 1:pages
plt2 = UDIAG(:,6,k); plt2 = UDIAG(:,6,k);
namnam = [nam , ' (m3)']; namnam = [nam , ' (m3)'];
end end
subplot(3,3,boxplot); subplot(npardisp,3,boxplot); %Added more rows to display more variables
plot(xx,plt1,'-b'); % Pooled plot(xx,plt1,'-b'); % Pooled
hold on; hold on;
plot(xx,plt2,'-r'); % Within (mean) plot(xx,plt2,'-r'); % Within (mean)
...@@ -339,8 +341,8 @@ if reste ...@@ -339,8 +341,8 @@ if reste
if reste == 1 if reste == 1
nr = 3; nr = 3;
nc = 1; nc = 1;
elseif reste == 2 else % Conditional for additional rows (variables) when not towards the end of the loop
nr = 2; nr = npardisp;
nc = 3; nc = 3;
end end
h = dyn_figure(options_.nodisplay,'Name','MCMC univariate convergence diagnostic (Brooks and Gelman, 1998)'); h = dyn_figure(options_.nodisplay,'Name','MCMC univariate convergence diagnostic (Brooks and Gelman, 1998)');
......
...@@ -766,6 +766,8 @@ options_.convergence.geweke.geweke_interval=[0.2 0.5]; ...@@ -766,6 +766,8 @@ options_.convergence.geweke.geweke_interval=[0.2 0.5];
%Raftery/Lewis convergence diagnostics; %Raftery/Lewis convergence diagnostics;
options_.convergence.rafterylewis.indicator=false; options_.convergence.rafterylewis.indicator=false;
options_.convergence.rafterylewis.qrs=[0.025 0.005 0.95]; options_.convergence.rafterylewis.qrs=[0.025 0.005 0.95];
%Brooks Gelman convergence plots
options_.convergence.brooksgelman.plotrows=3;
%tolerance for Modified Harmonic Mean estimator %tolerance for Modified Harmonic Mean estimator
options_.marginal_data_density.harmonic_mean.tolerance = 0.01; options_.marginal_data_density.harmonic_mean.tolerance = 0.01;
......