


function metropolis_run_analysis(M) analizes Metropolis runs INPUTS M: (struct) Model structure basetopt: (struct) Estimated parameters structure j: (int) Index of estimated paramter OUTPUTS none SPECIAL REQUIREMENTS none


0001 function metropolis_run_analysis(M,basetopt,j) 0002 %function metropolis_run_analysis(M) 0003 % analizes Metropolis runs 0004 % 0005 % INPUTS 0006 % M: (struct) Model structure 0007 % basetopt: (struct) Estimated parameters structure 0008 % j: (int) Index of estimated paramter 0009 % 0010 % OUTPUTS 0011 % none 0012 % 0013 % SPECIAL REQUIREMENTS 0014 % none 0015 0016 % Copyright (C) 2003-2009, 2010, 2011 Dynare Team 0017 % 0018 % This file is part of Dynare. 0019 % 0020 % Dynare is free software: you can redistribute it and/or modify 0021 % it under the terms of the GNU General Public License as published by 0022 % the Free Software Foundation, either version 3 of the License, or 0023 % (at your option) any later version. 0024 % 0025 % Dynare is distributed in the hope that it will be useful, 0026 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0027 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0028 % GNU General Public License for more details. 0029 % 0030 % You should have received a copy of the GNU General Public License 0031 % along with Dynare. If not, see <http://www.gnu.org/licenses/>. 0032 0033 load([M.fname '/metropolis/' M.fname '_mh_history']) 0034 nblck = record.Nblck; 0035 ndraws = sum(record.MhDraws(:,1)); 0036 0037 logPost = []; 0038 params = []; 0039 blck = 1; 0040 for i=1:record.LastFileNumber 0041 fname = [M.fname '/metropolis/' M.fname '_mh' int2str(i) '_blck' ... 0042 int2str(blck) '.mat']; 0043 if exist(fname,'file') 0044 o=load(fname); 0045 logPost = [logPost; o.logpo2]; 0046 params = [params; o.x2]; 0047 end 0048 end 0049 0050 figure; 0051 subplot(2,1,1) 0052 plot(logPost) 0053 subplot(2,1,2) 0054 plot(params(:,j)) 0055 title(['parameter ' int2str(j)])