/usr/share/dynare/matlab/metropolis_draw.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 | function [xparams, logpost]=metropolis_draw(init)
% function [xparams, logpost]=metropolis_draw(init)
% Builds draws from metropolis
%
% INPUTS:
% init: scalar equal to 1 (first call) or 0
%
% OUTPUTS:
% xparams: vector of estimated parameters
% logpost: log of posterior density
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2011 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/>.
global options_ estim_params_ M_
persistent mh_nblck NumberOfDraws BaseName FirstLine FirstMhFile MAX_nruns
if init
nvx = estim_params_.nvx;
nvn = estim_params_.nvn;
ncx = estim_params_.ncx;
ncn = estim_params_.ncn;
np = estim_params_.np ;
npar = nvx+nvn+ncx+ncn+np;
MetropolisFolder = CheckPath('metropolis',M_.dname);
FileName = M_.fname;
BaseName = [MetropolisFolder filesep FileName];
load_last_mh_history_file(MetropolisFolder, FileName);
FirstMhFile = record.KeepedDraws.FirstMhFile;
FirstLine = record.KeepedDraws.FirstLine;
TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
LastMhFile = TotalNumberOfMhFiles;
TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
NumberOfDraws = TotalNumberOfMhDraws-floor(options_.mh_drop*TotalNumberOfMhDraws);
MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8);
mh_nblck = options_.mh_nblck;
return
end
ChainNumber = ceil(rand*mh_nblck);
DrawNumber = ceil(rand*NumberOfDraws);
if DrawNumber <= MAX_nruns-FirstLine+1
MhFilNumber = FirstMhFile;
MhLine = FirstLine+DrawNumber-1;
else
DrawNumber = DrawNumber-(MAX_nruns-FirstLine+1);
MhFilNumber = FirstMhFile+ceil(DrawNumber/MAX_nruns);
MhLine = DrawNumber-(MhFilNumber-FirstMhFile-1)*MAX_nruns;
end
load( [ BaseName '_mh' int2str(MhFilNumber) '_blck' int2str(ChainNumber) '.mat' ],'x2','logpo2');
xparams = x2(MhLine,:);
logpost= logpo2(MhLine);
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