1function oo_ = prior_analysis(type,arg1,arg2,arg3,options_,M_,oo_,estim_params_) 2% Copyright (C) 2009-2017 Dynare Team 3% 4% This file is part of Dynare. 5% 6% Dynare is free software: you can redistribute it and/or modify 7% it under the terms of the GNU General Public License as published by 8% the Free Software Foundation, either version 3 of the License, or 9% (at your option) any later version. 10% 11% Dynare is distributed in the hope that it will be useful, 12% but WITHOUT ANY WARRANTY; without even the implied warranty of 13% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 14% GNU General Public License for more details. 15% 16% You should have received a copy of the GNU General Public License 17% along with Dynare. If not, see <http://www.gnu.org/licenses/>. 18 19info = check_prior_analysis_data(type,M_); 20SampleSize = options_.prior_mc; 21switch info 22 case {0,1,2} 23 MaxMegaBytes = options_.MaximumNumberOfMegaBytes; 24 drsize = size_of_the_reduced_form_model(oo_.dr); 25 if drsize*SampleSize>MaxMegaBytes 26 drsave=0; 27 else 28 drsave=1; 29 end 30 load([M_.dname '/prior/definition.mat']); 31 prior_sampler(drsave,M_,bayestopt_,options_,oo_,estim_params_); 32 clear('bayestopt_'); 33 oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_); 34 case {4,5} 35 oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_); 36 case 6 37 [ivar,vartan] = get_variables_list(options_,M_); 38 nvar = length(ivar); 39 oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_,nvar,vartan); 40 otherwise 41 error(['prior_analysis:: Check_prior_analysis_data gave a meaningless output!']) 42end 43 44 45 46function oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_,nvar,vartan) 47narg1 = 8; 48narg2 = 10; 49if ~(nargin==narg1 || nargin==narg2) 50 error('prior_analysis:: Call to function job is buggy!') 51end 52switch type 53 case 'variance' 54 if nargin==narg1 55 [nvar,vartan,NumberOfFiles] = ... 56 dsge_simulated_theoretical_covariance(SampleSize,M_,options_,oo_,'prior'); 57 end 58 oo_ = covariance_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,... 59 vartan,nvar,arg1,arg2,options_.mh_conf_sig,oo_,options_); 60 case 'decomposition' 61 if nargin==narg1 62 [nvar,vartan,NumberOfFiles] = ... 63 dsge_simulated_theoretical_variance_decomposition(SampleSize,M_,options_,oo_,'prior'); 64 end 65 oo_ = variance_decomposition_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,... 66 M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_); 67 case 'correlation' 68 if nargin==narg1 69 [nvar,vartan,NumberOfFiles] = ... 70 dsge_simulated_theoretical_correlation(SampleSize,arg3,M_,options_,oo_,'prior'); 71 end 72 oo_ = correlation_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,... 73 vartan,nvar,arg1,arg2,arg3,options_.mh_conf_sig,oo_,M_,options_); 74 case 'conditional decomposition' 75 if nargin==narg1 76 [nvar,vartan,NumberOfFiles] = ... 77 dsge_simulated_theoretical_conditional_variance_decomposition(SampleSize,arg3,M_,options_,oo_,'prior'); 78 end 79 oo_ = conditional_variance_decomposition_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,... 80 arg3,M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_); 81 if ~all(diag(M_.H)==0) 82 if strmatch(vartan(arg1,:),options_.varobs,'exact') 83 oo_ = conditional_variance_decomposition_ME_mc_analysis(SampleSize,'prior',M_.dname,M_.fname,... 84 arg3,M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_); 85 end 86 end 87 otherwise 88 disp('Not yet implemented') 89end