Add functionality for executing function on posterior

See #332

matlab/dynare_estimation_1.m

@@ -607,6 +607,34 @@ function dynare_estimation_1(var_list_,dname)
         if options_.smoother || ~isempty(options_.filter_step_ahead) || options_.forecast
             prior_posterior_statistics('posterior',dataset_);
         end
+        if ~isempty(options_.posterior_function)
+            if ~options_.moments_varendo
+                fprintf('\nExecution of Posterior Functions requires the moments_varendo option. I skip the computation.\n')           
+            else
+                posterior_function_error=0;
+                [directory,basename,extension] = fileparts(options_.posterior_function);
+                if isempty(extension)
+                    extension = '.m';
+                end
+                fullname = [basename extension];
+                if ~strcmp(extension,'.m') %if not m-file
+                    fprintf('\nThe Posterior Function is not an m-file. I skip the computation.\n')
+                    posterior_function_error=1;
+                elseif ~exist(fullname,'file') %if m-file, but does not exist
+                    fprintf(['\nThe Posterior Function ', fullname ,' was not found. I skip the computation. Check the spelling.\n']);
+                    posterior_function_error=1;
+                end
+                if ~posterior_function_error
+                    try
+                        oo_.Posterior_function=execute_posterior_function(str2func(options_.posterior_function),M_,options_,oo_,dataset_,estim_params_,bayestopt_,'posterior');
+                    catch err
+                        fprintf('\nPosterior Function lead to an error. Execution cancelled.\n')
+                        disp(err.message)
+                        fprintf('\n')
+                    end
+                end
+            end
+        end
         xparam = get_posterior_parameters('mean');
         M_ = set_all_parameters(xparam,estim_params_,M_);
     end

matlab/execute_posterior_function.m

@@ -0,0 +1,77 @@
+function [results_cell] = execute_posterior_function(functionhandle,M_,options_,oo_,dataset_,estim_params_,bayestopt_,type)
+%[results_cell] = execute_posterior_function(functionhandle,M_,options_,oo_,dataset_,estim_params_,bayestopt_,type)% This function executes a given function on draws of the posterior or prior distribution 
+%
+% INPUTS
+%   functionhandle               Handle to the function to be executed
+%   M_           [structure]     Matlab's structure describing the Model (initialized by dynare, see @ref{M_}).
+%   options_     [structure]     Matlab's structure describing the options (initialized by dynare, see @ref{options_}).
+%   oo_          [structure]     Matlab's structure gathering the results (initialized by dynare, see @ref{oo_}).
+%   dataset_     [structure]     Matlab's structure storing the dataset
+%   estim_params_[structure]     Matlab's structure describing the estimated_parameters (initialized by dynare, see @ref{estim_params_}).
+%   bayestopt_   [structure]     Matlab's structure describing the parameter options (initialized by dynare, see @ref{bayestopt_}).
+%   type         [string]        'prior' or 'posterior'
+%
+%
+% OUTPUTS
+%   results_cell    [cell]     ndrawsx1 cell array storing the results
+%                                of the prior/posterior computations
+
+% Copyright (C) 2013 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/>.
+
+% 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('Execute_posterior_function:: Unknown type!')
+    error('');
+end
+NumberOfDrawsFiles = length(DrawsFiles);
+
+%% initialize output structure
+if posterior
+    load([M_.dname '/metropolis/' DrawsFiles(1).name ],'pdraws');
+else
+    load([M_.dname '/prior/draws/' DrawsFiles(1).name ],'pdraws');
+end
+xparam1=pdraws{1,1};
+% get output size
+junk=functionhandle(xparam1,M_,options_,oo_,dataset_,estim_params_,bayestopt_);
+%initialize cell with number of columns
+results_cell=cell(options_.PosteriorSampleSize,size(junk,2));
+
+%% compute function on draws
+iter = 1;
+for file = 1:NumberOfDrawsFiles
+    if posterior
+        load([M_.dname '/metropolis/' DrawsFiles(file).name ],'pdraws');
+    else
+        load([M_.dname '/prior/draws/' DrawsFiles(file).name ],'pdraws');
+    end
+    NumberOfDraws = rows(pdraws);
+    for linee = 1:NumberOfDraws
+        M_ = set_all_parameters(pdraws{linee,1},estim_params_,M_);
+        [results_cell(iter,:)]=functionhandle(pdraws{linee,1},M_,options_,oo_,dataset_,estim_params_,bayestopt_);
+        iter=iter+1;
+    end
+end
+

matlab/global_initialization.m

@@ -338,6 +338,7 @@ function global_initialization()
 options_.MaxNumberOfBytes = 1e6;
 options_.MaximumNumberOfMegaBytes = 111;
 options_.PosteriorSampleSize = 1000;
+options_.posterior_function = '';
 options_.analytic_derivation = 0;
 options_.analytic_derivation_mode = 0;
 options_.bayesian_irf = 0;