recovering MH diagnostic

[tovonony]

Hello,
Is it possible to recover the Metropolis Hasting diagnostic check graphs after Matlab has been closed?
I do not want to re-run the estimation because it takes many hours.
If there is a mean to re-run theses diagnostics without running estimation, it would be perfect.
Thanks for any helps!!!
Tovonony

[peter487]

Run your model again but change your estimation command to include:

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estimation(mh_replic=0, load_mh_file);

It tells Dynare not to run Metropolis-Hasting again, but to use previously generated files. After it is finished run:

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McMCDiagnostics(options_, estim_params_, M_)

This will reproduce MH diagnostics graphs.

[tovonony]

thanks a lot Peter487,
In fact, i had the following code

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estimation(datafile=data_cpi_ols,mh_replic=200000,mh_nblocks=5,mh_drop=0.45,mh_jscale=0.7,mode_file=erpt_mode,mode_compute=6,smoother)

So you mean that i have to re-run the model with the following estimation block

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estimation(datafile=data_cpi_ols,mh_replic=0,mh_nblocks=5,mh_drop=0.45,mh_jscale=0.7,mode_file=erpt_mode,mode_compute=6,load_mh_file,smoother)

or simply

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estimation(mh_replic=0, load_mh_file);

Moreover, do you know how to get the entire sequence of the parameters generated by the MH?
Thanks again,
Tovonony

[peter487]

Yes run it with

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estimation(datafile=data_cpi_ols,mh_replic=0,mh_nblocks=5,mh_drop=0.45,mh_jscale=0.7,mode_file=erpt_mode,mode_compute=6,load_mh_file,smoother)

However you can also skip mode compute as you already have it (handle with care)

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estimation(datafile=data_cpi_ols,mh_replic=0,mh_nblocks=5,mh_drop=0.45,mh_jscale=0.7,mode_file=erpt_mode,mode_compute=0,load_mh_file,smoother)

Moreover, do you know how to get the entire sequence of the parameters generated by the MH?

I'm not really sure what you mean, but you can find values generated by MH in the folder yourmodelname/metropolis/

[tovonony]

ok, many thanks!!!