function [marginal,oo_] = marginal_density(M_, options_, estim_params_, oo_)
% function marginal = marginal_density()
% Computes the marginal density
%
% INPUTS
%   options_         [structure]
%   estim_params_    [structure]
%   M_               [structure]
%   oo_              [structure]
%
% OUTPUTS
%   marginal:        [double]     marginal density (modified harmonic mean)
%   oo_              [structure]
%
% SPECIAL REQUIREMENTS
%    none

% Copyright (C) 2005-2011 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/>.


npar = estim_params_.np+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.nvx;
nblck = options_.mh_nblck;

MhDirectoryName = CheckPath('metropolis');
load([ MhDirectoryName '/'  M_.fname '_mh_history.mat'])

FirstMhFile = record.KeepedDraws.FirstMhFile;
FirstLine = record.KeepedDraws.FirstLine; ifil = FirstLine;
TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8);
TODROP = floor(options_.mh_drop*TotalNumberOfMhDraws);

fprintf('MH: I''m computing the posterior mean and covariance... ');
[posterior_mean,posterior_covariance,posterior_mode,posterior_kernel_at_the_mode] = compute_mh_covariance_matrix();

MU = transpose(posterior_mean);
SIGMA = posterior_covariance;
lpost_mode = posterior_kernel_at_the_mode;
xparam1 = posterior_mean;
hh = inv(SIGMA);
fprintf(' Done!\n');

%% save the posterior mean and the inverse of the covariance matrix
%% (usefull if the user wants to perform some computations using
%% the posterior mean instead of the posterior mode ==> ). 
save([M_.fname '_mean.mat'],'xparam1','hh','SIGMA');

disp(' ');
disp('MH: I''m computing the posterior log marginale density (modified harmonic mean)... ');
detSIGMA = det(SIGMA);
invSIGMA = inv(SIGMA);
marginal = zeros(9,2);
linee = 0;
check_coverage = 1;
increase = 1;
while check_coverage
    for p = 0.1:0.1:0.9;
        critval = chi2inv(p,npar);
        ifil = FirstLine;
        tmp = 0;
        for n = FirstMhFile:TotalNumberOfMhFiles
            for b=1:nblck
                load([ MhDirectoryName '/' M_.fname '_mh' int2str(n) '_blck' int2str(b) '.mat'],'x2','logpo2');
                EndOfFile = size(x2,1);
                for i = ifil:EndOfFile
                    deviation  = (x2(i,:)-MU)*invSIGMA*(x2(i,:)-MU)';
                    if deviation <= critval
                        lftheta = -log(p)-(npar*log(2*pi)+log(detSIGMA)+deviation)/2;
                        tmp = tmp + exp(lftheta - logpo2(i) + lpost_mode);
                    end
                end
            end
            ifil = 1;
        end
        linee = linee + 1;
        warning_old_state = warning;
        warning off;
        marginal(linee,:) = [p, lpost_mode-log(tmp/((TotalNumberOfMhDraws-TODROP)*nblck))];
        warning(warning_old_state);
    end
    if abs((marginal(9,2)-marginal(1,2))/marginal(9,2)) > 0.01 || isinf(marginal(1,2))
        if increase == 1
            disp('MH: The support of the weighting density function is not large enough...')
            disp('MH: I increase the variance of this distribution.')
            increase = 1.2*increase;
            invSIGMA = inv(SIGMA*increase);
            detSIGMA = det(SIGMA*increase);
            linee    = 0;   
        else
            disp('MH: Let me try again.')
            increase = 1.2*increase;
            invSIGMA = inv(SIGMA*increase);
            detSIGMA = det(SIGMA*increase);
            linee    = 0;
            if increase > 20
                check_coverage = 0;
                clear invSIGMA detSIGMA increase;
                disp('MH: There''s probably a problem with the modified harmonic mean estimator.')    
            end
        end  
    else
        check_coverage = 0;
        clear invSIGMA detSIGMA increase;
        disp('MH: Modified harmonic mean estimator, done!')
    end
end

oo_.MarginalDensity.ModifiedHarmonicMean = mean(marginal(:,2));