stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Posterior IRFs: only plot HPDIs when sufficient draws were generated 

Otherwise a crash during plotting will happen
time-shift
Johannes Pfeifer 2016-10-30 18:31:11 +01:00
parent 0a2f3f0f10
commit 0c3065b39b
2 changed files with 18 additions and 9 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

3
matlab/PosteriorIRF.m
View File

@ -105,6 +105,9 @@ delete_stale_file([MhDirectoryName filesep M_.fname '_param_irf*.mat']);
if strcmpi(type,'posterior')
B = options_.sub_draws;
options_.B = B;
if round((1-options_.mh_conf_sig)*B)<2
fprintf('\nPosteriorIRF:: options_.mh_conf_sig times options_.sub_draws is too small to generate HPDIs. I am omitting them.\n')
end
elseif strcmpi(type,'gsa')
RootDirectoryName = CheckPath('gsa',M_.dname);
if options_.opt_gsa.pprior

24
matlab/PosteriorIRF_core2.m
View File

@ -111,9 +111,11 @@ for i=fpar:npar,
set(0,'CurrentFigure',hh)
subplot(nn,nn,subplotnum);
if ~MAX_nirfs_dsgevar
h1 = area(1:options_.irf,HPDIRF(:,2,j,i),'FaceColor',[.9 .9 .9],'BaseValue',min(HPDIRF(:,1,j,i))); %grey below HPDIsup and minimum of HPDIinf
hold on
h2 = area(1:options_.irf,HPDIRF(:,1,j,i),'FaceColor',[1 1 1],'BaseValue',min(HPDIRF(:,1,j,i))); %white below HPDIinf and minimum of HPDIinf
if ~isnan(min(HPDIRF(:,1,j,i)))
h1 = area(1:options_.irf,HPDIRF(:,2,j,i),'FaceColor',[.9 .9 .9],'BaseValue',min(HPDIRF(:,1,j,i))); %grey below HPDIsup and minimum of HPDIinf
hold on
h2 = area(1:options_.irf,HPDIRF(:,1,j,i),'FaceColor',[1 1 1],'BaseValue',min(HPDIRF(:,1,j,i))); %white below HPDIinf and minimum of HPDIinf
end
plot(1:options_.irf,MeanIRF(:,j,i),'-k','linewidth',3)
% plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
box on
@ -122,14 +124,18 @@ for i=fpar:npar,
remove_fractional_xticks;
hold off
else
h1 = area(1:options_.irf,HPDIRF(:,2,j,i),'FaceColor',[.9 .9 .9],'BaseValue',min([min(HPDIRF(:,1,j,i)),min(HPDIRFdsgevar(:,1,j,i))])); %grey below HPDIsup and minimum of HPDIinf and HPDIRFdsgevar
hold on
h2 = area(1:options_.irf,HPDIRF(:,1,j,i),'FaceColor',[1 1 1],'BaseValue',min([min(HPDIRF(:,1,j,i)),min(HPDIRFdsgevar(:,1,j,i))])); %white below HPDIinf and minimum of HPDIinf and HPDIRFdsgevar
if ~isnan(min([min(HPDIRF(:,1,j,i)),min(HPDIRFdsgevar(:,1,j,i))]))
h1 = area(1:options_.irf,HPDIRF(:,2,j,i),'FaceColor',[.9 .9 .9],'BaseValue',min([min(HPDIRF(:,1,j,i)),min(HPDIRFdsgevar(:,1,j,i))])); %grey below HPDIsup and minimum of HPDIinf and HPDIRFdsgevar
hold on
h2 = area(1:options_.irf,HPDIRF(:,1,j,i),'FaceColor',[1 1 1],'BaseValue',min([min(HPDIRF(:,1,j,i)),min(HPDIRFdsgevar(:,1,j,i))])); %white below HPDIinf and minimum of HPDIinf and HPDIRFdsgevar
end
plot(1:options_.irf,MeanIRF(:,j,i),'-k','linewidth',3)
plot(1:options_.irf,MeanIRFdsgevar(:,j,i),'--k','linewidth',2)
plot(1:options_.irf,HPDIRFdsgevar(:,1,j,i),'--k','linewidth',1)
plot(1:options_.irf,HPDIRFdsgevar(:,2,j,i),'--k','linewidth',1)
% plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
if ~isnan(min(HPDIRF(:,1,j,i)))
plot(1:options_.irf,HPDIRFdsgevar(:,1,j,i),'--k','linewidth',1)
plot(1:options_.irf,HPDIRFdsgevar(:,2,j,i),'--k','linewidth',1)
end
% plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
box on
axis tight
xlim([1 options_.irf]);