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MS-SBVAR: clean up plot_ms_*.m

time-shift
Houtan Bastani 2011-10-21 17:07:47 +02:00
parent 4e41ad7285
commit 11c63e5050
3 changed files with 36 additions and 61 deletions
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34
matlab/ms-sbvar/plot_ms_forecast.m
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@ -7,10 +7,10 @@ function plot_ms_forecast(M_,options_,forecast,title_,save_graph_formats,TeX)
% forecast should be in the form (percentile x horizon x nvar ), if banded otherwise
% ( horizon x nvar )
%
% title: optional super title
% title: title
%
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%
@ -26,15 +26,12 @@ function plot_ms_forecast(M_,options_,forecast,title_,save_graph_formats,TeX)
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
nc = 2;
nr = 2;
nvars = M_.endo_nbr;
endo_names = M_.endo_names;
var_list = endo_names(1:M_.orig_endo_nbr,:);
i_var = [];
names = {};
tex_names = {};
m = 1;
@ -49,16 +46,9 @@ function plot_ms_forecast(M_,options_,forecast,title_,save_graph_formats,TeX)
tex_names{m} = tex_name;
m = m + 1;
end
i_var = [i_var; tmp];
end
nvar = length(i_var);
dims = size(forecast);
if nargin < 3
title_ = '';
end
if (length(dims) == 2)
% Point Forecast (horizon x nvars )
horizon = dims(1);
@ -66,7 +56,7 @@ function plot_ms_forecast(M_,options_,forecast,title_,save_graph_formats,TeX)
elseif (length(dims) == 3)
% Banded Forecast
horizon = dims(2);
num_percentiles = dims(1);
num_percentiles = dims(1);
else
error('The impulse response matrix passed to be plotted does not appear to be the correct size');
end
@ -86,16 +76,16 @@ end
function plot_point_forecast(forecast,nvars,nr,nc,endo_names,title_,save_graph_formats,TeX,names,tex_names,dirname)
if nvars > nr*nc
graph_name = 'MS-Forecast (1)';
fig = figure('Name','Forecast (I)');
fig = figure('Name','Forecast (I)');
else
graph_name = 'MS-Forecast';
fig = figure('Name','Forecast');
end
fig = figure('Name','Forecast');
end
m = 1;
n_fig = 1;
for j=1:nvars
if m > nr*nc
graph_name = ['MS-Forecast (' int2str(n_fig) ')']
graph_name = ['MS-Forecast (' int2str(n_fig) ')'];
dyn_save_graph(dirname,['MS-forecast-' int2str(n_fig)],...
save_graph_formats,TeX,names,tex_names,graph_name);
n_fig =n_fig+1;
@ -118,11 +108,11 @@ end
function plot_banded_forecast(forecast,nvars,nr,nc,endo_names,num_percentiles,title_,save_graph_formats,TeX,names,tex_names,dirname)
if nvars > nr*nc
graph_name = 'MS-Forecast (1)';
fig = figure('Name','Forecast (I)');
fig = figure('Name','Forecast (I)');
else
graph_name = 'MS-Forecast';
fig = figure('Name','Forecast');
end
fig = figure('Name','Forecast');
end
m = 1;
n_fig = 1;
for j=1:nvars

24
matlab/ms-sbvar/plot_ms_irf.m
View File

@ -8,8 +8,8 @@ function plot_ms_irf(M_, options_, irf, title_, varlist)
% ( horizon x (nvar x nvar) )
% title: optional super title
%
% The element in position (k,i+j*nvars) of ir is the response of the ith
% variable to the jth shock at horizon k. Horizon 0 is the contemporaneous
% The element in position (k,i+j*nvars) of ir is the response of the ith
% variable to the jth shock at horizon k. Horizon 0 is the contemporaneous
% response.
% Copyright (C) 2011-2012 Dynare Team
@ -32,17 +32,14 @@ function plot_ms_irf(M_, options_, irf, title_, varlist)
if nargin < 4
title_ = '';
end
nc = 2;
nr = 2;
nvars = M_.endo_nbr;
endo_names = M_.endo_names;
if isempty(varlist)
var_list = endo_names(1:M_.orig_endo_nbr,:);
end
i_var = [];
names = {};
tex_names = {};
m = 1;
@ -51,7 +48,6 @@ function plot_ms_irf(M_, options_, irf, title_, varlist)
if isempty(tmp)
error([var_list(i,:) ' isn''t and endogenous variable'])
end
i_var = [i_var; tmp];
tex_name = deblank(M_.endo_names_tex(tmp,:));
if ~isempty(tex_name)
names{m} = deblank(var_list(i,:));
@ -68,11 +64,8 @@ function plot_ms_irf(M_, options_, irf, title_, varlist)
m = m + 1;
end
end
nvar = length(i_var);
dims = size(irf);
if (length(dims) == 2)
% Point IRF (horizon x (nvarsxnvars) )
horizon = dims(1);
@ -84,11 +77,11 @@ function plot_ms_irf(M_, options_, irf, title_, varlist)
else
error('The impulse response matrix passed to be plotted does not appear to be the correct size');
end
if size(endo_names,1) ~= nvars
error('The names passed are not the same length as the number of variables')
end
if num_percentiles == 1
% loop through the shocks
for s=1:nvars
@ -111,7 +104,6 @@ function plot_ms_irf(M_, options_, irf, title_, varlist)
title_, [options_.ms.output_file_tag filesep 'Output' filesep 'IRF'], options_, names, tex_names);
end
end
end
function [fig] = plot_point_irf_for_shock(irf,nvars,endo_names,shock_name,title_,dirname,options_,names,tex_names)
@ -142,5 +134,3 @@ function [fig] = plot_banded_irf_for_shock(irf,nvars, endo_names, shock_name,tit
dyn_save_graph(dirname,[title_ ' ' shock_name],options_.graph_save_formats, ...
options_.TeX,names,tex_names,[title_ ' ' shock_name]);
end

39
matlab/ms-sbvar/plot_ms_variance_decomposition.m
View File

@ -17,7 +17,7 @@ function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_for
% Example:
% plot_historic_decomposition(shocks,'VD','shock_names',shock_names,'series_names',series_names)
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%
@ -48,11 +48,13 @@ function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_for
m = m + 1;
end
end
dims = size(vd);
if length(dims) == 3
[T,K,J] = dims;
shocks = vd;
T = dims(1);
K = dims(2);
J = dims(3);
shocks = vd;
else
T = dims(1);
K = nvars;
@ -65,30 +67,25 @@ function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_for
end
shocks = temp_vd;
end
for i=1:nvars
shock_names{i} = endo_names(i,:);
series_names{i} = endo_names(i,:);
end
if nargin < 2
title_ = '';
end
x = [1:T]; plot_dates = 0;
x = [1:T];
plot_dates = 0;
data = 0;
steady = 0;
colors = [ .1 .1 .75
.8 0 0
1 .7 .25
1 1 0
.5 1 .5
1 1 0
.5 1 .5
.7 .7 .1
.5 .6 .2
.1 .5 .1];
% overide the defaults with optional inputs
for i=1:length(varargin)
if strcmpi(varargin{i},'data')
@ -105,11 +102,10 @@ function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_for
colors = varargin{i+1};
end
end
% add an extra period to the time series
x(T+1) = x(T) + (x(T) - x(T-1));
figure('Name',title_)
for k=1:K
% Go through each series
@ -144,13 +140,13 @@ function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_for
plot(x(2:end)',steady(:,k), '--k','LineWidth',2.25);
end
if k==K
if exist('OCTAVE_VERSION')
if exist('OCTAVE_VERSION')
legend(shock_names,'Location','SouthOutside');
else
legend(shock_names,'Location','BestOutside','Orientation','horizontal');
else
legend(shock_names,'Location','BestOutside','Orientation','horizontal');
end
end
hold off
if plot_dates
datetick 'x';
@ -159,7 +155,6 @@ function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_for
ylim([0 , 1])
grid on
title(series_names{k});
%suptitle(title_);
end
dyn_save_graph([options_.ms.output_file_tag filesep 'Output' ...
filesep 'Variance_Decomposition'], 'MS-Variance-Decomposition', ...