From 4f09fc89f02ab43184bb1d79a90bb8bfa4a23642 Mon Sep 17 00:00:00 2001
From: michel <michel@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Fri, 17 Jul 2009 05:38:19 +0000
Subject: [PATCH] v4: update of shock decomposition code

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2847 ac1d8469-bf42-47a9-8791-bf33cf982152
---
 matlab/graph_decomp.m        | 17 ++++++++++-------
 matlab/shock_decomposition.m | 15 +++++++++++----
 2 files changed, 21 insertions(+), 11 deletions(-)

diff --git a/matlab/graph_decomp.m b/matlab/graph_decomp.m
index 27b1226c9..4e4fa4707 100644
--- a/matlab/graph_decomp.m
+++ b/matlab/graph_decomp.m
@@ -1,4 +1,4 @@
-function []=graph_decomp(z,varlist,initial_period,freq)
+function []=graph_decomp(z,shock_names,varlist,initial_date)
 %function []=graph_decomp(z,varlist,initial_period,freq)
 
 % Copyright (C) 2009 Dynare Team
@@ -19,13 +19,16 @@ function []=graph_decomp(z,varlist,initial_period,freq)
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
     global M_ 
-    exo_nbr = M_.exo_nbr;
+    % number of components equals number of shocks + 1 (initial conditions)
+    comp_nbr = size(z,2)-1;
 
     gend = size(z,3);
+    freq = initial_date.freq;
+    initial_period = initial_date.period + initial_date.sub_period/freq;
     x = initial_period-1/freq:(1/freq):initial_period+(gend-1)/freq;
     
     [i_var,nvar] = varlist_indices(varlist);
-    for j=1:nvar;
+    for j=1:nvar
         z1 = squeeze(z(i_var(j),:,:));
         xmin = x(1);
         xmax = x(end);
@@ -45,7 +48,7 @@ function []=graph_decomp(z,varlist,initial_period,freq)
             i_1 = i-1;
             yp = 0;
             ym = 0;
-            for k = 1:exo_nbr+1 
+            for k = 1:comp_nbr 
                 zz = z1(k,i);
                 if zz > 0
                     fill([x(i) x(i) x(i+1) x(i+1)],[yp yp+zz yp+zz yp],k);
@@ -65,10 +68,10 @@ function []=graph_decomp(z,varlist,initial_period,freq)
         axis off;
         hold on;
         y1 = 0;
-        height = 1/(exo_nbr+1);
-        labels = strvcat(M_.exo_names,'Initial values');
+        height = 1/comp_nbr;
+        labels = strvcat(shock_names,'Initial values');
         
-        for j=1:exo_nbr+1
+        for j=1:comp_nbr
             fill([0 0 0.2 0.2],[y1 y1+0.7*height y1+0.7*height y1],j);
             hold on
             text(0.3,y1+0.3*height,labels(j,:),'Interpreter','none');
diff --git a/matlab/shock_decomposition.m b/matlab/shock_decomposition.m
index 9f11ad726..b62931cc2 100644
--- a/matlab/shock_decomposition.m
+++ b/matlab/shock_decomposition.m
@@ -1,4 +1,4 @@
-function z = shock_decomposition(M_,oo_,varlist)
+function oo_ = shock_decomposition(M_,oo_,options_,varlist)
 % function z = shock_decomposition(R,epsilon,varlist)
 % Computes shocks contribution to a simulated trajectory
 %
@@ -33,7 +33,7 @@ function z = shock_decomposition(M_,oo_,varlist)
 % number of variables
     endo_nbr = M_.endo_nbr;
 
-% number of shocks
+    % number of shocks
     nshocks = M_.exo_nbr;
 
     % indices of endogenous variables
@@ -64,6 +64,7 @@ function z = shock_decomposition(M_,oo_,varlist)
 
     maximum_lag = M_.maximum_lag;
     lead_lag_incidence = M_.lead_lag_incidence;
+    
     for i=1:gend
         if i > 1 & i <= maximum_lag+1
             lags = min(i-1,maximum_lag):-1:1;
@@ -79,9 +80,15 @@ function z = shock_decomposition(M_,oo_,varlist)
             lags = lags+1;
         end
 
-        z(:,1:nshocks,i) = z(:,1:nshocks,i) + B(inv_order_var,:).*repmat(epsilon(:,i)',nvar,1);
+        z(:,1:nshocks,i) = z(:,1:nshocks,i) + B(inv_order_var,:).*repmat(epsilon(:,i)',endo_nbr,1);
         z(:,nshocks+1,i) = z(:,nshocks+2,i) - sum(z(:,1:nshocks,i),2);
     end
     
     
-    
\ No newline at end of file
+    oo_.shock_decomposition = z;
+    
+    options_.initial_date.freq = 1;
+    options_.initial_date.period = 1;
+    options_.initial_date.sub_period = 0;
+    
+    graph_decomp(z,M_.exo_names,varlist,options_.initial_date)
\ No newline at end of file