Allow users to determine the threshold below which IRFs are suppressed.
- Prepares moving future IRF options to a substructure - Adds new option for determining threshold - Harmonizes threshold values across estimation and stoch_simul - Fixes some header typostime-shift
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@ -3312,6 +3312,10 @@ The exogenous variables for which to compute IRFs. Default: all.
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Requests the computation of normalized IRFs in percentage of the
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standard error of each shock.
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@item irf_plot_threshold = @var{DOUBLE}
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@anchor{irf_plot_threshold}
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Threshold size for plotting IRFs. All IRFs for a particular variable with a maximum absolute deviation from the steady state smaller than this value are not displayed. Default: @code{1e-10}.
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@item nocorr
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Don't print the correlation matrix (printing them is the default).
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@ -4829,6 +4833,9 @@ using a standard Kalman filter.
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@xref{irf_shocks}. Only used if @ref{bayesian_irf} is passed. Cannot be used
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with @ref{dsge_var}.
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@item irf_plot_threshold = @var{DOUBLE}
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@xref{irf_plot_threshold}. Only used if @ref{bayesian_irf} is passed.
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@item aim_solver
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@xref{aim_solver}.
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@ -404,7 +404,7 @@ if options_.TeX
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TEXNAMES = [];
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for j=1:nvar
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if max(abs(MeanIRF(:,j,i))) > 10^(-6)
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if max(abs(MeanIRF(:,j,i))) > options_.impulse_responses.plot_threshold
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name = deblank(varlist(j,:));
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texname = deblank(varlist_TeX(j,:));
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@ -1,6 +1,7 @@
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function myoutput=PosteriorIRF_core1(myinputs,fpar,B,whoiam, ThisMatlab)
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% Generates and stores Posterior IRFs
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% PARALLEL CONTEXT
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% This function perfom in parallel a portion of PosteriorIRF.m code.
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% This function perfoms in parallel execution a portion of the PosteriorIRF.m code.
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% This is a special kind of parallel function. Unlike of other parallel functions,
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% that running in parallel a 'for' cycle, this function run in parallel a
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% 'while' loop! The parallelization of 'while' loop (when possible) is a more
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@ -1,6 +1,8 @@
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function myoutput=PosteriorIRF_core2(myinputs,fpar,npar,whoiam, ThisMatlab)
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% Generates the Posterior IRFs plot from the IRFs generated in
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% PosteriorIRF_core1
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% PARALLEL CONTEXT
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% Perfome in parallel a portion of PosteriorIRF.m code.
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% Perform in parallel execution a portion of the PosteriorIRF.m code.
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% See also the comment in random_walk_metropolis_hastings_core.m funtion.
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%
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% INPUTS
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@ -17,7 +19,7 @@ function myoutput=PosteriorIRF_core2(myinputs,fpar,npar,whoiam, ThisMatlab)
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% SPECIAL REQUIREMENTS.
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% None.
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%
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% Copyright (C) 2006-2012 Dynare Team
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% Copyright (C) 2006-2013 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -87,7 +89,7 @@ for i=fpar:npar,
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figunumber = 0;
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for j=1:nvar
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if max(abs(MeanIRF(:,j,i))) > 10^(-6)
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if max(abs(MeanIRF(:,j,i))) > options_.impulse_responses.plot_threshold
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subplotnum = subplotnum+1;
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if subplotnum == 1 && options_.relative_irf
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hh = dyn_figure(options_,'Name',['Relative response to orthogonalized shock to ' tit(i,:)]);
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@ -140,6 +140,7 @@ end
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% IRFs & other stoch_simul output
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options_.irf = 40;
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options_.impulse_responses.plot_threshold=1e-10;
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options_.relative_irf = 0;
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options_.ar = 5;
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options_.hp_filter = 0;
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@ -195,7 +195,7 @@ if options_.irf
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y(i_var(j),:)');
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eval(['oo_.irfs.' deblank(M_.endo_names(i_var(j),:)) '_' ...
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deblank(M_.exo_names(i,:)) ' = y(i_var(j),:);']);
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if max(y(i_var(j),:)) - min(y(i_var(j),:)) > 1e-10
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if max(y(i_var(j),:)) - min(y(i_var(j),:)) > options_.impulse_responses.plot_threshold
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irfs = cat(1,irfs,y(i_var(j),:));
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if isempty(mylist)
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mylist = deblank(var_list(j,:));
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