From 65a16fd293a8b91f0a6e0e38e07513b857023a39 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx,de>
Date: Sat, 12 Oct 2013 09:40:04 +0200
Subject: [PATCH] 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 typos
---
 doc/dynare.texi                | 7 +++++++
 matlab/PosteriorIRF.m          | 2 +-
 matlab/PosteriorIRF_core1.m    | 3 ++-
 matlab/PosteriorIRF_core2.m    | 8 +++++---
 matlab/global_initialization.m | 1 +
 matlab/stoch_simul.m           | 2 +-
 6 files changed, 17 insertions(+), 6 deletions(-)

diff --git a/doc/dynare.texi b/doc/dynare.texi
index 0382dcf78..d43c85f70 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -3312,6 +3312,10 @@ The exogenous variables for which to compute IRFs. Default: all.
 Requests the computation of normalized IRFs in percentage of the
 standard error of each shock.
 
+@item irf_plot_threshold = @var{DOUBLE}
+@anchor{irf_plot_threshold}
+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}.
+
 @item nocorr
 Don't print the correlation matrix (printing them is the default).
 
@@ -4829,6 +4833,9 @@ using a standard Kalman filter.
 @xref{irf_shocks}. Only used if @ref{bayesian_irf} is passed. Cannot be used
 with @ref{dsge_var}.
 
+@item irf_plot_threshold = @var{DOUBLE}
+@xref{irf_plot_threshold}. Only used if @ref{bayesian_irf} is passed.
+
 @item aim_solver
 @xref{aim_solver}.
 
diff --git a/matlab/PosteriorIRF.m b/matlab/PosteriorIRF.m
index 42e11640a..ffba1152d 100644
--- a/matlab/PosteriorIRF.m
+++ b/matlab/PosteriorIRF.m
@@ -404,7 +404,7 @@ if options_.TeX
         TEXNAMES = [];
         
         for j=1:nvar
-            if max(abs(MeanIRF(:,j,i))) > 10^(-6)  
+            if max(abs(MeanIRF(:,j,i))) > options_.impulse_responses.plot_threshold  
                 
                 name = deblank(varlist(j,:));
                 texname = deblank(varlist_TeX(j,:));
diff --git a/matlab/PosteriorIRF_core1.m b/matlab/PosteriorIRF_core1.m
index 20294afa2..bd0c19a91 100644
--- a/matlab/PosteriorIRF_core1.m
+++ b/matlab/PosteriorIRF_core1.m
@@ -1,6 +1,7 @@
 function myoutput=PosteriorIRF_core1(myinputs,fpar,B,whoiam, ThisMatlab)
+%   Generates and stores Posterior IRFs
 %   PARALLEL CONTEXT
-%   This function perfom in parallel a portion of  PosteriorIRF.m code.
+%   This function perfoms in parallel execution a portion of the PosteriorIRF.m code.
 %   This is a special kind of parallel function. Unlike of other parallel functions,
 %   that running in parallel a 'for' cycle, this function run in parallel a
 %   'while' loop! The parallelization of 'while' loop (when possible) is a more
diff --git a/matlab/PosteriorIRF_core2.m b/matlab/PosteriorIRF_core2.m
index 6a693a4a3..badef0e40 100644
--- a/matlab/PosteriorIRF_core2.m
+++ b/matlab/PosteriorIRF_core2.m
@@ -1,6 +1,8 @@
 function myoutput=PosteriorIRF_core2(myinputs,fpar,npar,whoiam, ThisMatlab)
+% Generates the Posterior IRFs plot from the IRFs generated in
+% PosteriorIRF_core1
 % PARALLEL CONTEXT
-% Perfome in parallel a portion of  PosteriorIRF.m code.
+% Perform in parallel execution a portion of the PosteriorIRF.m code.
 % See also the comment in random_walk_metropolis_hastings_core.m funtion.
 %
 % INPUTS 
@@ -17,7 +19,7 @@ function myoutput=PosteriorIRF_core2(myinputs,fpar,npar,whoiam, ThisMatlab)
 % SPECIAL REQUIREMENTS.
 %   None.
 %
-% Copyright (C) 2006-2012 Dynare Team
+% Copyright (C) 2006-2013 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -87,7 +89,7 @@ for i=fpar:npar,
     figunumber = 0;
     
     for j=1:nvar
-        if max(abs(MeanIRF(:,j,i))) > 10^(-6)
+        if max(abs(MeanIRF(:,j,i))) > options_.impulse_responses.plot_threshold
             subplotnum = subplotnum+1;
             if subplotnum == 1 && options_.relative_irf
                 hh = dyn_figure(options_,'Name',['Relative response to orthogonalized shock to ' tit(i,:)]);
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 36c86ef28..66e521712 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -140,6 +140,7 @@ end
 
 % IRFs & other stoch_simul output
 options_.irf = 40;
+options_.impulse_responses.plot_threshold=1e-10;
 options_.relative_irf = 0;
 options_.ar = 5;
 options_.hp_filter = 0;
diff --git a/matlab/stoch_simul.m b/matlab/stoch_simul.m
index 5c6a1e06f..5ba12516b 100644
--- a/matlab/stoch_simul.m
+++ b/matlab/stoch_simul.m
@@ -195,7 +195,7 @@ if options_.irf
                          y(i_var(j),:)');
                 eval(['oo_.irfs.' deblank(M_.endo_names(i_var(j),:)) '_' ...
                       deblank(M_.exo_names(i,:)) ' = y(i_var(j),:);']);
-                if max(y(i_var(j),:)) - min(y(i_var(j),:)) > 1e-10
+                if max(y(i_var(j),:)) - min(y(i_var(j),:)) > options_.impulse_responses.plot_threshold
                     irfs  = cat(1,irfs,y(i_var(j),:));
                     if isempty(mylist)
                         mylist = deblank(var_list(j,:));