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Add possibility to plot posterior density to trace_plot.m

time-shift
Johannes Pfeifer 2015-05-04 10:49:24 +02:00
parent 85422a2f7d
commit 6d7cbe33c5
1 changed files with 23 additions and 9 deletions
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32
matlab/trace_plot.m
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@ -1,13 +1,14 @@
function trace_plot(options_,M_,estim_params_,type,blck,name1,name2) function trace_plot(options_,M_,estim_params_,type,blck,name1,name2)
% This function build trace plot for the metropolis hastings draws. % This function builds trace plot for the Metropolis-Hastings draws.
%
% %
% INPUTS % INPUTS
% %
% options_ [structure] Dynare structure. % options_ [structure] Dynare structure.
% M_ [structure] Dynare structure (related to model definition). % M_ [structure] Dynare structure (related to model definition).
% estim_params_ [structure] Dynare structure (related to estimation). % estim_params_ [structure] Dynare structure (related to estimation).
% type [string] 'DeepParameter', 'MeasurementError' (for measurement equation error) or 'StructuralShock' (for structural shock). % type [string] 'DeepParameter', 'MeasurementError' (for measurement equation error),
% 'StructuralShock' (for structural shock)
% or 'PosteriorDensity (for posterior density)'
% blck [integer] Number of the mh chain. % blck [integer] Number of the mh chain.
% name1 [string] Object name. % name1 [string] Object name.
% name2 [string] Object name. % name2 [string] Object name.
@ -17,7 +18,7 @@ function trace_plot(options_,M_,estim_params_,type,blck,name1,name2)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% Copyright (C) 2003-2013 Dynare Team % Copyright (C) 2003-2015 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -35,10 +36,15 @@ function trace_plot(options_,M_,estim_params_,type,blck,name1,name2)
% along with Dynare. If not, see <http://www.gnu.org/licenses/>. % along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Cet the column index: % Cet the column index:
if nargin<7 if strcmpi(type,'PosteriorDensity')
column = name2index(options_, M_, estim_params_, type, name1); column=0;
name1='';
else else
column = name2index(options_, M_, estim_params_, type, name1, name2); if nargin<7
column = name2index(options_, M_, estim_params_, type, name1);
else
column = name2index(options_, M_, estim_params_, type, name1, name2);
end
end end
if isempty(column) if isempty(column)
@ -75,6 +81,8 @@ elseif strcmpi(type,'MeasurementError')
else else
TYPE = 'the correlation between measurement errors '; TYPE = 'the correlation between measurement errors ';
end end
elseif strcmpi(type,'PosteriorDensity')
TYPE='the posterior density';
end end
if nargin<7 if nargin<7
@ -111,9 +119,15 @@ legend({'MCMC draw';[num2str(N) ' period moving average']},'Location','NorthWest
if ~exist(M_.fname, 'dir') if ~exist(M_.fname, 'dir')
mkdir('.',M_.fname); mkdir('.',M_.fname);
end end
if ~exist([M_.fname filesep 'graphs']) if ~exist([M_.fname filesep 'graphs'],'dir')
mkdir(M_.fname,'graphs'); mkdir(M_.fname,'graphs');
end end
plot_name=get_the_name(column,0,M_,estim_params_,options_);
%get name for plot
if strcmpi(type,'PosteriorDensity')
plot_name='Posterior';
else
plot_name=get_the_name(column,0,M_,estim_params_,options_);
end
dyn_saveas(hh,[M_.fname, filesep, 'graphs', filesep, 'TracePlot_' plot_name],options_) dyn_saveas(hh,[M_.fname, filesep, 'graphs', filesep, 'TracePlot_' plot_name],options_)