1) stock parameters for sensitivity analysis purposes;
2) corrected bugs in saving figures (fignumber in figure names; and check for subplotnum>0) git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@730 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
ratto
parent
f873b4e28f
commit
72ea3ac220
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@ -18,6 +18,7 @@ else
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MhDirectoryName = CheckPath('prior');
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end
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MAX_nirfs = ceil(options_.MaxNumberOfBytes/(options_.irf*length(oo_.steady_state)*M_.exo_nbr)/8)+50;
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MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8);
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if strcmpi(type,'posterior')
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load([ MhDirectoryName '/' M_.fname '_mh_history'])
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@ -27,16 +28,23 @@ else% type = 'prior'
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NumberOfDraws = 500;
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end
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B = min([round(.5*NumberOfDraws),500]); options_.B = B;
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try delete([MhDirectoryName '/' M_.fname '_IRFs*']);
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try delete([MhDirectoryName '\' M_.fname '_IRFs*']);
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catch disp('No _IRFs files to be deleted!')
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end
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irun = 0;
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irun2 = 0;
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NumberOfIRFfiles = 1;
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ifil2 = 1;
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if strcmpi(type,'posterior')
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h = waitbar(0,'Bayesian (posterior) IRFs...');
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else
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h = waitbar(0,'Bayesian (prior) IRFs...');
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end
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if B <= MAX_nruns
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stock_param = zeros(B, npar);
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else
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stock_param = zeros(MAX_nruns, npar);
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end
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if B >= MAX_nirfs
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stock_irf = zeros(options_.irf,M_.endo_nbr,M_.exo_nbr,MAX_nirfs);
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else
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@ -44,7 +52,9 @@ else
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end
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for b=1:B
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irun = irun+1;
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irun2 = irun2+1;
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deep = GetOneDraw(type);
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stock_param(irun2,:) = deep;
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set_parameters(deep);
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dr = resol(oo_.steady_state,0);
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SS(M_.exo_names_orig_ord,M_.exo_names_orig_ord) = M_.Sigma_e+1e-14*eye(M_.exo_nbr);
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@ -53,12 +63,12 @@ for b=1:B
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if SS(i,i) > 1e-13
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y=irf(dr,SS(M_.exo_names_orig_ord,i), options_.irf, options_.drop,options_.replic,options_.order);
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if options_.relative_irf
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y = 100*y/cs(i,i);
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y = 100*y/cs(i,i);
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end
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for j = 1:M_.endo_nbr
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if max(y(j,:)) - min(y(j,:)) > 1e-10
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stock_irf(:,j,i,irun) = transpose(y(j,:));
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end
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if max(y(j,:)) - min(y(j,:)) > 1e-10
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stock_irf(:,j,i,irun) = transpose(y(j,:));
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end
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end
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end
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end
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@ -70,9 +80,19 @@ for b=1:B
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NumberOfIRFfiles = NumberOfIRFfiles+1;
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irun = 0;
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end
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if irun2 > MAX_nruns | b == B
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if b == B
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stock_param = stock_param(1:irun2,:);
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end
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stock = stock_param;
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save([MhDirectoryName '/' M_.fname '_param_irf' int2str(ifil2)],'stock');
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ifil2 = ifil2 + 1;
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irun2 = 1;
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end
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waitbar(b/B,h);
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end
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NumberOfIRFfiles = NumberOfIRFfiles-1;
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ifil2 = ifil2-1;
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close(h);
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ReshapeMatFiles('irf')
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@ -115,7 +135,7 @@ for file = 1:NumberOfIRFfiles
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for k = 1:size(STOCK_IRF,1)
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kk = k+kdx;
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[MeanIRF(kk,j,i),MedianIRF(kk,j,i),VarIRF(kk,j,i),HPDIRF(kk,:,j,i),DistribIRF(kk,:,j,i)] = ...
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posterior_moments(squeeze(STOCK_IRF(k,SelecVariables(j),i,:)),0);
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posterior_moments(squeeze(STOCK_IRF(k,SelecVariables(j),i,:)),0);
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end
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end
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end
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@ -145,13 +165,13 @@ if options_.TeX
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titTeX(M_.exo_names_orig_ord,:) = M_.exo_names_tex;
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end
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%%
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figunumber = 0;
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subplotnum = 0;
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for i=1:M_.exo_nbr
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NAMES = [];
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if options_.TeX
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TEXNAMES = [];
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end
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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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subplotnum = subplotnum+1;
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@ -173,7 +193,7 @@ for i=1:M_.exo_nbr
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plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
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hold on
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for k = 1:9
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plot(1:options_.irf,DistribIRF(:,k,j,i),'-g','linewidth',0.5)
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plot(1:options_.irf,DistribIRF(:,k,j,i),'-g','linewidth',0.5)
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end
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plot(1:options_.irf,MeanIRF(:,j,i),'-k','linewidth',1)
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xlim([1 options_.irf]);
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@ -181,34 +201,36 @@ for i=1:M_.exo_nbr
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name = deblank(varlist(j,:));
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NAMES = strvcat(NAMES,name);
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if options_.TeX
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texname = deblank(varlist_TeX(j,:));
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TEXNAMES = strvcat(TEXNAMES,['$' texname '$']);
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texname = deblank(varlist_TeX(j,:));
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TEXNAMES = strvcat(TEXNAMES,['$' texname '$']);
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end
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title(name,'Interpreter','none')
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end
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if subplotnum == MaxNumberOfPlotPerFigure | j == nvar
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eval(['print -depsc2 ' DirectoryName '/' M_.fname '_Bayesian_IRF_' deblank(tit(i,:))]);
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eval(['print -dpdf ' DirectoryName '/' M_.fname '_Bayesian_IRF_' deblank(tit(i,:))]);
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saveas(hh,[DirectoryName '/' M_.fname '_Bayesian_IRF_' deblank(tit(i,:)) '.fig']);
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if subplotnum == MaxNumberOfPlotPerFigure | (j == nvar & subplotnum>0)
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figunumber = figunumber+1;
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set(hh,'visible','on')
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eval(['print -depsc2 ' DirectoryName '/' M_.fname '_Bayesian_IRF_' deblank(tit(i,:)) '_' int2str(figunumber)]);
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eval(['print -dpdf ' DirectoryName '/' M_.fname '_Bayesian_IRF_' deblank(tit(i,:)) '_' int2str(figunumber)]);
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saveas(hh,[DirectoryName '/' M_.fname '_Bayesian_IRF_' deblank(tit(i,:)) '_' int2str(figunumber) '.fig']);
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set(hh,'visible','off')
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if options_.nograph, close(hh), end
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if options_.TeX
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for jj = 1:size(TEXNAMES,1)
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fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{%s}\n'],deblank(NAMES(jj,:)),deblank(TEXNAMES(jj,:)));
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end
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_Bayesian_IRF_%s}\n',M_.fname,deblank(tit(i,:)));
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if options_.relative_irf
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fprintf(fidTeX,['\\caption{Bayesian relative IRF.}']);
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else
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fprintf(fidTeX,'\\caption{Bayesian IRF.}');
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end
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fprintf(fidTeX,'\\label{Fig:BayesianIRF:%s}\n',deblank(tit(i,:)));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for jj = 1:size(TEXNAMES,1)
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fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{%s}\n'],deblank(NAMES(jj,:)),deblank(TEXNAMES(jj,:)));
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end
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_Bayesian_IRF_%s}\n',M_.fname,deblank(tit(i,:)));
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if options_.relative_irf
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fprintf(fidTeX,['\\caption{Bayesian relative IRF.}']);
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else
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fprintf(fidTeX,'\\caption{Bayesian IRF.}');
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end
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fprintf(fidTeX,'\\label{Fig:BayesianIRF:%s}\n',deblank(tit(i,:)));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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subplotnum = 0;
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figunumber = figunumber+1;
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end
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end% loop over selected endo_var
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end% loop over exo_var
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@ -217,4 +239,4 @@ if options_.TeX
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fprintf(fidTeX,'%% End of TeX file.\n');
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fclose(fidTeX);
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end
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fprintf('MH: Posterior IRFs, done!\n');
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fprintf('MH: Posterior IRFs, done!\n');
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