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dynare_estimation_1.m: move display and storing of classical smoother to separate function

kalman-mex
Johannes Pfeifer 2023-09-20 11:31:06 +02:00
parent 6417520c09
commit 782a2e8d69
2 changed files with 261 additions and 233 deletions
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242
matlab/dynare_estimation_1.m
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@ -93,6 +93,7 @@ if options_.order > 1
end
end
%% set objective function
if ~options_.dsge_var
if options_.particle.status
objective_function = str2func('non_linear_dsge_likelihood');
@ -133,16 +134,12 @@ if estim_params_.ncx || any(nnz(tril(M_.Correlation_matrix,-1))) || isfield(esti
end
data = dataset_.data;
rawdata = dataset_info.rawdata;
data_index = dataset_info.missing.aindex;
missing_value = dataset_info.missing.state;
% Set number of observations
gend = dataset_.nobs;
% Set the number of observed variables.
n_varobs = length(options_.varobs);
% Get the number of parameters to be estimated.
nvx = estim_params_.nvx; % Variance of the structural innovations (number of parameters).
nvn = estim_params_.nvn; % Variance of the measurement innovations (number of parameters).
@ -151,13 +148,10 @@ ncn = estim_params_.ncn; % Covariance of the measurement innovations (number of
np = estim_params_.np ; % Number of deep parameters.
nx = nvx+nvn+ncx+ncn+np; % Total number of parameters to be estimated.
dr = oo_.dr;
if ~isempty(estim_params_)
M_ = set_all_parameters(xparam1,estim_params_,M_);
end
%% perform initial estimation checks;
try
oo_ = initial_estimation_checks(objective_function,xparam1,dataset_,dataset_info,M_,estim_params_,options_,bayestopt_,bounds,oo_);
@ -175,6 +169,7 @@ catch % if check fails, provide info on using calibration if present
rethrow(e);
end
%% Run smoother if no estimation or mode-finding are requested
if isequal(options_.mode_compute,0) && isempty(options_.mode_file) && ~options_.mh_posterior_mode_estimation
if options_.order==1 && ~options_.particle.status
if options_.smoother
@ -229,7 +224,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
for optim_iter = 1:length(optimizer_vec)
current_optimizer = optimizer_vec{optim_iter};
[xparam1, fval, exitflag, hh, options_, Scale, new_rat_hess_info] = dynare_minimize_objective(objective_function,xparam1,current_optimizer,options_,[bounds.lb bounds.ub],bayestopt_.name,bayestopt_,hh,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_);
[xparam1, fval, ~, hh, options_, Scale, new_rat_hess_info] = dynare_minimize_objective(objective_function,xparam1,current_optimizer,options_,[bounds.lb bounds.ub],bayestopt_.name,bayestopt_,hh,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_);
fprintf('\nFinal value of minus the log posterior (or likelihood):%f \n', fval);
if isnumeric(current_optimizer)
@ -306,6 +301,7 @@ if ~options_.mh_posterior_mode_estimation && options_.cova_compute
check_hessian_at_the_mode(hh, xparam1, M_, estim_params_, options_, bounds);
end
%% create mode_check_plots
if options_.mode_check.status && ~options_.mh_posterior_mode_estimation
ana_deriv_old = options_.analytic_derivation;
options_.analytic_derivation = 0;
@ -440,7 +436,7 @@ if (any(bayestopt_.pshape >0 ) && options_.mh_replic) || ...
end
%% Estimation of the marginal density from the Mh draws:
if options_.mh_replic || (options_.load_mh_file && ~options_.load_results_after_load_mh)
[marginal,oo_] = marginal_density(M_, options_, estim_params_, oo_, bayestopt_);
[~,oo_] = marginal_density(M_, options_, estim_params_, oo_, bayestopt_);
% Store posterior statistics by parameter name
oo_ = GetPosteriorParametersStatistics(estim_params_, M_, options_, bayestopt_, oo_, prior_dist_names);
if ~options_.nograph
@ -519,6 +515,8 @@ if (any(bayestopt_.pshape >0 ) && options_.mh_replic) || ...
xparam1 = get_posterior_parameters('mean',M_,estim_params_,oo_,options_);
M_ = set_all_parameters(xparam1,estim_params_,M_);
end
else
M_ = set_all_parameters(xparam1,estim_params_,M_); %set to posterior mode
end
if options_.particle.status
@ -527,238 +525,16 @@ if options_.particle.status
return
end
%Run and store classical smoother if needed
if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file)) ...
|| ~options_.smoother ) && ~options_.partial_information % to be fixed
%% ML estimation, or posterior mode without Metropolis-Hastings or Metropolis without Bayesian smoothed variables
if options_.occbin.smoother.status && options_.occbin.smoother.inversion_filter
[~, info, ~, ~, ~, ~, ~, ~, ~, ~, oo_, atT, innov] = occbin.IVF_posterior(xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,prior_bounds(bayestopt_,options_.prior_trunc),oo_);
if ismember(info(1),[303,304,306])
fprintf('\nIVF: smoother did not succeed. No results will be written to oo_.\n')
else
updated_variables = atT*nan;
measurement_error=[];
ys = oo_.dr.ys;
trend_coeff = zeros(length(options_.varobs_id),1);
bayestopt_.mf = bayestopt_.smoother_var_list(bayestopt_.smoother_mf);
options_nk=options_.nk;
options_.nk=[]; %unset options_.nk and reset it later
[oo_, yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff);
options_.nk=options_nk;
end
else
if options_.occbin.smoother.status
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp,Trend,state_uncertainty,M_,oo_,bayestopt_] = occbin.DSGE_smoother(xparam1,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state,M_,oo_,options_,bayestopt_,estim_params_,dataset_,dataset_info);
if oo_.occbin.smoother.error_flag(1)==0
[oo_,yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
else
fprintf('\nOccbin: smoother did not succeed. No results will be written to oo_.\n')
end
else
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp,Trend,state_uncertainty,M_,oo_,bayestopt_] = DsgeSmoother(xparam1,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state,M_,oo_,options_,bayestopt_,estim_params_);
[oo_,yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
end
[oo_,yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
end
if ~options_.nograph
[nbplt,nr,nc,lr,lc,nstar] = pltorg(M_.exo_nbr);
if ~exist([M_.dname '/graphs'],'dir')
mkdir(M_.dname,'graphs');
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_SmoothedShocks.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Smoothed shocks');
NAMES = [];
if options_.TeX, TeXNAMES = []; end
nstar0=min(nstar,M_.exo_nbr-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='-ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='-k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
plot([1 gend],[0 0],marker_string{1,1},'linewidth',.5)
hold on
plot(1:gend,innov(k,:),marker_string{2,1},'linewidth',1)
hold off
name = M_.exo_names{k};
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if gend>1
xlim([1 gend])
end
if options_.TeX
title(['$' M_.exo_names_tex{k} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_SmoothedShocks' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedShocks%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Smoothed shocks.}');
fprintf(fidTeX,'\\label{Fig:SmoothedShocks:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
if nvn
number_of_plots_to_draw = 0;
index = [];
for obs_iter=1:n_varobs
if max(abs(measurement_error(obs_iter,:))) > options_.ME_plot_tol;
number_of_plots_to_draw = number_of_plots_to_draw + 1;
index = cat(1,index,obs_iter);
end
end
if ~options_.nograph
[nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_SmoothedObservationErrors.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Smoothed observation errors');
nstar0=min(nstar,number_of_plots_to_draw-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='-ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='-k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
plot([1 gend],[0 0],marker_string{1,1},'linewidth',.5)
hold on
plot(1:gend,measurement_error(index(k),:),marker_string{2,1},'linewidth',1)
hold off
name = options_.varobs{index(k)};
if gend>1
xlim([1 gend])
end
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if options_.TeX
idx = strmatch(options_.varobs{index(k)}, M_.endo_names, 'exact');
title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_SmoothedObservationErrors' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedObservationErrors%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Smoothed observation errors.}');
fprintf(fidTeX,'\\label{Fig:SmoothedObservationErrors:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
end
%%
%% Historical and smoothed variabes
%%
if ~options_.nograph
[nbplt,nr,nc,lr,lc,nstar] = pltorg(n_varobs);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Historical and smoothed variables');
NAMES = [];
nstar0=min(nstar,n_varobs-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='--ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='--k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
plot(1:gend,yf(k,:),marker_string{1,1},'linewidth',1)
hold on
plot(1:gend,rawdata(:,k),marker_string{2,1},'linewidth',1)
hold off
name = options_.varobs{k};
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if gend>1
xlim([1 gend])
end
if options_.TeX
idx = strmatch(options_.varobs{k}, M_.endo_names,'exact');
title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_HistoricalAndSmoothedVariables%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Historical and smoothed variables.}');
fprintf(fidTeX,'\\label{Fig:HistoricalAndSmoothedVariables:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
oo_=save_display_classical_smoother_results(xparam1,M_,oo_,options_,bayestopt_,dataset_,dataset_info,estim_params_);
end
if options_.forecast > 0 && options_.mh_replic == 0 && ~options_.load_mh_file
oo_.forecast = dyn_forecast(var_list_,M_,options_,oo_,'smoother',dataset_info);
end
if np > 0
pindx = estim_params_.param_vals(:,1);
save([M_.dname filesep 'Output' filesep M_.fname '_pindx.mat'] ,'pindx');
end
%reset qz_criterium
options_.qz_criterium=qz_criterium_old;

252
matlab/save_display_classical_smoother_results.m Normal file
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@ -0,0 +1,252 @@
function oo_=save_display_classical_smoother_results(xparam1,M_,oo_,options_,bayestopt_,dataset_,dataset_info,estim_params_)
% oo_=save_display_classical_smoother_results(xparam1,M_,oo_,options_,bayestopt_,dataset_,dataset_info,estim_params_)
% Inputs:
% xparam1 [double] current values for the estimated parameters.
% M_ [structure] storing the model information
% oo_ [structure] storing the results
% options_ [structure] storing the options
% bayestopt_ [structure] storing information about priors
% dataset_ [structure] storing the dataset
% dataset_info [structure] information about the dataset (descriptive statistics and missing observations)
% estim_params_ [structure] storing information about estimated parameters
%
% Outputs:
% oo_ [structure] storing the results
% Copyright © 2023 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
gend= dataset_.nobs;
% Set the number of observed variables.
n_varobs = length(options_.varobs);
if options_.occbin.smoother.status && options_.occbin.smoother.inversion_filter
[~, info, ~, ~, ~, ~, ~, ~, ~, ~, oo_, atT, innov] = occbin.IVF_posterior(xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,prior_bounds(bayestopt_,options_.prior_trunc),oo_);
if ismember(info(1),[303,304,306])
fprintf('\nIVF: smoother did not succeed. No results will be written to oo_.\n')
else
updated_variables = atT*nan;
measurement_error=[];
ys = oo_.dr.ys;
trend_coeff = zeros(length(options_.varobs_id),1);
bayestopt_.mf = bayestopt_.smoother_var_list(bayestopt_.smoother_mf);
options_nk=options_.nk;
options_.nk=[]; %unset options_.nk and reset it later
[oo_, yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff);
options_.nk=options_nk;
end
else
if options_.occbin.smoother.status
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp,Trend,state_uncertainty,M_,oo_,bayestopt_] = occbin.DSGE_smoother(xparam1,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state,M_,oo_,options_,bayestopt_,estim_params_,dataset_,dataset_info);
if oo_.occbin.smoother.error_flag(1)==0
[oo_,yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
else
fprintf('\nOccbin: smoother did not succeed. No results will be written to oo_.\n')
end
else
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp,Trend,state_uncertainty,M_,oo_,bayestopt_] = DsgeSmoother(xparam1,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state,M_,oo_,options_,bayestopt_,estim_params_);
[oo_,yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
end
[oo_,yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
end
if ~options_.nograph
[nbplt,nr,nc,lr,lc,nstar] = pltorg(M_.exo_nbr);
if ~exist([M_.dname '/graphs'],'dir')
mkdir(M_.dname,'graphs');
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_SmoothedShocks.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Smoothed shocks');
nstar0=min(nstar,M_.exo_nbr-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='-ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='-k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
plot([1 gend],[0 0],marker_string{1,1},'linewidth',.5)
hold on
plot(1:gend,innov(k,:),marker_string{2,1},'linewidth',1)
hold off
name = M_.exo_names{k};
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if gend>1
xlim([1 gend])
end
if options_.TeX
title(['$' M_.exo_names_tex{k} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_SmoothedShocks' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedShocks%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Smoothed shocks.}');
fprintf(fidTeX,'\\label{Fig:SmoothedShocks:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
if estim_params_.nvn
number_of_plots_to_draw = 0;
index = [];
for obs_iter=1:n_varobs
if max(abs(measurement_error(obs_iter,:))) > options_.ME_plot_tol
number_of_plots_to_draw = number_of_plots_to_draw + 1;
index = cat(1,index,obs_iter);
end
end
if ~options_.nograph
[nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_SmoothedObservationErrors.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Smoothed observation errors');
nstar0=min(nstar,number_of_plots_to_draw-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='-ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='-k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
plot([1 gend],[0 0],marker_string{1,1},'linewidth',.5)
hold on
plot(1:gend,measurement_error(index(k),:),marker_string{2,1},'linewidth',1)
hold off
name = options_.varobs{index(k)};
if gend>1
xlim([1 gend])
end
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if options_.TeX
idx = strmatch(options_.varobs{index(k)}, M_.endo_names, 'exact');
title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_SmoothedObservationErrors' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedObservationErrors%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Smoothed observation errors.}');
fprintf(fidTeX,'\\label{Fig:SmoothedObservationErrors:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
end
%%
%% Historical and smoothed variabes
%%
if ~options_.nograph
[nbplt,nr,nc,lr,lc,nstar] = pltorg(n_varobs);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Historical and smoothed variables');
nstar0=min(nstar,n_varobs-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='--ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='--k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
plot(1:gend,yf(k,:),marker_string{1,1},'linewidth',1)
hold on
plot(1:gend,dataset_info.rawdata(:,k),marker_string{2,1},'linewidth',1)
hold off
name = options_.varobs{k};
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if gend>1
xlim([1 gend])
end
if options_.TeX
idx = strmatch(options_.varobs{k}, M_.endo_names,'exact');
title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_HistoricalAndSmoothedVariables%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Historical and smoothed variables.}');
fprintf(fidTeX,'\\label{Fig:HistoricalAndSmoothedVariables:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end