diff --git a/doc/manual/source/dynare-misc-commands.rst b/doc/manual/source/dynare-misc-commands.rst index 7fa7da3eb..b176c3cf3 100644 --- a/doc/manual/source/dynare-misc-commands.rst +++ b/doc/manual/source/dynare-misc-commands.rst @@ -53,8 +53,9 @@ Dynare misc commands .. command:: generate_trace_plots(CHAIN_NUMBER); Generates trace plots of the MCMC draws for all estimated - parameters and the posterior density in the specified Markov Chain - ``CHAIN_NUMBER``. + parameters and the posterior density for the specified Markov Chain(s) + ``CHAIN_NUMBER``. If ``CHAIN_NUMBER`` is a vector of integers, the trace plots + will plot contains separate lines for each chain. |br| diff --git a/matlab/generate_trace_plots.m b/matlab/generate_trace_plots.m index a241cc076..409ab22bd 100644 --- a/matlab/generate_trace_plots.m +++ b/matlab/generate_trace_plots.m @@ -34,7 +34,7 @@ global M_ options_ estim_params_ % Get informations about the posterior draws: MetropolisFolder = CheckPath('metropolis', M_.dname); record=load_last_mh_history_file(MetropolisFolder, M_.fname); -if chain_number>record.Nblck +if max(chain_number)>record.Nblck error('generate_trace_plots:: chain number is bigger than existing number of chains') end diff --git a/matlab/trace_plot.m b/matlab/trace_plot.m index 8deecb817..369f9adf5 100644 --- a/matlab/trace_plot.m +++ b/matlab/trace_plot.m @@ -9,7 +9,8 @@ function trace_plot(options_,M_,estim_params_,type,blck,name1,name2) % 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 or chains if a +% vector % name1 [string] Object name. % name2 [string] Object name. % @@ -18,7 +19,7 @@ function trace_plot(options_,M_,estim_params_,type,blck,name1,name2) % % SPECIAL REQUIREMENTS -% Copyright © 2003-2018 Dynare Team +% Copyright © 2003-2023 Dynare Team % % This file is part of Dynare. % @@ -62,9 +63,29 @@ TotalNumberOfMhDraws = sum(record.MhDraws(:,1)); [mh_nblck] = size(record.LastParameters,2); clear record; +n_nblocks_to_plot=length(blck); + +if n_nblocks_to_plot==1 % Get all the posterior draws: PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, mh_nblck, blck); - +else + PosteriorDraws=NaN(TotalNumberOfMhDraws,n_nblocks_to_plot); + save_string=''; + if options_.TeX + title_string_tex=''; + end + for block_iter=1:n_nblocks_to_plot + PosteriorDraws(:,block_iter) = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, mh_nblck, blck(block_iter)); + save_string=[save_string,'_',num2str(blck(block_iter))]; + if options_.TeX + title_string_tex=[title_string_tex, ', ' num2str(blck(block_iter))]; + end + end + save_string(1)=[]; + if options_.TeX + title_string_tex(1:2)=[]; + end +end % Plot the posterior draws: @@ -92,30 +113,34 @@ else FigureName = ['Trace plot for ' TYPE name1 ' and ' name2]; end -if options_.mh_nblck>1 - FigureName = [ FigureName , ' (block number ' int2str(blck) ').']; + +if n_nblocks_to_plot==1 + if options_.mh_nblck>1 + FigureName = [ FigureName , ' (block number ' int2str(blck) ').']; + end + hh=dyn_figure(options_.nodisplay,'Name',FigureName); + plot(1:TotalNumberOfMhDraws,PosteriorDraws,'Color',[.7 .7 .7]); + + % Compute the moving average of the posterior draws: + N = options_.trace_plot_ma; + MovingAverage = NaN(TotalNumberOfMhDraws,1); + first = N+1; + last = TotalNumberOfMhDraws-N; + + for t=first:last + MovingAverage(t) = mean(PosteriorDraws(t-N:t+N)); + end + + hold on + plot(1:TotalNumberOfMhDraws,MovingAverage,'-k','linewidth',2) + hold off + axis tight + legend({'MCMC draw';[num2str(N) ' period moving average']},'Location','NorthEast') +else + hh=dyn_figure(options_.nodisplay,'Name',FigureName); + pp=plot(1:TotalNumberOfMhDraws,PosteriorDraws); + legend(pp,strcat(repmat({'Chain '},n_nblocks_to_plot,1),num2str(blck(:)))); end - -hh=dyn_figure(options_.nodisplay,'Name',FigureName); -plot(1:TotalNumberOfMhDraws,PosteriorDraws,'Color',[.7 .7 .7]); - - -% Compute the moving average of the posterior draws: - -N = options_.trace_plot_ma; -MovingAverage = NaN(TotalNumberOfMhDraws,1); -first = N+1; -last = TotalNumberOfMhDraws-N; - -for t=first:last - MovingAverage(t) = mean(PosteriorDraws(t-N:t+N)); -end - -hold on -plot(1:TotalNumberOfMhDraws,MovingAverage,'-k','linewidth',2) -hold off -axis tight -legend({'MCMC draw';[num2str(N) ' period moving average']},'Location','NorthWest') % create subdirectory /graphs if it doesn't exist if ~exist(M_.dname, 'dir') mkdir('.',M_.dname); @@ -130,8 +155,11 @@ if strcmpi(type,'PosteriorDensity') else plot_name=get_the_name(column,0,M_,estim_params_,options_); end -plot_name=[plot_name,'_blck_',num2str(blck)]; - +if n_nblocks_to_plot==1 + plot_name=[plot_name,'_blck_',num2str(blck)]; +else + plot_name=[plot_name,'_blck_',save_string]; +end dyn_saveas(hh,[M_.dname, filesep, 'graphs', filesep, 'TracePlot_' plot_name],options_.nodisplay,options_.graph_format) if options_.TeX @@ -157,10 +185,13 @@ if options_.TeX FigureName = ['Trace plot for ' TYPE '$' tex_names{strmatch(name1,base_names,'exact')} '$ and $' tex_names{strmatch(name2,base_names,'exact')} '$']; end end - if options_.mh_nblck>1 - FigureName = [ FigureName , ' (block number ' int2str(blck) ').']; + if n_nblocks_to_plot==1 + if options_.mh_nblck>1 + FigureName = [ FigureName , ' (block number ' int2str(blck) ').']; + end + else + FigureName = [ FigureName , ' (blocks ' title_string_tex ').']; end - fprintf(fid,'%-s\n','\begin{figure}[H]'); fprintf(fid,'%-s\n','\centering'); fprintf(fid,'%-s\n',[' \includegraphics[width=0.8\textwidth]{',[M_.dname, '/graphs/TracePlot_' plot_name],'}\\']); diff --git a/tests/estimation/slice/fs2000_slice.mod b/tests/estimation/slice/fs2000_slice.mod index 35a8154e9..ec2f83856 100644 --- a/tests/estimation/slice/fs2000_slice.mod +++ b/tests/estimation/slice/fs2000_slice.mod @@ -88,3 +88,7 @@ estimation(order=1,datafile='../fsdat_simul',nobs=192,loglinear,mh_replic=100,mh posterior_sampling_method='slice', posterior_sampler_options=('rotated',1,'use_mh_covariance_matrix',1) ); + +options_.TeX=1; +generate_trace_plots(1:2); +options_.TeX=1; \ No newline at end of file