stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

plot_shock_decomposition stores info of plotted variables. This can be optionally used by squeeze_shock_decomp to store in oo_ only variables plotted so far. Users can optionally define the list of vars to sotre in squeezed oo_ for shock decomps. Also allow aoa plots for lists of input variables. fixed error in wrong field name var_type of q2a. fixed aoa call, storing the wrong decomp data for interactive mode.

time-shift
Marco Ratto 2019-06-05 23:11:21 +02:00
parent f167c01eee
commit 8b9d7490e3
2 changed files with 140 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

99
matlab/plot_shock_decomposition.m
View File

@ -28,12 +28,19 @@ function [z, steady_state] = plot_shock_decomposition(M_,oo_,options_,varlist)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
options0 = evalin('base','options_'); % this is to store in global options the index of variables plotted
options_.nodisplay = options_.plot_shock_decomp.nodisplay;
options_.graph_format = options_.plot_shock_decomp.graph_format;
% indices of endogenous variables
if isempty(varlist)
varlist = M_.endo_names(1:M_.orig_endo_nbr);
exist_varlist = 1;
if size(varlist,1) == 0
exist_varlist = 0;
if size( M_.endo_names,1) >= M_.orig_endo_nbr
varlist = M_.endo_names(1:M_.orig_endo_nbr);
else
varlist = M_.endo_names;
end
end
if isfield(options_.plot_shock_decomp,'init2shocks') % private trap for uimenu calls
@ -46,9 +53,67 @@ if ~isempty(init2shocks)
end
[i_var, ~, index_uniques] = varlist_indices(varlist, M_.endo_names);
if isfield(options_.shock_decomp,'i_var') && (M_.endo_nbr>=M_.orig_endo_nbr)
M_.endo_names = M_.endo_names(options_.shock_decomp.i_var,:);
M_.endo_names_tex = M_.endo_names_tex(options_.shock_decomp.i_var,:);
M_.endo_nbr = length( options_.shock_decomp.i_var );
end
try
[i_var,nvar,index_uniques] = varlist_indices(varlist,M_.endo_names);
catch ME
if isfield(options_.shock_decomp,'i_var')
warning('shock decomp results for some input variable was not stored: I recompute all decompositions')
M_ = evalin('base','M_');
bayestopt_ = evalin('base','bayestopt_');
estim_params_ = evalin('base','estim_params_');
var_list_ = char();
disp('recomputing shock decomposition ...')
[oo_,M_]= shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);
if isfield(oo_,'realtime_shock_decomposition') || options_.plot_shock_decomp.realtime
disp('recomputing realtime shock decomposition ...')
oo_ = realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);
end
if isfield(oo_,'initval_decomposition')
disp('recomputing initval shock decomposition ...')
oo_ = initial_condition_decomposition(M_,oo_,options_,0,bayestopt_,estim_params_);
end
assignin('base','oo_',oo_)
[i_var,nvar,index_uniques] = varlist_indices(varlist,M_.endo_names);
options_.shock_decomp = rmfield(options_.shock_decomp,'i_var');
options0.shock_decomp = rmfield(options0.shock_decomp,'i_var');
else
rethrow(ME)
end
end
varlist = varlist(index_uniques);
if ~isfield(options0.shock_decomp,'i_var') && exist_varlist
if ~isfield(options0.plot_shock_decomp,'i_var')
options0.plot_shock_decomp.i_var = i_var;
else
options0.plot_shock_decomp.i_var = union(i_var, options0.plot_shock_decomp.i_var);
end
assignin('base','options_',options0)
end
type=options_.plot_shock_decomp.type;
if isequal(type, 'aoa') && isfield(options_.plot_shock_decomp,'q2a') && isstruct(options_.plot_shock_decomp.q2a)
q2avec=options_.plot_shock_decomp.q2a;
if nvar>1
for jv = 1:nvar
my_varlist = varlist(jv);
indv = strcmp(my_varlist,{q2avec.qname});
options_.plot_shock_decomp.q2a = q2avec(indv);
plot_shock_decomposition(M_,oo_,options_,my_varlist);
end
return
else
indv = strcmp(varlist,{q2avec.qname});
options_.plot_shock_decomp.q2a = q2avec(indv);
end
end
% number of variables
endo_nbr = M_.endo_nbr;
@ -76,10 +141,14 @@ if ~isfield(options_.plot_shock_decomp,'init_cond_decomp')
options_.plot_shock_decomp.init_cond_decomp=0;
end
options_.plot_shock_decomp.initval=0;
if ~isempty(options_.plot_shock_decomp.fig_name)
fig_name=[' ' options_.plot_shock_decomp.fig_name];
if length(fig_name)>=8 && strcmp(fig_name(end-6:end),'initval')
options_.plot_shock_decomp.initval=1;
end
end
type=options_.plot_shock_decomp.type;
detail_plot=options_.plot_shock_decomp.detail_plot;
realtime_= options_.plot_shock_decomp.realtime;
vintage_ = options_.plot_shock_decomp.vintage;
@ -200,8 +269,8 @@ if isequal(type,'aoa') && isstruct(q2a)
if isempty(t0)
error('the realtime decompositions are not stored in Q4! Please check your dates and settings.')
end
if ~isfield(q2a,'var_type') % private trap for aoa calls
q2a.var_type=1;
if ~isfield(q2a,'type') % private trap for aoa calls
q2a.type=1;
end
if ~isfield(q2a,'islog') % private trap for aoa calls
q2a.islog=0;
@ -251,6 +320,15 @@ if options_.plot_shock_decomp.use_shock_groups
[z, shock_names, M_] = make_the_groups(z,gend,endo_nbr,nshocks,M_,options_);
M_.endo_names = endo_names;
M_.endo_names_tex = endo_names_tex;
else
% here we know we only have one variable to handle
[~, yssa, ~, gyssa] = ...
quarterly2annual(repmat(steady_state,16,1),steady_state,q2a.GYTREND0,q2a.type,q2a.islog,q2a.aux);
if q2a.plot==1
steady_state = gyssa;
else
steady_state = yssa;
end
end
else
gend = size(z,3);
@ -333,8 +411,8 @@ switch type
end
if isstruct(q2a)
if realtime_ == 0
if ~isfield(q2a,'var_type') % private trap for aoa calls
q2a.var_type=1;
if ~isfield(q2a,'type') % private trap for aoa calls
q2a.type=1;
end
if ~isfield(q2a,'islog') % private trap for aoa calls
q2a.islog=0;
@ -360,13 +438,14 @@ switch type
q2a.aux.y=y_aux;
q2a.aux.yss=steady_state_aux;
end
i_var0 = i_var;
[za, endo_names, endo_names_tex, steady_state, i_var, oo_] = ...
annualized_shock_decomposition(z,M_, options_, i_var, t0, options_.nobs, realtime_, vintage_, steady_state,q2a);
if options_.plot_shock_decomp.interactive && ~isempty(options_.plot_shock_decomp.use_shock_groups)
mygroup = options_.plot_shock_decomp.use_shock_groups;
options_.plot_shock_decomp.use_shock_groups='';
zafull = ...
annualized_shock_decomposition(z,M_, options_, i_var, t0, options_.nobs, realtime_, vintage_, steady_state,q2a);
annualized_shock_decomposition(zfull(i_var0,:,:),M_, options_, i_var, t0, options_.nobs, realtime_, vintage_, steady_state,q2a);
options_.plot_shock_decomp.use_shock_groups = mygroup;
end
end
@ -378,7 +457,7 @@ switch type
M_.endo_names = endo_names;
M_.endo_names_tex = endo_names_tex;
% endo_nbr = size(z,1);
if realtime_<2
if realtime_<2 || vintage_ == 0
initial_date = initial_date1;
else
initial_date = initial_date0;

51
matlab/squeeze_shock_decomp.m Normal file
View File

@ -0,0 +1,51 @@
function [oo_,options_] = squeeze_shock_decomp(M_,oo_,options_,sd_vlist)
if nargin==3
% automatic selection from history of plot_shock_decomp
sd_vlist = M_.endo_names(options_.plot_shock_decomp.i_var);
end
if isstruct(options_.plot_shock_decomp.q2a)
avname={options_.plot_shock_decomp.q2a.qname};
sda = options_.plot_shock_decomp.q2a(ismember(avname,sd_vlist));
for k=1:length(sda)
if isstruct(sda(k).aux)
sd_vlist = [sd_vlist; {sda(k).aux.y}];
end
end
end
i_var = varlist_indices(sd_vlist,M_.endo_names);
options_.shock_decomp.i_var = i_var;
oo_.shock_decomposition = oo_.shock_decomposition(i_var,:,:);
if isfield (oo_,'realtime_conditional_shock_decomposition')
oo_.realtime_conditional_shock_decomposition = ...
my_squeeze(oo_.realtime_conditional_shock_decomposition, i_var);
end
if isfield (oo_,'realtime_forecast_shock_decomposition')
oo_.realtime_forecast_shock_decomposition = ...
my_squeeze(oo_.realtime_forecast_shock_decomposition, i_var);
end
if isfield (oo_,'realtime_shock_decomposition')
oo_.realtime_shock_decomposition = ...
my_squeeze(oo_.realtime_shock_decomposition, i_var);
end
if isfield (oo_,'conditional_shock_decomposition')
oo_.conditional_shock_decomposition = ...
my_squeeze(oo_.conditional_shock_decomposition, i_var);
end
if isfield (oo_,'initval_decomposition')
oo_.initval_decomposition = oo_.initval_decomposition(i_var,:,:);
end
end
function shock_decomposition = my_squeeze(shock_decomposition, i_var)
fnam = fieldnames(shock_decomposition);
for k=1:length(fnam)
shock_decomposition.(fnam{k}) = shock_decomposition.(fnam{k})(i_var,:,:);
end
end