Set default graph options and extend graph_decomp.m accordingly.

time-shift
Marco Ratto 2017-01-08 22:37:39 +01:00 committed by Stéphane Adjemian (Charybdis)
parent e174d04579
commit a092cc3b73
2 changed files with 91 additions and 19 deletions

View File

@ -721,9 +721,15 @@ options_.discretionary_tol = 1e-7;
% Shock decomposition
options_.parameter_set = [];
options_.use_shock_groups = [];
options_.use_shock_groups = '';
options_.colormap = '';
options_.shock_decomp.detail_plot=0;
options_.shock_decomp.fig_names='';
options_.shock_decomp.init_state = 0;
options_.shock_decomp.interactive = 0;
options_.shock_decomp.steadystate=0;
options_.shock_decomp.type = '';
options_.shock_decomp.write_xls=0;
% Nonlinearfilters
options_.nonlinear_filter = [];

View File

@ -33,12 +33,41 @@ new_colormap = DynareOptions.colormap;
% number of components equals number of shocks + 1 (initial conditions)
comp_nbr = size(z,2)-1;
SteadyState=[];
% fig_mode='';
% fig_mode1='';
% fig_names='';
% screen_shocks=0;
opts_decomp = DynareOptions.shock_decomp;
if isfield(opts_decomp,'steady_state')
SteadyState = opts_decomp.steady_state;
end
if isfield(opts_decomp,'fig_mode') && ~isempty(opts_decomp.fig_mode)
fig_mode = opts_decomp.fig_mode;
fig_mode1 = ['_' fig_mode];
fig_mode = [fig_mode '_'];
end
if isfield(opts_decomp,'fig_names')
fig_names = opts_decomp.fig_names;
end
if isfield(opts_decomp,'screen_shocks')
if DynareOptions.use_shock_groups,
screen_shocks=0;
elseif comp_nbr>18
screen_shocks = opts_decomp.screen_shocks;
end
end
if screen_shocks
fig_names = [fig_names '_screen'];
end
gend = size(z,3);
if isempty(initial_date)
x = 0:gend;
else
freq = initial_date.freq;
initial_period = initial_date.time(1) + initial_date.time(2)/freq;
initial_period = initial_date.time(1) + (initial_date.time(2)-1)/freq;
x = initial_period-1/freq:(1/freq):initial_period+(gend-1)/freq;
end
@ -46,28 +75,45 @@ nvar = length(i_var);
%% write LaTeX-Header
if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.graph_format)))
fidTeX = fopen([DynareModel.fname '_shock_decomp.tex'],'w');
fidTeX = fopen([DynareModel.fname '_shock_decomp' fig_mode1 fig_names '.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by Dynare''s graph_decomp.m.\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
if ~(screen_shocks && comp_nbr>18),
screen_shocks=0;
end
comp_nbr0=comp_nbr;
%%plot decomposition
for j=1:nvar
z1 = squeeze(z(i_var(j),:,:));
if screen_shocks,
[junk, isort] = sort(mean(abs(z1(1:end-2,:)')), 'descend');
labels = char(char(shock_names(isort(1:16),:)),'Others', 'Initial values');
zres = sum(z1(isort(17:end),:),1);
z1 = [z1(isort(1:16),:); zres; z1(comp_nbr0:end,:)];
comp_nbr=18;
func = @(x) colorspace('RGB->Lab',x);
new_colormap = distinguishable_colors(size(z1,1)-1,'w',func);
new_colormap(end,:) = [0.7 0.7 0.7];
else
labels = char(char(shock_names),'Initial values');
end
xmin = x(1);
xmax = x(end);
ix = z1 > 0;
ymax = max(sum(z1.*ix));
ix = z1 < 0;
ymin = min(sum(z1.*ix));
xmax = x(end)+1/freq;
ix = z1(1:comp_nbr,:) > 0;
ymax = max(sum(z1(1:comp_nbr,:).*ix))*1.1;
ix = z1(1:comp_nbr,:) < 0;
ymin = min(sum(z1(1:comp_nbr,:).*ix))*1.1;
if ymax-ymin < 1e-6
continue
end
fhandle = dyn_figure(DynareOptions,'Name',['Shock decomposition: ',endo_names(i_var(j),:)]);
ax=axes('Position',[0.1 0.1 0.6 0.8]);
plot(ax,x(2:end),z1(end,:),'k-','LineWidth',2)
axis(ax,[xmin xmax ymin ymax]);
fhandle = dyn_figure(DynareOptions,'Name',['Shock decomposition: ',endo_names(i_var(j),:)], 'PaperPositionMode', 'auto','PaperOrientation','landscape','renderermode','auto');
set(fhandle,'position' ,[50 50 1500 750])
ax=axes('Position',[0.1 0.1 0.6 0.8],'box','on');
% plot(ax,x(2:end),z1(end,:),'k-','LineWidth',2)
% axis(ax,[xmin xmax ymin ymax]);
hold on;
for i=1:gend
i_1 = i-1;
@ -76,27 +122,47 @@ for j=1:nvar
for k = 1:comp_nbr
zz = z1(k,i);
if zz > 0
fill([x(i) x(i) x(i+1) x(i+1)],[yp yp+zz yp+zz yp],k);
fill([x(i) x(i) x(i+1) x(i+1)]+(1/freq/2),[yp yp+zz yp+zz yp],k);
yp = yp+zz;
else
fill([x(i) x(i) x(i+1) x(i+1)],[ym ym+zz ym+zz ym],k);
fill([x(i) x(i) x(i+1) x(i+1)]+(1/freq/2),[ym ym+zz ym+zz ym],k);
ym = ym+zz;
end
hold on;
end
end
plot(ax,x(2:end),z1(end,:),'k-','LineWidth',2)
if ~isempty(SteadyState)
if ymin+SteadyState(i_var(j))<0 && ymax+SteadyState(i_var(j))>0,
plot(ax,[xmin xmax],SteadyState(i_var(j))*[-1 -1],'k--','linewidth',1)
ytick=get(ax,'ytick');
ytick1=ytick-SteadyState(i_var(j));
ind1=min(find(ytick1>=ymin));
ind2=max(find(ytick1<=ymax));
dytick=ytick(2)-ytick(1);
if ind1>1,
ytick1 = [ytick1(ind1:end) ytick1(end)+dytick:dytick:ymax];
elseif ind2<length(ytick)
ytick1= [sort(ytick1(1)-dytick:-dytick:ymin) ytick1(1:ind2)];
end
set(ax,'ytick',ytick1),
end
ylabel = ytick1'+SteadyState(i_var(j));
ylabel(abs(ylabel)<eps)=0;
set(ax,'yticklabel',num2str(ylabel,'%4.2g'))
end
set(ax,'xlim',[xmin xmax]);
hold off;
axes('Position',[0.75 0.1 0.2 0.8]);
axis([0 1 0 1]);
axis off;
hold on;
y1 = 0;
height = 1/comp_nbr;
labels = char(char(shock_names),'Initial values');
for i=1:comp_nbr
for i=comp_nbr:-1:1
% for i=1:comp_nbr
fill([0 0 0.2 0.2],[y1 y1+0.7*height y1+0.7*height y1],i);
hold on
text(0.3,y1+0.3*height,labels(i,:),'Interpreter','none');
@ -107,12 +173,12 @@ for j=1:nvar
if ~isempty(new_colormap)
colormap(new_colormap)
end
dyn_saveas(fhandle,[DynareModel.fname,'_shock_decomposition_',deblank(endo_names(i_var(j),:))],DynareOptions);
hold off
dyn_saveas(fhandle,[DynareModel.fname,'_shock_decomposition_',fig_mode,deblank(endo_names(i_var(j),:)),fig_names],DynareOptions);
if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,['\\includegraphics[width=0.8\\textwidth]{%s_shock_decomposition_%s}\n'],DynareModel.fname,deblank(endo_names(i_var(j),:)));
fprintf(fidTeX,['\\includegraphics[width=0.8\\textwidth]{%s_shock_decomposition_%s}\n'],DynareModel.fname,[fig_mode deblank(endo_names(i_var(j),:)) fig_names]);
fprintf(fidTeX,'\\label{Fig:shock_decomp:%s}\n',deblank(endo_names(i_var(j),:)));
fprintf(fidTeX,'\\caption{Historical shock decomposition: $ %s $}\n',deblank(DynareModel.endo_names_tex(i_var(j),:)));
fprintf(fidTeX,'\\end{figure}\n');