MS-SBVAR: clean up plotting functions
Houtan Bastani
parent
d212772212
commit
ad580b8cc6
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@ -87,6 +87,7 @@ if options_.ms.regimes
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end
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for regime_i=1:n_regimes
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forecast_title = ['Forecast, Regimes ' num2str(regime_i)];
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forecast_data = load([forecastdir filesep 'forecasts_percentiles_regime_' ...
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num2str(regime_i-1) '_' options_.ms.output_file_tag ...
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'.out'], '-ascii');
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@ -94,9 +95,7 @@ if options_.ms.regimes
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percentiles_size, options_.ms.horizon, forecast_data);
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save([forecastdir filesep 'forecast_regime_' num2str(regime_i-1)], ...
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'forecast_data');
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plot_ms_forecast(M_, options_, forecast_data, ...
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['Forecast, Regimes' num2str(regime_i)], ...
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options_.graph_save_formats, options_.TeX);
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plot_ms_forecast(M_, options_, forecast_data, forecast_title);
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end
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else
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if options_.ms.regime
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@ -115,7 +114,6 @@ else
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forecast_data = reshape_ascii_forecast_data(M_.endo_nbr, ...
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percentiles_size, options_.ms.horizon, forecast_data);
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save([forecastdir filesep save_filename], 'forecast_data');
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plot_ms_forecast(M_, options_, forecast_data, forecast_title, ...
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options_.graph_save_formats, options_.TeX);
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plot_ms_forecast(M_, options_, forecast_data, forecast_title);
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end
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end
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@ -89,14 +89,14 @@ if options_.ms.regimes
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end
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for regime_i=1:n_regimes
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irf_title = ['Impulse Responses, Regime ' num2str(regime_i)];
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irf_data = load([irfdir filesep 'ir_percentiles_regime_' ...
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num2str(regime_i-1) '_' options_.ms.output_file_tag ...
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'.out'], '-ascii');
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irf_data = reshape_ascii_irf_data(M_.endo_nbr, percentiles_size, ...
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options_.ms.horizon, irf_data);
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save([irfdir filesep 'irf_regime_' num2str(regime_i-1)], 'irf_data');
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plot_ms_irf(M_, options_, irf_data, ...
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['Impulse Responses, Regime ' num2str(regime_i)], varlist);
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plot_ms_irf(M_, options_, irf_data, irf_title, varlist);
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end
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else
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if options_.ms.regime
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@ -100,16 +100,14 @@ if options_.ms.regimes
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for i_chain=1:n_chains
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n_regimes = n_regimes*length(options_.ms.ms_chain(i_chain).regime);
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end
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for regime_i=1:n_regimes
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vd_title = ['Variance Decomposition, Regime ' num2str(regime_i)];
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vd_data = load([outfile num2str(regime_i-1) '_' ...
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options_.ms.output_file_tag '.out'], '-ascii');
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vd_data = reshape_ascii_variance_decomposition_data( ...
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M_.endo_nbr, percentiles_size, options_.ms.horizon, vd_data);
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save([vddir filesep 'variance_decomposition_regime_' num2str(regime_i-1)], 'vd_data');
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plot_ms_variance_decomposition(M_, options_, vd_data, ...
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['Variance Decomposition, Regime ' num2str(regime_i)], ...
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options_.graph_save_formats, options_.TeX);
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plot_ms_variance_decomposition(M_, options_, vd_data, vd_title);
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end
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else
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if options_.ms.regime
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@ -127,7 +125,6 @@ else
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vd_data = reshape_ascii_variance_decomposition_data( ...
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M_.endo_nbr, percentiles_size, options_.ms.horizon, vd_data);
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save([vddir filesep save_filename], 'vd_data');
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plot_ms_variance_decomposition(M_, options_, vd_data, ...
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vd_title, options_.graph_save_formats, options_.TeX);
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plot_ms_variance_decomposition(M_, options_, vd_data, vd_title);
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end
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end
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@ -1,14 +1,19 @@
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function plot_ms_forecast(M_,options_,forecast,title_,save_graph_formats,TeX)
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% function plot_ms_forecast(M_,options_,forecast,title_,save_graph_formats,TeX)
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function plot_ms_forecast(M_, options_, forecast, figure_name)
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% function plot_ms_forecast(M_, options_, forecast, figure_name)
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% plots the forecast from the output from a ms-sbvar
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%
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% INPUTS
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% M_
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% forecast should be in the form (percentile x horizon x nvar ), if banded otherwise
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% ( horizon x nvar )
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% M_: (struct) model structure
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% options_: (struct) options
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% forecast: (matrix) in the form (percentile x horizon x nvar ), if banded otherwise
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% ( horizon x nvar )
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% figure_name: (string) title
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%
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% title: title
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2011-2012 Dynare Team
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%
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@ -62,34 +67,34 @@ function plot_ms_forecast(M_,options_,forecast,title_,save_graph_formats,TeX)
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end
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if num_percentiles == 1
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plot_point_forecast(forecast, nvars, nr, nc, var_list, title_, ...
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save_graph_formats, TeX, names, tex_names, ...
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plot_point_forecast(forecast, nvars, nr, nc, var_list, figure_name, ...
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options_.graph_save_formats, options_.TeX, names, tex_names, ...
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[options_.ms.output_file_tag filesep 'Output' filesep 'Forecast']);
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else
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plot_banded_forecast(forecast, nvars, nr, nc, var_list, num_percentiles, ...
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title_, save_graph_formats, TeX, names, tex_names, ...
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figure_name, options_.graph_save_formats, options_.TeX, names, tex_names, ...
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[options_.ms.output_file_tag filesep 'Output' filesep 'Forecast']);
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end
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end
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function plot_point_forecast(forecast,nvars,nr,nc,endo_names,title_,save_graph_formats,TeX,names,tex_names,dirname)
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function plot_point_forecast(forecast,nvars,nr,nc,endo_names,figure_name,save_graph_formats,TeX,names,tex_names,dirname)
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if nvars > nr*nc
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graph_name = 'MS-Forecast (1)';
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fig = figure('Name','Forecast (I)');
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graph_name = ['MS (1) ' figure_name];
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figure('Name', graph_name);
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else
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graph_name = 'MS-Forecast';
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fig = figure('Name','Forecast');
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graph_name = figure_name;
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figure('Name', graph_name);
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end
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m = 1;
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n_fig = 1;
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for j=1:nvars
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if m > nr*nc
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graph_name = ['MS-Forecast (' int2str(n_fig) ')'];
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graph_name = ['MS (' int2str(n_fig) ') ' figure_name];
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dyn_save_graph(dirname,['MS-forecast-' int2str(n_fig)],...
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save_graph_formats,TeX,names,tex_names,graph_name);
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n_fig =n_fig+1;
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figure('Name',['MS-Forecast (' int2str(n_fig) ')']);
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figure('Name', graph_name);
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m = 1;
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end
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subplot(nr,nc,m);
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@ -105,19 +110,19 @@ function plot_point_forecast(forecast,nvars,nr,nc,endo_names,title_,save_graph_f
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end
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end
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function plot_banded_forecast(forecast,nvars,nr,nc,endo_names,num_percentiles,title_,save_graph_formats,TeX,names,tex_names,dirname)
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function plot_banded_forecast(forecast,nvars,nr,nc,endo_names,num_percentiles,figure_name,save_graph_formats,TeX,names,tex_names,dirname)
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if nvars > nr*nc
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graph_name = 'MS-Forecast (1)';
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fig = figure('Name','Forecast (I)');
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graph_name = ['MS (1) ' figure_name];
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figure('Name', graph_name);
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else
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graph_name = 'MS-Forecast';
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fig = figure('Name','Forecast');
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graph_name = figure_name;
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figure('Name', graph_name);
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end
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m = 1;
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n_fig = 1;
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for j=1:nvars
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if m > nr*nc
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graph_name = ['MS-Forecast (' int2str(n_fig) ')'];
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graph_name = ['MS (' int2str(n_fig) ') ' figure_name];
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dyn_save_graph(dirname,['MS-forecast-' int2str(n_fig)],...
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save_graph_formats,TeX,names,tex_names,graph_name);
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n_fig =n_fig+1;
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@ -1,16 +1,19 @@
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function plot_ms_irf(M_, options_, irf, title_, varlist)
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% function plot_ms_irf(M_, options_, irf, title_, varlist)
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function plot_ms_irf(M_, options_, irf, figure_name, varlist)
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% function plot_ms_irf(M_, options_, irf, figure_name, varlist)
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% plots the impulse responses from the output from a ms-sbvar
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%
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% INPUTS
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% M_
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% irf should be in the form (percentile x horizon x (nvar x nvar)), if banded otherwise
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% ( horizon x (nvar x nvar) )
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% title: optional super title
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% M_: (struct) model structure
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% options_: (struct) options
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% irf: (matrix) in the form (percentile x horizon x (nvar x nvar)), if banded otherwise
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% ( horizon x (nvar x nvar) )
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% figure_name: (string) title
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%
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% The element in position (k,i+j*nvars) of ir is the response of the ith
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% variable to the jth shock at horizon k. Horizon 0 is the contemporaneous
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% response.
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2011-2012 Dynare Team
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%
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@ -30,7 +33,7 @@ function plot_ms_irf(M_, options_, irf, title_, varlist)
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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if nargin < 4
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title_ = '';
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figure_name = '';
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end
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nvars = M_.endo_nbr;
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@ -79,7 +82,7 @@ function plot_ms_irf(M_, options_, irf, title_, varlist)
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end
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if size(endo_names,1) ~= nvars
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error('The names passed are not the same length as the number of variables')
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error('The names passed are not the same length as the number of variables');
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end
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if num_percentiles == 1
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@ -90,7 +93,7 @@ function plot_ms_irf(M_, options_, irf, title_, varlist)
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shock(:,i) = irf(:,((i-1) + ((s-1)*nvars)+1));
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end
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plot_point_irf_for_shock(shock, nvars,endo_names, deblank(endo_names(s,:)), ...
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title_, [options_.ms.output_file_tag filesep 'Output' filesep 'IRF'], options_, names, tex_names);
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figure_name, [options_.ms.output_file_tag filesep 'Output' filesep 'IRF'], options_, names, tex_names);
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end
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else
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for s=1:nvars
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@ -101,25 +104,25 @@ function plot_ms_irf(M_, options_, irf, title_, varlist)
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end
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end
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plot_banded_irf_for_shock(shock, nvars,endo_names, deblank(endo_names(s,:)), ...
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title_, [options_.ms.output_file_tag filesep 'Output' filesep 'IRF'], options_, names, tex_names);
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figure_name, [options_.ms.output_file_tag filesep 'Output' filesep 'IRF'], options_, names, tex_names);
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end
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end
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end
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function [fig] = plot_point_irf_for_shock(irf,nvars,endo_names,shock_name,title_,dirname,options_,names,tex_names)
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fig = figure('Name',title_);
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function [fig] = plot_point_irf_for_shock(irf,nvars,endo_names,shock_name,figure_name,dirname,options_,names,tex_names)
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fig = figure('Name',figure_name);
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for k=1:nvars
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subplot(ceil(sqrt(nvars)), ceil(sqrt(nvars)),k);
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plot(irf(:,k))
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disp([endo_names(k,:) ' shock from ' shock_name]);
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title([endo_names(k,:) ' shock from ' shock_name]);
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end
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dyn_save_graph(dirname,[title_ ' ' shock_name],options_.graph_save_formats, ...
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options_.TeX,names,tex_names,[title_ ' ' shock_name]);
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dyn_save_graph(dirname,[figure_name ' ' shock_name],options_.graph_save_formats, ...
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options_.TeX,names,tex_names,[figure_name ' ' shock_name]);
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end
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function [fig] = plot_banded_irf_for_shock(irf,nvars, endo_names, shock_name,title_,dirname,options_,names,tex_names)
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fig = figure('Name',title_);
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function [fig] = plot_banded_irf_for_shock(irf,nvars, endo_names, shock_name,figure_name,dirname,options_,names,tex_names)
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fig = figure('Name',figure_name);
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npercentiles = size(irf,3);
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for k=1:nvars
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subplot(ceil(sqrt(nvars)), ceil(sqrt(nvars)),k);
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@ -131,6 +134,6 @@ function [fig] = plot_banded_irf_for_shock(irf,nvars, endo_names, shock_name,tit
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disp([endo_names(k,:) ' shock from ' shock_name]);
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title([endo_names(k,:) ' shock from ' shock_name]);
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end
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dyn_save_graph(dirname,[title_ ' ' shock_name],options_.graph_save_formats, ...
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options_.TeX,names,tex_names,[title_ ' ' shock_name]);
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dyn_save_graph(dirname,[figure_name ' ' shock_name],options_.graph_save_formats, ...
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options_.TeX,names,tex_names,[figure_name ' ' shock_name]);
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end
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@ -1,12 +1,14 @@
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function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_formats, TeX, varargin)
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% function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_formats, TeX, varargin)
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function plot_ms_variance_decomposition(M_, options_, vd, figure_name, varargin)
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% function plot_ms_variance_decomposition(M_, options_, vd, figure_name, varargin)
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% plot the variance decomposition of shocks
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%
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% Inputs
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% M_
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% shocks: matrix of the individual shocks Tx(KxK)with J=number of shocks
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% INPUTS
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% M_: (struct) model structure
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% options_: (struct) options
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% vd: (matrix) variance decomposition
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% figure_name: (string) graph name
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%
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% Optional Inputs
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% OPTIONAL INPUTS
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% 'data': the actual data, TxK with K=number of data series
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% 'steady': the steady state value, TxK
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% 'shock_names': to specify the names of the shocks
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@ -14,8 +16,11 @@ function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_for
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% 'dates': pass a date vector to use, otherwise will just index on 1:T
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% 'colors': Jx3 list of the rgb colors to use for each shock
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%
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% Example:
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% plot_historic_decomposition(shocks,'VD','shock_names',shock_names,'series_names',series_names)
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2011-2012 Dynare Team
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%
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@ -35,7 +40,7 @@ function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_for
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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if length(size(vd)) == 3
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plot_ms_variance_decomposition_error_bands(M_, options_, vd, title_);
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plot_ms_variance_decomposition_error_bands(M_, options_, vd, figure_name);
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return;
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end
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@ -111,7 +116,7 @@ end
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% add an extra period to the time series
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x(T+1) = x(T) + (x(T) - x(T-1));
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figure('Name',title_)
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figure('Name',figure_name)
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for k=1:K
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% Go through each series
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subplot(K,1,k);
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@ -163,5 +168,6 @@ end
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end
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dyn_save_graph([options_.ms.output_file_tag filesep 'Output' ...
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filesep 'Variance_Decomposition'], 'MS-Variance-Decomposition', ...
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graph_save_formats, TeX,names,tex_names,'Variance decomposition');
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options_.graph_save_formats, options_.TeX, names, tex_names, ...
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'Variance decomposition');
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end
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@ -1,5 +1,5 @@
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function plot_ms_variance_decomposition_error_bands(M_, options_, vddata, title_)
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% function plot_ms_variance_decomposition_error_bands(M_, options_, vddata, title_)
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function plot_ms_variance_decomposition_error_bands(M_, options_, vddata, figure_name)
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% function plot_ms_variance_decomposition_error_bands(M_, options_, vddata, figure_name)
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% plots the variance decomposition with percentiles
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%
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% INPUTS
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@ -7,8 +7,13 @@ function plot_ms_variance_decomposition_error_bands(M_, options_, vddata, title_
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% options_: (struct) options
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% vddata: (matrix) variance_decomposition (percentile, options_.ms.horizon, nvar
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% x nvar)
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% title: (string) title
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% figure_name: (string) title
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%
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2011-2012 Dynare Team
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%
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@ -74,15 +79,15 @@ for s=1:nvars
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end
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end
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plot_banded_vddata_for_shock(shock, nvars, endo_names, ...
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deblank(endo_names(s,:)), title_, ...
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deblank(endo_names(s,:)), figure_name, ...
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[options_.ms.output_file_tag filesep 'Output' filesep 'Variance_Decomposition'], ...
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options_, names, tex_names);
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end
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end
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function [fig] = plot_banded_vddata_for_shock(vddata, nvars, endo_names, ...
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shock_name, title_, dirname, options_, names, tex_names)
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fig = figure('Name', title_);
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shock_name, figure_name, dirname, options_, names, tex_names)
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fig = figure('Name', figure_name);
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npercentiles = size(vddata,3);
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for k=1:nvars
|
||||
subplot(ceil(sqrt(nvars)), ceil(sqrt(nvars)),k);
|
||||
|
|
@ -94,7 +99,7 @@ for k=1:nvars
|
|||
disp([endo_names(k,:) ' contribution to ' shock_name]);
|
||||
title([endo_names(k,:) ' contribution to ' shock_name]);
|
||||
end
|
||||
dyn_save_graph(dirname, [title_ ' ' shock_name], ...
|
||||
dyn_save_graph(dirname, [figure_name ' ' shock_name], ...
|
||||
options_.graph_save_formats, options_.TeX, names, tex_names, ...
|
||||
[title_ ' ' shock_name]);
|
||||
[figure_name ' ' shock_name]);
|
||||
end
|
||||
|
|
|
|||
Loading…
Reference in New Issue