v4 stoch_simul.m: added storage of IRFs in oo_.irfs
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1337 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
michel
parent
bcefdfc37c
commit
d75d2a459b
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@ -120,6 +120,8 @@ function info=stoch_simul(var_list)
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for j = 1:n
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assignin('base',[deblank(M_.endo_names(ivar(j),:)) '_' deblank(M_.exo_names(i,:))],...
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y(ivar(j),:)');
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eval(['oo_.irfs.' deblank(M_.endo_names(ivar(j),:)) '_' ...
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deblank(M_.exo_names(i,:)) ' = y(ivar(j),:);']);
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if max(y(ivar(j),:)) - min(y(ivar(j),:)) > 1e-10
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irfs = cat(1,irfs,y(ivar(j),:));
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mylist = strvcat(mylist,deblank(var_list(j,:)));
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@ -128,125 +130,127 @@ function info=stoch_simul(var_list)
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end
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end
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end
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number_of_plots_to_draw = size(irfs,1);
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[nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
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if nbplt == 0
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elseif nbplt == 1
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if options_.relative_irf
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hh = figure('Name',['Relative response to' ...
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' orthogonalized shock to ' tit(i,:)]);
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else
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hh = figure('Name',['Orthogonalized shock to' ...
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' ' tit(i,:)]);
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end
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for j = 1:number_of_plots_to_draw
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subplot(nr,nc,j);
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plot(1:options_.irf,transpose(irfs(j,:)),'-k','linewidth',1);
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hold on
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plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
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hold off
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xlim([1 options_.irf]);
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title(deblank(mylist(j,:)),'Interpreter','none');
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end
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eval(['print -depsc2 ' M_.fname '_IRF_' deblank(tit(i,:))]);
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eval(['print -dpdf ' M_.fname '_IRF_' deblank(tit(i,:))]);
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saveas(hh,[M_.fname '_IRF_' deblank(tit(i,:)) '.fig']);
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if TeX
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for j = 1:number_of_plots_to_draw
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fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{$%s$}\n'],deblank(mylist(j,:)),deblank(mylistTeX(j,:)));
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end
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_IRF_%s}\n',M_.fname,deblank(tit(i,:)));
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fprintf(fidTeX,'\\caption{Impulse response functions (orthogonalized shock to $%s$).}',titTeX(i,:));
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fprintf(fidTeX,'\\label{Fig:IRF:%s}\n',deblank(tit(i,:)));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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% close(hh)
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else
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for fig = 1:nbplt-1
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if options_.relative_irf == 1
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hh = figure('Name',['Relative response to orthogonalized shock' ...
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' to ' tit(i,:) ' figure ' int2str(fig)]);
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if options_.nograph == 0
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number_of_plots_to_draw = size(irfs,1);
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[nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
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if nbplt == 0
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elseif nbplt == 1
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if options_.relative_irf
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hh = figure('Name',['Relative response to' ...
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' orthogonalized shock to ' tit(i,:)]);
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else
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hh = figure('Name',['Orthogonalized shock to ' tit(i,:) ...
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' figure ' int2str(fig)]);
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hh = figure('Name',['Orthogonalized shock to' ...
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' ' tit(i,:)]);
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end
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for plt = 1:nstar
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subplot(nr,nc,plt);
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plot(1:options_.irf,transpose(irfs((fig-1)*nstar+plt,:)),'-k','linewidth',1);
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for j = 1:number_of_plots_to_draw
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subplot(nr,nc,j);
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plot(1:options_.irf,transpose(irfs(j,:)),'-k','linewidth',1);
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hold on
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plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
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hold off
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xlim([1 options_.irf]);
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title(deblank(mylist((fig-1)*nstar+plt,:)),'Interpreter','none');
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title(deblank(mylist(j,:)),'Interpreter','none');
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end
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eval(['print -depsc2 ' M_.fname '_IRF_' deblank(tit(i,:)) int2str(fig)]);
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eval(['print -dpdf ' M_.fname '_IRF_' deblank(tit(i,:)) int2str(fig)]);
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saveas(hh,[M_.fname '_IRF_' deblank(tit(i,:)) int2str(fig) '.fig']);
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eval(['print -depsc2 ' M_.fname '_IRF_' deblank(tit(i,:))]);
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eval(['print -dpdf ' M_.fname '_IRF_' deblank(tit(i,:))]);
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saveas(hh,[M_.fname '_IRF_' deblank(tit(i,:)) '.fig']);
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if TeX
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for j = 1:nstar
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fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{$%s$}\n'],deblank(mylist((fig-1)*nstar+j,:)),deblank(mylistTeX((fig-1)*nstar+j,:)));
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for j = 1:number_of_plots_to_draw
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fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{$%s$}\n'],deblank(mylist(j,:)),deblank(mylistTeX(j,:)));
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end
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_IRF_%s%s}\n',M_.fname,deblank(tit(i,:)),int2str(fig));
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_IRF_%s}\n',M_.fname,deblank(tit(i,:)));
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fprintf(fidTeX,'\\caption{Impulse response functions (orthogonalized shock to $%s$).}',titTeX(i,:));
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fprintf(fidTeX,'\\label{Fig:IRF:%s}\n',deblank(tit(i,:)));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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% close(hh)
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else
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for fig = 1:nbplt-1
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if options_.relative_irf == 1
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hh = figure('Name',['Relative response to orthogonalized shock' ...
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' to ' tit(i,:) ' figure ' int2str(fig)]);
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else
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hh = figure('Name',['Orthogonalized shock to ' tit(i,:) ...
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' figure ' int2str(fig)]);
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end
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for plt = 1:nstar
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subplot(nr,nc,plt);
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plot(1:options_.irf,transpose(irfs((fig-1)*nstar+plt,:)),'-k','linewidth',1);
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hold on
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plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
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hold off
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xlim([1 options_.irf]);
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title(deblank(mylist((fig-1)*nstar+plt,:)),'Interpreter','none');
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end
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eval(['print -depsc2 ' M_.fname '_IRF_' deblank(tit(i,:)) int2str(fig)]);
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eval(['print -dpdf ' M_.fname '_IRF_' deblank(tit(i,:)) int2str(fig)]);
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saveas(hh,[M_.fname '_IRF_' deblank(tit(i,:)) int2str(fig) '.fig']);
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if TeX
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for j = 1:nstar
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fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{$%s$}\n'],deblank(mylist((fig-1)*nstar+j,:)),deblank(mylistTeX((fig-1)*nstar+j,:)));
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end
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_IRF_%s%s}\n',M_.fname,deblank(tit(i,:)),int2str(fig));
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if options_.relative_irf
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fprintf(fidTeX,['\\caption{Relative impulse response' ...
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' functions (orthogonalized shock to $%s$).}'],deblank(titTeX(i,:)));
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else
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fprintf(fidTeX,['\\caption{Impulse response functions' ...
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' (orthogonalized shock to $%s$).}'],deblank(titTeX(i,:)));
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end
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fprintf(fidTeX,'\\label{Fig:BayesianIRF:%s:%s}\n',deblank(tit(i,:)),int2str(fig));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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% close(hh);
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end
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hh = figure('Name',['Orthogonalized shock to ' tit(i,:) ' figure ' int2str(nbplt) '.']);
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m = 0;
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for plt = 1:number_of_plots_to_draw-(nbplt-1)*nstar;
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m = m+1;
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subplot(lr,lc,m);
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plot(1:options_.irf,transpose(irfs((nbplt-1)*nstar+plt,:)),'-k','linewidth',1);
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hold on
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plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
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hold off
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xlim([1 options_.irf]);
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title(deblank(mylist((nbplt-1)*nstar+plt,:)),'Interpreter','none');
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end
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eval(['print -depsc2 ' M_.fname '_IRF_' deblank(tit(i,:)) int2str(nbplt)]);
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eval(['print -dpdf ' M_.fname '_IRF_' deblank(tit(i,:)) int2str(nbplt)]);
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saveas(hh,[M_.fname '_IRF_' deblank(tit(i,:)) int2str(nbplt) '.fig']);
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if TeX
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for j = 1:m
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fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{$%s$}\n'],deblank(mylist((nbplt-1)*nstar+j,:)),deblank(mylistTeX((nbplt-1)*nstar+j,:)));
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end
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_IRF_%s%s}\n',M_.fname,deblank(tit(i,:)),int2str(nbplt));
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if options_.relative_irf
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fprintf(fidTeX,['\\caption{Relative impulse response' ...
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' functions (orthogonalized shock to $%s$).}'],deblank(titTeX(i,:)));
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fprintf(fidTeX,['\\caption{Relative impulse response functions' ...
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' (orthogonalized shock to $%s$).}'],deblank(titTeX(i,:)));
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else
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fprintf(fidTeX,['\\caption{Impulse response functions' ...
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' (orthogonalized shock to $%s$).}'],deblank(titTeX(i,:)));
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end
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fprintf(fidTeX,'\\label{Fig:BayesianIRF:%s:%s}\n',deblank(tit(i,:)),int2str(fig));
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fprintf(fidTeX,'\\label{Fig:IRF:%s:%s}\n',deblank(tit(i,:)),int2str(nbplt));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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% close(hh);
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% close(hh);
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end
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hh = figure('Name',['Orthogonalized shock to ' tit(i,:) ' figure ' int2str(nbplt) '.']);
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m = 0;
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for plt = 1:number_of_plots_to_draw-(nbplt-1)*nstar;
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m = m+1;
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subplot(lr,lc,m);
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plot(1:options_.irf,transpose(irfs((nbplt-1)*nstar+plt,:)),'-k','linewidth',1);
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hold on
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plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
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hold off
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xlim([1 options_.irf]);
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title(deblank(mylist((nbplt-1)*nstar+plt,:)),'Interpreter','none');
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end
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eval(['print -depsc2 ' M_.fname '_IRF_' deblank(tit(i,:)) int2str(nbplt)]);
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eval(['print -dpdf ' M_.fname '_IRF_' deblank(tit(i,:)) int2str(nbplt)]);
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saveas(hh,[M_.fname '_IRF_' deblank(tit(i,:)) int2str(nbplt) '.fig']);
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if TeX
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for j = 1:m
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fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{$%s$}\n'],deblank(mylist((nbplt-1)*nstar+j,:)),deblank(mylistTeX((nbplt-1)*nstar+j,:)));
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end
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_IRF_%s%s}\n',M_.fname,deblank(tit(i,:)),int2str(nbplt));
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if options_.relative_irf
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fprintf(fidTeX,['\\caption{Relative impulse response functions' ...
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' (orthogonalized shock to $%s$).}'],deblank(titTeX(i,:)));
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else
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fprintf(fidTeX,['\\caption{Impulse response functions' ...
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' (orthogonalized shock to $%s$).}'],deblank(titTeX(i,:)));
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end
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fprintf(fidTeX,'\\label{Fig:IRF:%s:%s}\n',deblank(tit(i,:)),int2str(nbplt));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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% close(hh);
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end
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end
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end
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iter_ = olditer;
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if TeX
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fprintf(fidTeX,' \n');
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fprintf(fidTeX,'%% End Of TeX file. \n');
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fclose(fidTeX);
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iter_ = olditer;
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if TeX
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fprintf(fidTeX,' \n');
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fprintf(fidTeX,'%% End Of TeX file. \n');
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fclose(fidTeX);
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end
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end
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end
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