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

Add function generate_trace_plots.m that plots trace plots for all estimated parameters

time-shift
Johannes Pfeifer 2016-07-14 14:48:32 +02:00 committed by Stéphane Adjemian (Hermes)
parent 1befd3b515
commit dd22b9609e
2 changed files with 70 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

7
doc/dynare.texi
View File

@ -13712,6 +13712,13 @@ distribution. Results returned in @var{oo_.posterior_function_results}
@end deffn
@anchor{generate_trace_plots}
@deffn Command generate_trace_plots(@var{CHAIN_NUMBER}) ;
Generates trace plots of the MCMC draws for all estimated parameters and the posterior density in the specified Markov Chain @code{CHAIN_NUMBER}.
@end deffn
@anchor{internals}
@deffn {MATLAB/Octave command} internals @var{FLAG} @var{ROUTINENAME}[.m]|@var{MODFILENAME}

63
matlab/generate_trace_plots.m Normal file
View File

@ -0,0 +1,63 @@
function generate_trace_plots(chain_number)
%function generate_trace_plots(chain_number)
% Generates trace plots for all estimated parameters and the posterior
%
% INPUTS
% chain_number: [scalar] number of the chain for which to construct the trace plots
%
% OUTPUTS
% none
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2016 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ estim_params_
% Get informations about the posterior draws:
MetropolisFolder = CheckPath('metropolis',M_.dname);
load_last_mh_history_file(MetropolisFolder, M_.fname);
if chain_number>record.Nblck
error('generate_trace_plots:: chain number is bigger than existing number of chains')
end
trace_plot(options_,M_,estim_params_,'PosteriorDensity',chain_number)
for ii=1:size(estim_params_.param_vals,1)
parameter_name=deblank(M_.param_names(estim_params_.param_vals(ii,1),:));
trace_plot(options_,M_,estim_params_,'DeepParameter',chain_number,parameter_name)
end
for ii=1:size(estim_params_.var_exo,1)
parameter_name=deblank(M_.exo_names(estim_params_.var_exo(ii,1),:));
trace_plot(options_,M_,estim_params_,'StructuralShock',chain_number,parameter_name)
end
for ii=1:size(estim_params_.corrn,1)
parameter_name_1=deblank(M_.endo_names(estim_params_.corrn(ii,1),:));
parameter_name_2=deblank(M_.endo_names(estim_params_.corrn(ii,2),:));
trace_plot(options_,M_,estim_params_,'MeasurementError',chain_number,parameter_name_1,parameter_name_2)
end
for ii=1:size(estim_params_.corrx,1)
parameter_name_1=deblank(M_.exo_names(estim_params_.corrx(ii,1),:));
parameter_name_2=deblank(M_.exo_names(estim_params_.corrx(ii,2),:));
trace_plot(options_,M_,estim_params_,'StructuralShock',chain_number,parameter_name_1,parameter_name_2)
end