function oo_ = PlotPosteriorDistributions(estim_params_, M_, options_, bayestopt_, oo_) % function PlotPosteriorDistributions() % plots posterior distributions % % INPUTS % estim_params_ [structure] % M_ [structure] % options_ [structure] % bayestopt_ [structure] % oo_ [structure] % % OUTPUTS % oo_ [structure] % % SPECIAL REQUIREMENTS % none % Copyright © 2005-2018 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 . OutputDirectoryName = CheckPath('Output',M_.dname); TeX = options_.TeX; nblck = options_.mh_nblck; nvx = estim_params_.nvx; nvn = estim_params_.nvn; ncx = estim_params_.ncx; ncn = estim_params_.ncn; np = estim_params_.np ; npar = nvx+nvn+ncx+ncn+np; MaxNumberOfPlotPerFigure = 9;% The square root must be an integer! nn = sqrt(MaxNumberOfPlotPerFigure); figurename = 'Priors and posteriors'; if TeX && any(strcmp('eps',cellstr(options_.graph_format))) fidTeX = fopen([OutputDirectoryName '/' M_.fname '_PriorsAndPosteriors.tex'],'w'); fprintf(fidTeX,'%% TeX eps-loader file generated by PlotPosteriorDistributions.m (Dynare).\n'); fprintf(fidTeX,['%% ' datestr(now,0) '\n']); fprintf(fidTeX,' \n'); end figunumber = 0; subplotnum = 0; for i=1:npar subplotnum = subplotnum+1; if subplotnum == 1 figunumber = figunumber+1; hfig=dyn_figure(options_.nodisplay, 'Name', figurename); end [nam,texnam] = get_the_name(i, TeX, M_, estim_params_, options_); [x2, f2, abscissa, dens, binf2, bsup2] = draw_prior_density(i, bayestopt_); top2 = max(f2); if i <= nvx name = M_.exo_names{estim_params_.var_exo(i,1)}; x1 = oo_.posterior_density.shocks_std.(name)(:,1); f1 = oo_.posterior_density.shocks_std.(name)(:,2); oo_.prior_density.shocks_std.(name)(:,1) = x2; oo_.prior_density.shocks_std.(name)(:,2) = f2; if ~options_.mh_posterior_mode_estimation pmod = oo_.posterior_mode.shocks_std.(name); end elseif i <= nvx+nvn name = options_.varobs{estim_params_.nvn_observable_correspondence(i-nvx,1)}; x1 = oo_.posterior_density.measurement_errors_std.(name)(:,1); f1 = oo_.posterior_density.measurement_errors_std.(name)(:,2); oo_.prior_density.measurement_errors_std.(name)(:,1) = x2; oo_.prior_density.measurement_errors_std.(name)(:,2) = f2; if ~options_.mh_posterior_mode_estimation pmod = oo_.posterior_mode.measurement_errors_std.(name); end elseif i <= nvx+nvn+ncx j = i - (nvx+nvn); k1 = estim_params_.corrx(j,1); k2 = estim_params_.corrx(j,2); name = sprintf('%s_%s', M_.exo_names{k1}, M_.exo_names{k2}); x1 = oo_.posterior_density.shocks_corr.(name)(:,1); f1 = oo_.posterior_density.shocks_corr.(name)(:,2); oo_.prior_density.shocks_corr.(name)(:,1) = x2; oo_.prior_density.shocks_corr.(name)(:,2) = f2; if ~options_.mh_posterior_mode_estimation pmod = oo_.posterior_mode.shocks_corr.(name); end elseif i <= nvx+nvn+ncx+ncn j = i - (nvx+nvn+ncx); k1 = estim_params_.corrn(j,1); k2 = estim_params_.corrn(j,2); name = sprintf('%s_%s', M_.endo_names{k1}, M_.endo_names{k2}); x1 = oo_.posterior_density.measurement_errors_corr.(name)(:,1); f1 = oo_.posterior_density.measurement_errors_corr.(name)(:,2); oo_.prior_density.measurement_errors_corr.(name)(:,1) = x2; oo_.prior_density.measurement_errors_corr.(name)(:,2) = f2; if ~options_.mh_posterior_mode_estimation pmod = oo_.posterior_mode.measurement_errors_corr.(name); end else j = i - (nvx+nvn+ncx+ncn); name = M_.param_names{estim_params_.param_vals(j,1)}; x1 = oo_.posterior_density.parameters.(name)(:,1); f1 = oo_.posterior_density.parameters.(name)(:,2); oo_.prior_density.parameters.(name)(:,1) = x2; oo_.prior_density.parameters.(name)(:,2) = f2; if ~options_.mh_posterior_mode_estimation pmod = oo_.posterior_mode.parameters.(name); end end top1 = max(f1); top0 = max([top1; top2]); binf1 = x1(1); bsup1 = x1(end); borneinf = min(binf1, binf2); bornesup = max(bsup1, bsup2); subplot(nn, nn, subplotnum) hh = plot(x2, f2, '-k', 'linewidth', 2); set(hh, 'color', [0.7 0.7 0.7]); hold on; plot(x1, f1, '-k', 'linewidth', 2); if ~options_.mh_posterior_mode_estimation plot([pmod pmod], [0.0 1.1*top0], '--g', 'linewidth', 2); end box on axis([borneinf bornesup 0 1.1*top0]) if TeX title(texnam, 'Interpreter', 'latex') else title(nam, 'Interpreter', 'none') end hold off drawnow if subplotnum == MaxNumberOfPlotPerFigure || i == npar dyn_saveas(hfig,[OutputDirectoryName '/' M_.fname '_PriorsAndPosteriors' int2str(figunumber)], options_.nodisplay, options_.graph_format); if TeX && any(strcmp('eps', cellstr(options_.graph_format))) fprintf(fidTeX, '\\begin{figure}[H]\n'); fprintf(fidTeX, '\\centering\n'); fprintf(fidTeX, '\\includegraphics[width=%2.2f\\textwidth]{%s/%s_PriorsAndPosteriors%s}\n', ... options_.figures.textwidth*min(subplotnum/nn,1), OutputDirectoryName, M_.fname, int2str(figunumber)); fprintf(fidTeX,'\\caption{Priors and posteriors.}'); fprintf(fidTeX,'\\label{Fig:PriorsAndPosteriors:%s}\n', int2str(figunumber)); fprintf(fidTeX,'\\end{figure}\n'); fprintf(fidTeX,' \n'); if i == npar fprintf(fidTeX,'%% End of TeX file.\n'); fclose(fidTeX); end end subplotnum = 0; end end