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 (C) 2005-2013 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_,'Name',figurename); end [nam,texnam] = get_the_name(i,TeX,M_,estim_params_,options_); if subplotnum == 1 NAMES = nam; if TeX TeXNAMES = texnam; end else NAMES = char(NAMES,nam); if TeX TeXNAMES = char(TeXNAMES,texnam); end end [x2,f2,abscissa,dens,binf2,bsup2] = draw_prior_density(i,bayestopt_); top2 = max(f2); if i <= nvx name = deblank(M_.exo_names(estim_params_.var_exo(i,1),:)); eval(['x1 = oo_.posterior_density.shocks_std.' name '(:,1);']) eval(['f1 = oo_.posterior_density.shocks_std.' name '(:,2);']) eval(['oo_.prior_density.shocks_std.' name '(:,1) = x2;']) eval(['oo_.prior_density.shocks_std.' name '(:,2) = f2;']) if ~options_.mh_posterior_mode_estimation eval(['pmod = oo_.posterior_mode.shocks_std.' name ';']) end elseif i <= nvx+nvn name = options_.varobs{estim_params_.nvn_observable_correspondence(i-nvx,1)}; eval(['x1 = oo_.posterior_density.measurement_errors_std.' name '(:,1);']) eval(['f1 = oo_.posterior_density.measurement_errors_std.' name '(:,2);']) eval(['oo_.prior_density.mearsurement_errors_std.' name '(:,1) = x2;']) eval(['oo_.prior_density.measurement_errors_std.' name '(:,2) = f2;']) if ~options_.mh_posterior_mode_estimation eval(['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 = [deblank(M_.exo_names(k1,:)) '_' deblank(M_.exo_names(k2,:))]; eval(['x1 = oo_.posterior_density.shocks_corr.' name '(:,1);']) eval(['f1 = oo_.posterior_density.shocks_corr.' name '(:,2);']) eval(['oo_.prior_density.shocks_corr.' name '(:,1) = x2;']) eval(['oo_.prior_density.shocks_corr.' name '(:,2) = f2;']) if ~options_.mh_posterior_mode_estimation eval(['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 = [deblank(M_.endo_names(k1,:)) '_' deblank(M_.endo_names(k2,:))]; eval(['x1 = oo_.posterior_density.measurement_errors_corr.' name '(:,1);']) eval(['f1 = oo_.posterior_density.measurement_errors_corr.' name '(:,2);']) eval(['oo_.prior_density.mearsurement_errors_corr.' name '(:,1) = x2;']) eval(['oo_.prior_density.measurement_errors_corr.' name '(:,2) = f2;']) if ~options_.mh_posterior_mode_estimation eval(['pmod = oo_.posterior_mode.measurement_errors_corr.' name ';']) end else j = i - (nvx+nvn+ncx+ncn); name = deblank(M_.param_names(estim_params_.param_vals(j,1),:)); eval(['x1 = oo_.posterior_density.parameters.' name '(:,1);']) eval(['f1 = oo_.posterior_density.parameters.' name '(:,2);']) eval(['oo_.prior_density.parameters.' name '(:,1) = x2;']) eval(['oo_.prior_density.parameters.' name '(:,2) = f2;']) if ~options_.mh_posterior_mode_estimation eval(['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]); title(nam,'Interpreter','none'); hold off; drawnow if subplotnum == MaxNumberOfPlotPerFigure || i == npar; dyn_saveas(hfig,[OutputDirectoryName '/' M_.fname '_PriorsAndPosteriors' int2str(figunumber)],options_); if TeX && any(strcmp('eps',cellstr(options_.graph_format))) fprintf(fidTeX,'\\begin{figure}[H]\n'); for j = 1:size(NAMES,1) fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(j,:)),deblank(TeXNAMES(j,:))); end fprintf(fidTeX,'\\centering\n'); fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s/%s_PriorsAndPosteriors%s}\n',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