function oo_=pm3(M_,options_,oo_,n1,n2,ifil,B,tit1,tit2,tit_tex,names1,names2,name3,DirectoryName,var_type,dispString) % Computes, stores and plots the posterior moment statistics. % % INPUTS % n1 [scalar] size of first dimension of moment matrix % n2 [scalar] size of second dimension of moment matrix % ifil [scalar] number of moment files to load % B [scalar] number of subdraws % tit1 [string] Figure title % tit2 [string] Save name for figure % tit_tex [cell array] TeX-Names for Variables % names1 [cell array] Names of all variables in the moment matrix from % which names2 is selected % names2 [cell array] Names of variables subset selected for moments % names3 [string] Name of the field in oo_ structure to be set % DirectoryName [string] Name of the directory in which to save and from % where to read % var_type [string] suffix of the filename from which to load moment % matrix % dispString [string] string to be displayes in the command window % % OUTPUTS % oo_ [structure] storing the results % PARALLEL CONTEXT % See also the comment in posterior_sampler.m funtion. % Copyright © 2007-2023 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 . nn = 3; MaxNumberOfPlotsPerFigure = nn^2; % must be square varlist = names2; if isempty(varlist) varlist = names1; SelecVariables = (1:M_.endo_nbr)'; nvar = M_.endo_nbr; else nvar = length(varlist); SelecVariables = []; for i=1:nvar if ~isempty(strmatch(varlist{i}, names1, 'exact')) SelecVariables = [SelecVariables; strmatch(varlist{i}, names1, 'exact')]; end end end if options_.TeX if isempty(tit_tex) tit_tex=names1; end varlist_TeX = cell(nvar, 1); for i=1:nvar varlist_TeX(i) = {tit_tex{SelecVariables(i)}}; end end Mean = zeros(n2,nvar); Median = zeros(n2,nvar); Var = zeros(n2,nvar); Distrib = zeros(9,n2,nvar); HPD = zeros(2,n2,nvar); if options_.estimation.moments_posterior_density.indicator Density = zeros(options_.estimation.moments_posterior_density.gridpoints,2,n2,nvar); end fprintf(['%s: ' tit1 '\n'],dispString); k = 0; filter_step_ahead_indicator=0; filter_covar_indicator=0; state_uncert_indicator=0; for file = 1:ifil loaded_file=load([DirectoryName '/' M_.fname var_type int2str(file)]); stock=loaded_file.stock; if strcmp(var_type,'_filter_step_ahead') if file==1 %on first run, initialize variable for storing filter_step_ahead stock1_filter_step_ahead=NaN(n1,n2,B,length(options_.filter_step_ahead)); stock1 = zeros(n1,n2,B); end filter_step_ahead_indicator=1; stock_filter_step_ahead=zeros(n1,n2,size(stock,4),length(options_.filter_step_ahead)); for ii=1:length(options_.filter_step_ahead) K_step_ahead=options_.filter_step_ahead(ii); stock_filter_step_ahead(:,:,:,ii)=stock(ii,:,1+K_step_ahead:n2+K_step_ahead,:); end stock = squeeze(stock(1,:,1+1:1+n2,:)); %1 step ahead starts at entry 2 k = k(end)+(1:size(stock,3)); stock1(:,:,k) = stock; stock1_filter_step_ahead(:,:,k,:) = stock_filter_step_ahead; elseif strcmp(var_type,'_filter_covar') if file==1 %on first run, initialize variable for storing filter_step_ahead stock1_filter_covar=NaN(n1,n2,size(stock,3),B); end filter_covar_indicator=1; k = k(end)+(1:size(stock,4)); stock1_filter_covar(:,:,:,k) = stock; elseif strcmp(var_type,'_trend_coeff') if file==1 %on first run, initialize variable for storing filter_step_ahead stock1_filter_step_ahead=NaN(n1,n2,B,length(options_.filter_step_ahead)); stock1 = zeros(n1,B); end k = k(end)+(1:size(stock,2)); stock1(:,k) = stock; elseif strcmp(var_type,'_state_uncert') if file==1 %on first run, initialize variable for storing filter_step_ahead stock1_state_uncert=NaN(n1,n2,size(stock,3),B); end state_uncert_indicator=1; k = k(end)+(1:size(stock,4)); stock1_state_uncert(:,:,:,k) = stock; else if file==1 %on first run, initialize variable for storing filter_step_ahead stock1 = zeros(n1,n2,B); end k = k(end)+(1:size(stock,3)); stock1(:,:,k) = stock; end end clear stock if filter_step_ahead_indicator clear stock_filter_step_ahead filter_steps=length(options_.filter_step_ahead); Mean_filter_step_ahead = zeros(filter_steps,nvar,n2); Median_filter_step_ahead = zeros(filter_steps,nvar,n2); Var_filter_step_ahead = zeros(filter_steps,nvar,n2); Distrib_filter_step_ahead = zeros(9,filter_steps,nvar,n2); HPD_filter_step_ahead = zeros(2,filter_steps,nvar,n2); if options_.estimation.moments_posterior_density.indicator Density_filter_step_ahead = zeros(options_.estimation.moments_posterior_density.gridpoints,2,filter_steps,nvar,n2); end elseif filter_covar_indicator draw_dimension=4; oo_.FilterCovariance.Mean = squeeze(mean(stock1_filter_covar,draw_dimension)); oo_.FilterCovariance.Median = squeeze(median(stock1_filter_covar,draw_dimension)); oo_.FilterCovariance.var = squeeze(var(stock1_filter_covar,0,draw_dimension)); if size(stock1_filter_covar,draw_dimension)>2 hpd_interval = quantile(stock1_filter_covar,[(1-options_.mh_conf_sig)/2 (1-options_.mh_conf_sig)/2+options_.mh_conf_sig],draw_dimension); else size_matrix=size(stock1_filter_covar); hpd_interval=NaN([size_matrix(1:3),2]); end if size(stock1_filter_covar,draw_dimension)>9 post_deciles =quantile(stock1_filter_covar,[0.1:0.1:0.9],draw_dimension); else size_matrix=size(stock1_filter_covar); post_deciles=NaN([size_matrix(1:3),9]); end oo_.FilterCovariance.post_deciles=post_deciles; oo_.FilterCovariance.HPDinf=squeeze(hpd_interval(:,:,:,1)); oo_.FilterCovariance.HPDsup=squeeze(hpd_interval(:,:,:,2)); fprintf(['%s: ' tit1 ', done!\n'],dispString); return elseif state_uncert_indicator draw_dimension=4; oo_.Smoother.State_uncertainty.Mean = squeeze(mean(stock1_state_uncert,draw_dimension)); oo_.Smoother.State_uncertainty.Median = squeeze(median(stock1_state_uncert,draw_dimension)); oo_.Smoother.State_uncertainty.var = squeeze(var(stock1_state_uncert,0,draw_dimension)); if size(stock1_state_uncert,draw_dimension)>2 hpd_interval = quantile(stock1_state_uncert,[(1-options_.mh_conf_sig)/2 (1-options_.mh_conf_sig)/2+options_.mh_conf_sig],draw_dimension); else size_matrix=size(stock1_state_uncert); hpd_interval=NaN([size_matrix(1:3),2]); end if size(stock1_state_uncert,draw_dimension)>9 post_deciles =quantile(stock1_state_uncert,[0.1:0.1:0.9],draw_dimension); else size_matrix=size(stock1_state_uncert); post_deciles=NaN([size_matrix(1:3),9]); end oo_.Smoother.State_uncertainty.post_deciles=post_deciles; oo_.Smoother.State_uncertainty.HPDinf=squeeze(hpd_interval(:,:,:,1)); oo_.Smoother.State_uncertainty.HPDsup=squeeze(hpd_interval(:,:,:,2)); fprintf(['%s: ' tit1 ', done!\n'],dispString); return end if strcmp(var_type,'_trend_coeff') %two dimensional arrays for i = 1:nvar if options_.estimation.moments_posterior_density.indicator [Mean(1,i),Median(1,i),Var(1,i),HPD(:,1,i),Distrib(:,1,i),Density(:,:,1,i)] = ... posterior_moments(squeeze(stock1(SelecVariables(i),:)),1,options_.mh_conf_sig,options_.estimation.moments_posterior_density); else [Mean(1,i),Median(1,i),Var(1,i),HPD(:,1,i),Distrib(:,1,i)] = ... posterior_moments(squeeze(stock1(SelecVariables(i),:)),0,options_.mh_conf_sig); end end else %three dimensional arrays for i = 1:nvar for j = 1:n2 if options_.estimation.moments_posterior_density.indicator [Mean(j,i),Median(j,i),Var(j,i),HPD(:,j,i),Distrib(:,j,i),Density(:,:,j,i)] = ... posterior_moments(squeeze(stock1(SelecVariables(i),j,:)),1,options_.mh_conf_sig,options_.estimation.moments_posterior_density); else [Mean(j,i),Median(j,i),Var(j,i),HPD(:,j,i),Distrib(:,j,i)] = ... posterior_moments(squeeze(stock1(SelecVariables(i),j,:)),0,options_.mh_conf_sig); end if filter_step_ahead_indicator if options_.estimation.moments_posterior_density.indicator for K_step = 1:length(options_.filter_step_ahead) [Mean_filter_step_ahead(K_step,i,j),Median_filter_step_ahead(K_step,i,j),Var_filter_step_ahead(K_step,i,j),HPD_filter_step_ahead(:,K_step,i,j),Distrib_filter_step_ahead(:,K_step,i,j),Density_filter_step_ahead(:,:,K_step,i,j) ] = ... posterior_moments(squeeze(stock1_filter_step_ahead(SelecVariables(i),j,:,K_step)),1,options_.mh_conf_sig,options_.estimation.moments_posterior_density); end else for K_step = 1:length(options_.filter_step_ahead) [Mean_filter_step_ahead(K_step,i,j),Median_filter_step_ahead(K_step,i,j),Var_filter_step_ahead(K_step,i,j),HPD_filter_step_ahead(:,K_step,i,j),Distrib_filter_step_ahead(:,K_step,i,j)] = ... posterior_moments(squeeze(stock1_filter_step_ahead(SelecVariables(i),j,:,K_step)),0,options_.mh_conf_sig); end end end end end end clear stock1 if filter_step_ahead_indicator %write matrices corresponding to ML clear stock1_filter_step_ahead FilteredVariablesKStepAhead=zeros(length(options_.filter_step_ahead),nvar,n2+max(options_.filter_step_ahead)); FilteredVariablesKStepAheadVariances=zeros(length(options_.filter_step_ahead),nvar,n2+max(options_.filter_step_ahead)); for K_step = 1:length(options_.filter_step_ahead) FilteredVariablesKStepAhead(K_step,:,1+options_.filter_step_ahead(K_step):n2+options_.filter_step_ahead(K_step))=Mean_filter_step_ahead(K_step,:,:); FilteredVariablesKStepAheadVariances(K_step,:,1+options_.filter_step_ahead(K_step):n2+options_.filter_step_ahead(K_step))=Mean_filter_step_ahead(K_step,:,:); end oo_.FilteredVariablesKStepAhead=FilteredVariablesKStepAhead; oo_.FilteredVariablesKStepAheadVariances=FilteredVariablesKStepAheadVariances; end if strcmp(var_type,'_trend_coeff') || strcmp(var_type,'_smoothed_trend') || strcmp(var_type,'_smoothed_trend') for i = 1:nvar name = deblank(names1{SelecVariables(i)}); oo_.Smoother.(name3).Mean.(name) = Mean(:,i); oo_.Smoother.(name3).Median.(name) = Median(:,i); oo_.Smoother.(name3).Var.(name) = Var(:,i); oo_.Smoother.(name3).deciles.(name) = Distrib(:,:,i); oo_.Smoother.(name3).HPDinf.(name) = HPD(1,:,i)'; oo_.Smoother.(name3).HPDsup.(name) = HPD(2,:,i)'; if options_.estimation.moments_posterior_density.indicator oo_.Smoother.(name3).density.(name) = Density(:,:,:,i); end end else for i = 1:nvar name = deblank(names1{SelecVariables(i)}); oo_.(name3).Mean.(name) = Mean(:,i); oo_.(name3).Median.(name) = Median(:,i); oo_.(name3).Var.(name) = Var(:,i); oo_.(name3).deciles.(name) = Distrib(:,:,i); oo_.(name3).HPDinf.(name) = HPD(1,:,i)'; oo_.(name3).HPDsup.(name) = HPD(2,:,i)'; if options_.estimation.moments_posterior_density.indicator oo_.(name3).density.(name) = Density(:,:,:,i); end if filter_step_ahead_indicator for K_step = 1:length(options_.filter_step_ahead) name4=['Filtered_Variables_',num2str(options_.filter_step_ahead(K_step)),'_step_ahead']; oo_.(name4).Mean.(name) = squeeze(Mean_filter_step_ahead(K_step,i,:)); oo_.(name4).Median.(name) = squeeze(Median_filter_step_ahead(K_step,i,:)); oo_.(name4).Var.(name) = squeeze(Var_filter_step_ahead(K_step,i,:)); oo_.(name4).deciles.(name) = squeeze(Distrib_filter_step_ahead(:,K_step,i,:)); oo_.(name4).HPDinf.(name) = squeeze(HPD_filter_step_ahead(1,K_step,i,:)); oo_.(name4).HPDsup.(name) = squeeze(HPD_filter_step_ahead(2,K_step,i,:)); if options_.estimation.moments_posterior_density.indicator oo_.(name4).density.(name) = squeeze(Density_filter_step_ahead(:,:,K_step,i,:)); end end end end end if strcmp(var_type,'_trend_coeff') || max(max(abs(Mean(:,:))))<=10^(-6) || all(all(isnan(Mean))) fprintf(['%s: ' tit1 ', done!\n'],dispString); return %not do plots end %% Finally I build the plots. if ~options_.nograph && ~options_.no_graph.posterior % Block of code executed in parallel, with the exception of file % .tex generation always run sequentially. This portion of code is execute in parallel by % pm3_core1.m function. % %%%%%%%%% PARALLEL BLOCK % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % %%% The file .TeX! are not saved in parallel. % Store the variable mandatory for local/remote parallel computing. localVars=[]; localVars.tit1=tit1; localVars.nn=nn; localVars.n2=n2; localVars.Distrib=Distrib; localVars.varlist=varlist; if options_.TeX localVars.varlist_TeX=varlist_TeX; end localVars.MaxNumberOfPlotsPerFigure=MaxNumberOfPlotsPerFigure; localVars.name3=name3; localVars.tit2=tit2; localVars.Mean=Mean; localVars.TeX=options_.TeX; localVars.nodisplay=options_.nodisplay; localVars.graph_format=options_.graph_format; localVars.dname=M_.dname; localVars.fname=M_.fname; % Like sequential execution! nvar0=nvar; if ~isoctave % Commenting for testing! if isnumeric(options_.parallel) || ceil(size(varlist,1)/MaxNumberOfPlotsPerFigure)<4 fout = pm3_core(localVars,1,nvar,0); % Parallel execution! else isRemoteOctave = 0; for indPC=1:length(options_.parallel) isRemoteOctave = isRemoteOctave + (findstr(options_.parallel(indPC).MatlabOctavePath, 'octave')); end if isRemoteOctave fout = pm3_core(localVars,1,nvar,0); else globalVars = []; [fout, nvar0, totCPU] = masterParallel(options_.parallel, 1, nvar, [],'pm3_core', localVars,globalVars, options_.parallel_info); end end else % For the time being in Octave enviroment the pm3.m is executed only in % serial modality, to avoid problem with the plots. fout = pm3_core(localVars,1,nvar,0); end subplotnum = 0; if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format))) fidTeX = fopen([M_.dname '/Output/' M_.fname '_' name3 '.tex'],'w'); fprintf(fidTeX,'%% TeX eps-loader file generated by Dynare.\n'); fprintf(fidTeX,['%% ' datestr(now,0) '\n']); fprintf(fidTeX,' \n'); nvar0=cumsum(nvar0); i=0; for j=1:length(nvar0) nvar=nvar0(j); while i 10^(-6) subplotnum = subplotnum+1; end if subplotnum == MaxNumberOfPlotsPerFigure || i == nvar fprintf(fidTeX,'\\begin{figure}[H]\n'); fprintf(fidTeX,'\\centering \n'); fprintf(fidTeX,['\\includegraphics[width=%2.2f\\textwidth]{%s/Output/%s_' name3 '_%s}\n'],options_.figures.textwidth*min(subplotnum/nn,1),M_.dname,M_.fname, tit2{i}); fprintf(fidTeX,'\\label{Fig:%s:%s}\n',name3,tit2{i}); fprintf(fidTeX,'\\caption{%s}\n',tit1); fprintf(fidTeX,'\\end{figure}\n'); fprintf(fidTeX,' \n'); subplotnum = 0; end end end fprintf(fidTeX,'%% End of TeX file.\n'); fclose(fidTeX); end end fprintf(['%s: ' tit1 ', done!\n'],dispString);