function trace_plot(options_,M_,estim_params_,type,blck,name1,name2) % This function builds trace plot for the Metropolis-Hastings draws. % % INPUTS % % options_ [structure] Dynare structure. % M_ [structure] Dynare structure (related to model definition). % estim_params_ [structure] Dynare structure (related to estimation). % type [string] 'DeepParameter', 'MeasurementError' (for measurement equation error), % 'StructuralShock' (for structural shock) % or 'PosteriorDensity (for posterior density)' % blck [integer] Number of the mh chain. % name1 [string] Object name. % name2 [string] Object name. % % OUTPUTS % None % % SPECIAL REQUIREMENTS % Copyright © 2003-2018 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 . % Cet the column index: if strcmpi(type,'PosteriorDensity') column=0; name1=''; else if nargin<7 column = name2index(options_, M_, estim_params_, type, name1); else column = name2index(options_, M_, estim_params_, type, name1, name2); end end if isempty(column) return end % Get informations about the posterior draws: MetropolisFolder = CheckPath('metropolis',M_.dname); load_last_mh_history_file(MetropolisFolder, M_.fname); FirstMhFile = 1; FirstLine = 1; TotalNumberOfMhFiles = sum(record.MhDraws(:,2)); TotalNumberOfMhDraws = sum(record.MhDraws(:,1)); clear record; % Get all the posterior draws: PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, blck); % Plot the posterior draws: if strcmpi(type,'DeepParameter') TYPE = 'parameter '; elseif strcmpi(type,'StructuralShock') if nargin<7 TYPE = 'the standard deviation of structural shock '; else TYPE = 'the correlation between structural shocks '; end elseif strcmpi(type,'MeasurementError') if nargin<7 TYPE = 'the standard deviation of measurement error '; else TYPE = 'the correlation between measurement errors '; end elseif strcmpi(type,'PosteriorDensity') TYPE='the posterior density'; end if nargin<7 FigureName = ['Trace plot for ' TYPE name1]; else FigureName = ['Trace plot for ' TYPE name1 ' and ' name2]; end if options_.mh_nblck>1 FigureName = [ FigureName , ' (block number ' int2str(blck) ').']; end hh=dyn_figure(options_.nodisplay,'Name',FigureName); plot(1:TotalNumberOfMhDraws,PosteriorDraws,'Color',[.7 .7 .7]); % Compute the moving average of the posterior draws: N = options_.trace_plot_ma; MovingAverage = NaN(TotalNumberOfMhDraws,1); first = N+1; last = TotalNumberOfMhDraws-N; for t=first:last MovingAverage(t) = mean(PosteriorDraws(t-N:t+N)); end hold on plot(1:TotalNumberOfMhDraws,MovingAverage,'-k','linewidth',2) hold off axis tight legend({'MCMC draw';[num2str(N) ' period moving average']},'Location','NorthWest') % create subdirectory /graphs if it doesn't exist if ~exist(M_.dname, 'dir') mkdir('.',M_.dname); end if ~exist([M_.dname filesep 'graphs'],'dir') mkdir(M_.dname,'graphs'); end %get name for plot if strcmpi(type,'PosteriorDensity') plot_name='Posterior'; else plot_name=get_the_name(column,0,M_,estim_params_,options_); end plot_name=[plot_name,'_blck_',num2str(blck)]; dyn_saveas(hh,[M_.dname, filesep, 'graphs', filesep, 'TracePlot_' plot_name],options_.nodisplay,options_.graph_format) if options_.TeX fid=fopen([M_.dname,'/graphs/',M_.fname,'_TracePlot_' plot_name,'.tex'],'w+'); if strcmpi(type,'DeepParameter') tex_names=M_.param_names_tex; base_names=M_.param_names; elseif strcmpi(type,'StructuralShock') tex_names=M_.exo_names_tex; base_names=M_.exo_names; elseif strcmpi(type,'MeasurementError') tex_names=M_.endo_names_tex; base_names=M_.endo_names; end if strcmpi(type,'PosteriorDensity') FigureName = ['Trace plot for ' TYPE name1]; else if nargin<7 FigureName = ['Trace plot for ' TYPE '$' tex_names{strmatch(name1,base_names,'exact')} '$']; else FigureName = ['Trace plot for ' TYPE '$' tex_names{strmatch(name1,base_names,'exact')} '$ and $' tex_names{strmatch(name2,base_names,'exact')} '$']; end end if options_.mh_nblck>1 FigureName = [ FigureName , ' (block number ' int2str(blck) ').']; end fprintf(fid,'%-s\n','\begin{figure}[H]'); fprintf(fid,'%-s\n','\centering'); fprintf(fid,'%-s\n',[' \includegraphics[width=0.8\textwidth]{',[M_.dname, '/graphs/TracePlot_' plot_name],'}\\']); fprintf(fid,'%-s\n',[' \caption{',FigureName,'}']); fprintf(fid,'%-s\n','\end{figure}'); fclose(fid); end