function trace_plot(options_,M_,estim_params_,type,blck,name1,name2) % This function build 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) or 'StructuralShock' (for structural shock). % blck [integer] Number of the mh chain. % name1 [string] Object name. % name2 [string] Object name. % % OUTPUTS % None % % SPECIAL REQUIREMENTS % Copyright (C) 2003-2013 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 . % Cet the column index: if nargin<7 column = name2index(options_, M_, estim_params_, type, name1); else column = name2index(options_, M_, estim_params_, type, name1, name2); end if isempty(column) return end % Get informations about the posterior draws: DirectoryName = CheckPath('metropolis',M_.dname); try load([DirectoryName '/' M_.fname '_mh_history.mat']); catch disp(['Trace_plot:: I can''t find ' M_.fname '_results.mat !']) disp(['Trace_plot:: Did you run a metropolis?']) return end 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 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_,'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_.fname, 'dir') mkdir('.',M_.fname); end if ~exist([M_.fname filesep 'graphs']) mkdir(M_.fname,'graphs'); end plot_name=get_the_name(column,0,M_,estim_params_,options_); dyn_saveas(hh,[M_.fname, filesep, 'graphs', filesep, 'TracePlot_' plot_name],options_)