96 lines
4.5 KiB
Matlab
96 lines
4.5 KiB
Matlab
function display_comparison_moments_irfs(M_, options_mom_, data_moments, model_moments)
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% display_comparison_moments_irfs(M_, options_mom_, data_moments, model_moments)
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% -------------------------------------------------------------------------
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% Displays and saves to disk the comparison of the data moments/IRFs and the model moments/IRFs
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% -------------------------------------------------------------------------
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% INPUTS
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% M_: [structure] model information
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% options_mom_: [structure] method of moments options
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% data_moments: [vector] data moments
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% model_moments: [vector] model moments
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% -------------------------------------------------------------------------
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% OUTPUT
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% No output, just displays and saves to disk the comparison of the data moments and the model moments
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% -------------------------------------------------------------------------
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% This function is called by
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% o mom.run
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% -------------------------------------------------------------------------
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% This function calls
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% o dyn_latex_table
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% o dyntable
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% o cellofchararraymaxlength
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% -------------------------------------------------------------------------
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% Copyright © 2023 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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if strcmp(options_mom_.mom.mom_method,'IRF_MATCHING')
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titl = upper('Comparison of matched data IRFs and model IRFs');
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headers = {'IRF','Data','Model'};
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idx = 1;
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for jj = 1:size(M_.matched_irfs,1)
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irf_varname = M_.matched_irfs{jj,1};
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irf_shockname = M_.matched_irfs{jj,2};
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% note that periods can span over multiple rows
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IRF_PERIODS = [];
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for kk = 1:size(M_.matched_irfs{jj,3},1)
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irf_periods = M_.matched_irfs{jj,3}{kk,1};
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IRF_PERIODS = [IRF_PERIODS; irf_periods(:)];
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end
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for hh = 1:length(IRF_PERIODS)
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labels{idx,1} = sprintf('%s %s (%u)',irf_varname,irf_shockname,IRF_PERIODS(hh));
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labels_TeX{idx,1} = sprintf('%s %s (%u)',M_.endo_names_tex{ismember(M_.endo_names,irf_varname)},M_.exo_names_tex{ismember(M_.exo_names,irf_shockname)},IRF_PERIODS(hh));
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idx = idx+1;
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end
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end
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else
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titl = ['Comparison of matched data moments and model moments (',options_mom_.mom.mom_method,')'];
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headers = {'Moment','Data','Model'};
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for jm = 1:size(M_.matched_moments,1)
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lables_tmp = 'E[';
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lables_tmp_tex = 'E \left[ ';
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for jvar = 1:length(M_.matched_moments{jm,1})
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lables_tmp = [lables_tmp M_.endo_names{M_.matched_moments{jm,1}(jvar)}];
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lables_tmp_tex = [lables_tmp_tex, '{', M_.endo_names_tex{M_.matched_moments{jm,1}(jvar)}, '}'];
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if M_.matched_moments{jm,2}(jvar) ~= 0
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lables_tmp = [lables_tmp, '(', num2str(M_.matched_moments{jm,2}(jvar)), ')'];
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lables_tmp_tex = [lables_tmp_tex, '_{t', num2str(M_.matched_moments{jm,2}(jvar)), '}'];
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else
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lables_tmp_tex = [lables_tmp_tex, '_{t}'];
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end
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if M_.matched_moments{jm,3}(jvar) > 1
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lables_tmp = [lables_tmp, '^', num2str(M_.matched_moments{jm,3}(jvar))];
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lables_tmp_tex = [lables_tmp_tex, '^{', num2str(M_.matched_moments{jm,3}(jvar)) '}'];
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end
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if jvar == length(M_.matched_moments{jm,1})
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lables_tmp = [lables_tmp, ']'];
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lables_tmp_tex = [lables_tmp_tex, ' \right]'];
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else
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lables_tmp = [lables_tmp, '*'];
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lables_tmp_tex = [lables_tmp_tex, ' \times '];
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end
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end
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labels{jm,1} = lables_tmp;
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labels_TeX{jm,1} = lables_tmp_tex;
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end
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end
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data_mat = [data_moments model_moments];
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dyntable(options_mom_, titl, headers, labels, data_mat, cellofchararraymaxlength(labels)+2, 10, 7);
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if options_mom_.TeX
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dyn_latex_table(M_, options_mom_, titl, ['comparison_moments_', options_mom_.mom.mom_method], headers, labels_TeX, data_mat, cellofchararraymaxlength(labels)+2, 10, 7);
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end |