dynare/matlab/PosteriorIRF_core2.m

174 lines
7.1 KiB
Matlab

function myoutput=PosteriorIRF_core2(myinputs,fpar,npar,whoiam,ThisMatlab)
% function myoutput=PosteriorIRF_core2(myinputs,fpar,npar,whoiam, ThisMatlab)
% Generates the Posterior IRFs plot from the IRFs generated in
% PosteriorIRF_core1
%
% PARALLEL CONTEXT
% Performs in parallel execution a portion of the PosteriorIRF.m code.
% For more information, see the comment in posterior_sampler_core.m
% function.
%
% INPUTS
% o myimput [struc] The mandatory variables for local/remote
% parallel computing obtained from posterior_sampler.m
% function.
% o fblck and nblck [integer] The Metropolis-Hastings chains.
% o whoiam [integer] In concurrent programming a modality to refer to the differents thread running in parallel is needed.
% The integer whoaim is the integer that
% allows us to distinguish between them. Then it is the index number of this CPU among all CPUs in the
% cluster.
% o ThisMatlab [integer] Allows us to distinguish between the
% 'main' matlab, the slave matlab worker, local matlab, remote matlab,
% ... Then it is the index number of this slave machine in the cluster.
%
% OUTPUTS
% o myoutput [struc] Contained: OutputFileName (i.e. the figures without the file .txt).
%
% ALGORITHM
% Portion of PosteriorIRF.m function code. Specifically the last 'for' cycle.
%
% SPECIAL REQUIREMENTS.
% None.
%
% Copyright © 2006-2018 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 <https://www.gnu.org/licenses/>.
global options_ M_
if nargin<4
whoiam=0;
end
% Reshape 'myinputs' for local computation.
% In order to avoid confusion in the name space, the instruction struct2local(myinputs) is replaced by:
Check=options_.TeX;
if (Check)
varlist_TeX=myinputs.varlist_TeX;
end
nvar=myinputs.nvar;
MeanIRF=myinputs.MeanIRF;
tit=myinputs.tit;
nn=myinputs.nn;
MAX_nirfs_dsgevar=myinputs.MAX_nirfs_dsgevar;
HPDIRF=myinputs.HPDIRF;
if options_.dsge_var
HPDIRFdsgevar=myinputs.HPDIRFdsgevar;
MeanIRFdsgevar=myinputs.MeanIRFdsgevar;
end
varlist=myinputs.varlist;
MaxNumberOfPlotPerFigure=myinputs.MaxNumberOfPlotPerFigure;
% Necessary only for remote computing!
if whoiam
Parallel=myinputs.Parallel;
end
% To save the figures where the function is computed!
DirectoryName = CheckPath('Output',M_.dname);
RemoteFlag = 0;
if whoiam
if Parallel(ThisMatlab).Local==0
RemoteFlag =1;
end
prct0={0,whoiam,Parallel(ThisMatlab)};
dyn_waitbar(prct0,'PosteriorIRF Plots ...');
end
OutputFileName={};
subplotnum = 0;
for i=fpar:npar
figunumber = 0;
for j=1:nvar
if max(abs(MeanIRF(:,j,i))) >= options_.impulse_responses.plot_threshold
subplotnum = subplotnum+1;
if subplotnum == 1 && options_.relative_irf
hh = dyn_figure(options_.nodisplay,'Name',['Relative response to orthogonalized shock to ' tit{i}]);
elseif subplotnum == 1 && ~options_.relative_irf
hh = dyn_figure(options_.nodisplay,'Name',['Orthogonalized shock to ' tit{i}]);
end
set(0,'CurrentFigure',hh)
subplot(nn,nn,subplotnum);
if ~MAX_nirfs_dsgevar
if ~isnan(min(HPDIRF(:,1,j,i)))
h1 = area(1:options_.irf,HPDIRF(:,2,j,i),'FaceColor',[.9 .9 .9],'BaseValue',min(HPDIRF(:,1,j,i))); %grey below HPDIsup and minimum of HPDIinf
hold on
h2 = area(1:options_.irf,HPDIRF(:,1,j,i),'FaceColor',[1 1 1],'BaseValue',min(HPDIRF(:,1,j,i))); %white below HPDIinf and minimum of HPDIinf
end
plot(1:options_.irf,MeanIRF(:,j,i),'-k','linewidth',3)
% plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
box on
axis tight
xlim([1 options_.irf]);
remove_fractional_xticks;
hold off
else
if ~isnan(min([min(HPDIRF(:,1,j,i)),min(HPDIRFdsgevar(:,1,j,i))]))
h1 = area(1:options_.irf,HPDIRF(:,2,j,i),'FaceColor',[.9 .9 .9],'BaseValue',min([min(HPDIRF(:,1,j,i)),min(HPDIRFdsgevar(:,1,j,i))])); %grey below HPDIsup and minimum of HPDIinf and HPDIRFdsgevar
hold on
h2 = area(1:options_.irf,HPDIRF(:,1,j,i),'FaceColor',[1 1 1],'BaseValue',min([min(HPDIRF(:,1,j,i)),min(HPDIRFdsgevar(:,1,j,i))])); %white below HPDIinf and minimum of HPDIinf and HPDIRFdsgevar
end
plot(1:options_.irf,MeanIRF(:,j,i),'-k','linewidth',3)
plot(1:options_.irf,MeanIRFdsgevar(:,j,i),'--k','linewidth',2)
if ~isnan(min(HPDIRF(:,1,j,i)))
plot(1:options_.irf,HPDIRFdsgevar(:,1,j,i),'--k','linewidth',1)
plot(1:options_.irf,HPDIRFdsgevar(:,2,j,i),'--k','linewidth',1)
end
% plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
box on
axis tight
xlim([1 options_.irf]);
remove_fractional_xticks;
hold off
end
if options_.TeX
title(['$' varlist_TeX{j} '$'],'Interpreter','latex')
else
title(varlist{j},'Interpreter','none')
end
else
if options_.debug
fprintf('POSTERIOR_IRF: The IRF of %s to %s is smaller than the irf_plot_threshold of %4.3f and will not be displayed.\n',varlist{j},tit{i},options_.impulse_responses.plot_threshold)
end
end
if subplotnum == MaxNumberOfPlotPerFigure || (j == nvar && subplotnum> 0)
figunumber = figunumber+1;
dyn_saveas(hh,[DirectoryName '/' M_.fname '_Bayesian_IRF_' tit{i} '_' int2str(figunumber)],options_.nodisplay,options_.graph_format);
if RemoteFlag==1
OutputFileName = [OutputFileName; {[DirectoryName,filesep], [M_.fname '_Bayesian_IRF_' deblank(tit(i,:)) '_' int2str(figunumber) '.*']}];
end
subplotnum = 0;
end
end % loop over selected endo_var
if whoiam
fprintf('Done! \n');
waitbarString = [ 'Exog. shocks ' int2str(i) '/' int2str(npar) ' done.'];
% fMessageStatus((i-fpar+1)/(npar-fpar+1),whoiam,waitbarString, waitbarTitle, Parallel(ThisMatlab));
dyn_waitbar((i-fpar+1)/(npar-fpar+1),[],waitbarString);
end
end % loop over exo_var
myoutput.OutputFileName = OutputFileName;