174 lines
6.6 KiB
Matlab
174 lines
6.6 KiB
Matlab
function oo_ = PlotPosteriorDistributions(estim_params_, M_, options_, bayestopt_, oo_)
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% function PlotPosteriorDistributions()
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% plots posterior distributions
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%
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% INPUTS
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% estim_params_ [structure]
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% M_ [structure]
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% options_ [structure]
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% bayestopt_ [structure]
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% oo_ [structure]
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%
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% OUTPUTS
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% oo_ [structure]
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2005-2017 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 <http://www.gnu.org/licenses/>.
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OutputDirectoryName = CheckPath('Output',M_.dname);
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TeX = options_.TeX;
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nblck = options_.mh_nblck;
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nvx = estim_params_.nvx;
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nvn = estim_params_.nvn;
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ncx = estim_params_.ncx;
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ncn = estim_params_.ncn;
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np = estim_params_.np ;
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npar = nvx+nvn+ncx+ncn+np;
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MaxNumberOfPlotPerFigure = 9;% The square root must be an integer!
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nn = sqrt(MaxNumberOfPlotPerFigure);
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figurename = 'Priors and posteriors';
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if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fidTeX = fopen([OutputDirectoryName '/' M_.fname '_PriorsAndPosteriors.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by PlotPosteriorDistributions.m (Dynare).\n');
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fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
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fprintf(fidTeX,' \n');
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end
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figunumber = 0;
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subplotnum = 0;
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for i=1:npar
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subplotnum = subplotnum+1;
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if subplotnum == 1
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figunumber = figunumber+1;
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hfig=dyn_figure(options_.nodisplay,'Name',figurename);
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end
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[nam,texnam] = get_the_name(i,TeX,M_,estim_params_,options_);
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if subplotnum == 1
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NAMES = nam;
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if TeX
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TeXNAMES = texnam;
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end
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else
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NAMES = char(NAMES,nam);
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if TeX
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TeXNAMES = char(TeXNAMES,texnam);
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end
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end
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[x2,f2,abscissa,dens,binf2,bsup2] = draw_prior_density(i,bayestopt_);
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top2 = max(f2);
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if i <= nvx
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name = deblank(M_.exo_names(estim_params_.var_exo(i,1),:));
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x1 = oo_.posterior_density.shocks_std.(name)(:,1);
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f1 = oo_.posterior_density.shocks_std.(name)(:,2);
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oo_.prior_density.shocks_std.(name)(:,1) = x2;
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oo_.prior_density.shocks_std.(name)(:,2) = f2;
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if ~options_.mh_posterior_mode_estimation
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pmod = oo_.posterior_mode.shocks_std.(name);
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end
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elseif i <= nvx+nvn
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name = options_.varobs{estim_params_.nvn_observable_correspondence(i-nvx,1)};
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x1 = oo_.posterior_density.measurement_errors_std.(name)(:,1);
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f1 = oo_.posterior_density.measurement_errors_std.(name)(:,2);
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oo_.prior_density.measurement_errors_std.(name)(:,1) = x2;
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oo_.prior_density.measurement_errors_std.(name)(:,2) = f2;
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if ~options_.mh_posterior_mode_estimation
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pmod = oo_.posterior_mode.measurement_errors_std.(name);
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end
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elseif i <= nvx+nvn+ncx
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j = i - (nvx+nvn);
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k1 = estim_params_.corrx(j,1);
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k2 = estim_params_.corrx(j,2);
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name = [deblank(M_.exo_names(k1,:)) '_' deblank(M_.exo_names(k2,:))];
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x1 = oo_.posterior_density.shocks_corr.(name)(:,1);
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f1 = oo_.posterior_density.shocks_corr.(name)(:,2);
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oo_.prior_density.shocks_corr.(name)(:,1) = x2;
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oo_.prior_density.shocks_corr.(name)(:,2) = f2;
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if ~options_.mh_posterior_mode_estimation
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pmod = oo_.posterior_mode.shocks_corr.(name);
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end
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elseif i <= nvx+nvn+ncx+ncn
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j = i - (nvx+nvn+ncx);
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k1 = estim_params_.corrn(j,1);
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k2 = estim_params_.corrn(j,2);
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name = [deblank(M_.endo_names(k1,:)) '_' deblank(M_.endo_names(k2,:))];
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x1 = oo_.posterior_density.measurement_errors_corr.(name)(:,1);
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f1 = oo_.posterior_density.measurement_errors_corr.(name)(:,2);
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oo_.prior_density.measurement_errors_corr.(name)(:,1) = x2;
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oo_.prior_density.measurement_errors_corr.(name)(:,2) = f2;
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if ~options_.mh_posterior_mode_estimation
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pmod = oo_.posterior_mode.measurement_errors_corr.(name);
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end
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else
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j = i - (nvx+nvn+ncx+ncn);
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name = deblank(M_.param_names(estim_params_.param_vals(j,1),:));
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x1 = oo_.posterior_density.parameters.(name)(:,1);
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f1 = oo_.posterior_density.parameters.(name)(:,2);
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oo_.prior_density.parameters.(name)(:,1) = x2;
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oo_.prior_density.parameters.(name)(:,2) = f2;
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if ~options_.mh_posterior_mode_estimation
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pmod = oo_.posterior_mode.parameters.(name);
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end
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end
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top1 = max(f1);
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top0 = max([top1;top2]);
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binf1 = x1(1);
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bsup1 = x1(end);
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borneinf = min(binf1,binf2);
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bornesup = max(bsup1,bsup2);
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subplot(nn,nn,subplotnum)
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hh = plot(x2,f2,'-k','linewidth',2);
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set(hh,'color',[0.7 0.7 0.7]);
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hold on;
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plot(x1,f1,'-k','linewidth',2);
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if ~options_.mh_posterior_mode_estimation
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plot( [pmod pmod], [0.0 1.1*top0], '--g', 'linewidth', 2);
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end
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box on;
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axis([borneinf bornesup 0 1.1*top0]);
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title(nam,'Interpreter','none');
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hold off;
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drawnow
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if subplotnum == MaxNumberOfPlotPerFigure || i == npar
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dyn_saveas(hfig,[OutputDirectoryName '/' M_.fname '_PriorsAndPosteriors' int2str(figunumber)],options_.nodisplay,options_.graph_format);
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if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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for j = 1:size(NAMES,1)
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fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(j,:)),deblank(TeXNAMES(j,:)));
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end
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fprintf(fidTeX,'\\centering\n');
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fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s/%s_PriorsAndPosteriors%s}\n',options_.figures.textwidth*min(subplotnum/nn,1),OutputDirectoryName,M_.fname,int2str(figunumber));
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fprintf(fidTeX,'\\caption{Priors and posteriors.}');
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fprintf(fidTeX,'\\label{Fig:PriorsAndPosteriors:%s}\n',int2str(figunumber));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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if i == npar
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fprintf(fidTeX,'%% End of TeX file.\n');
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fclose(fidTeX);
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end
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end
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subplotnum = 0;
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end
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end |