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