68 lines
2.5 KiB
Matlab
68 lines
2.5 KiB
Matlab
function generate_trace_plots(chain_number)
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%function generate_trace_plots(chain_number)
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% Generates trace plots for all estimated parameters and the posterior
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%
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% INPUTS
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% chain_number: [scalar] number of the chain for which to construct the trace plots
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%
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2016-2018 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 M_ options_ estim_params_
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% Get informations about the posterior draws:
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MetropolisFolder = CheckPath('metropolis', M_.dname);
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load_last_mh_history_file(MetropolisFolder, M_.fname);
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if chain_number>record.Nblck
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error('generate_trace_plots:: chain number is bigger than existing number of chains')
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end
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trace_plot(options_, M_, estim_params_, 'PosteriorDensity', chain_number)
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for ii=1:size(estim_params_.param_vals, 1)
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parameter_name = M_.param_names{estim_params_.param_vals(ii,1)};
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trace_plot(options_, M_, estim_params_, 'DeepParameter', chain_number, parameter_name)
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end
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for ii=1:size(estim_params_.var_exo, 1)
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parameter_name = M_.exo_names{estim_params_.var_exo(ii,1)};
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trace_plot(options_, M_, estim_params_, 'StructuralShock', chain_number, parameter_name)
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end
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for ii=1:size(estim_params_.var_endo, 1)
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parameter_name = M_.endo_names{estim_params_.var_endo(ii,1)};
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trace_plot(options_, M_, estim_params_, 'MeasurementError', chain_number, parameter_name)
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end
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for ii=1:size(estim_params_.corrn, 1)
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parameter_name_1 = M_.endo_names{estim_params_.corrn(ii,1)};
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parameter_name_2 = M_.endo_names{estim_params_.corrn(ii,2)};
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trace_plot(options_, M_, estim_params_, 'MeasurementError', chain_number, parameter_name_1, parameter_name_2)
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end
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for ii=1:size(estim_params_.corrx, 1)
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parameter_name_1 = M_.exo_names{estim_params_.corrx(ii,1)};
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parameter_name_2 = M_.exo_names{estim_params_.corrx(ii,2)};
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trace_plot(options_, M_, estim_params_, 'StructuralShock', chain_number, parameter_name_1, parameter_name_2)
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end |