234 lines
9.0 KiB
Matlab
234 lines
9.0 KiB
Matlab
function []=graph_decomp(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions)
|
|
%function []=graph_decomp(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions)
|
|
% Plots the results from the shock_decomposition command
|
|
%
|
|
% Inputs
|
|
% z [n_var*(nshock+2)*nperiods] shock decomposition array, see shock_decomposition.m for details
|
|
% shock_names [endo_nbr*string length] shock names from M_.exo_names
|
|
% endo_names [exo_nbr*string length] variable names from M_.endo_names
|
|
% i_var [n_var*1] vector indices of requested variables in M_.endo_names and z
|
|
% initial_date [dseries object] first period of decomposition to plot
|
|
% DynareModel [structure] Dynare model structure
|
|
% DynareOptions [structure] Dynare options structure
|
|
|
|
% Copyright (C) 2010-2018 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 <http://www.gnu.org/licenses/>.
|
|
|
|
GraphDirectoryName = CheckPath('graphs',DynareModel.dname);
|
|
new_colormap = DynareOptions.plot_shock_decomp.colormap;
|
|
|
|
% number of components equals number of shocks + 1 (initial conditions)
|
|
comp_nbr = size(z,2)-1;
|
|
|
|
SteadyState=[];
|
|
fig_mode='';
|
|
fig_mode1='';
|
|
% fig_name='';
|
|
% screen_shocks=0;
|
|
opts_decomp = DynareOptions.plot_shock_decomp;
|
|
if isfield(opts_decomp,'steady_state')
|
|
SteadyState = opts_decomp.steady_state;
|
|
end
|
|
if ~isempty(opts_decomp.type)
|
|
fig_mode = opts_decomp.type;
|
|
fig_mode1 = ['_' fig_mode];
|
|
fig_mode = [fig_mode '_'];
|
|
end
|
|
fig_name_long = opts_decomp.fig_name;
|
|
|
|
use_shock_groups = DynareOptions.plot_shock_decomp.use_shock_groups;
|
|
screen_shocks = opts_decomp.screen_shocks;
|
|
if use_shock_groups | comp_nbr<=18
|
|
screen_shocks=0;
|
|
end
|
|
if use_shock_groups
|
|
shock_groups = DynareModel.shock_groups.(use_shock_groups);
|
|
shock_ind = fieldnames(shock_groups);
|
|
end
|
|
if screen_shocks
|
|
fig_name_long = [fig_name_long ' SCREEN'];
|
|
end
|
|
|
|
fig_name=strrep(fig_name_long, '(given ', '');
|
|
fig_name=strrep(fig_name, '(vintage ', '');
|
|
fig_name=regexprep(fig_name, ' ', '_');
|
|
fig_name=strrep(fig_name, '.', '');
|
|
fig_name=strrep(fig_name, '-', '');
|
|
fig_name=strrep(fig_name, ')', '');
|
|
fig_name=strrep(fig_name, '(', '');
|
|
|
|
interactive = opts_decomp.interactive;
|
|
|
|
|
|
gend = size(z,3);
|
|
if isempty(initial_date)
|
|
x = 0:gend;
|
|
freq = 1;
|
|
else
|
|
freq = initial_date.freq;
|
|
initial_period = initial_date.time(1) + (initial_date.time(2)-1)/freq;
|
|
x = initial_period-1/freq:(1/freq):initial_period+(gend-1)/freq;
|
|
end
|
|
|
|
nvar = length(i_var);
|
|
|
|
%% write LaTeX-Header
|
|
if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.plot_shock_decomp.graph_format)))
|
|
fidTeX = fopen([GraphDirectoryName, filesep, DynareModel.fname '_shock_decomp' fig_mode1 fig_name '.tex'],'w');
|
|
fprintf(fidTeX,'%% TeX eps-loader file generated by Dynare''s graph_decomp.m.\n');
|
|
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
|
|
fprintf(fidTeX,' \n');
|
|
end
|
|
|
|
if opts_decomp.vintage && opts_decomp.realtime>1
|
|
preamble_txt = 'Shock decomposition';
|
|
else
|
|
preamble_txt = 'Historical shock decomposition';
|
|
end
|
|
|
|
if ~(screen_shocks && comp_nbr>18)
|
|
screen_shocks=0;
|
|
end
|
|
comp_nbr0=comp_nbr;
|
|
%%plot decomposition
|
|
for j=1:nvar
|
|
z1 = squeeze(z(i_var(j),:,:));
|
|
if screen_shocks
|
|
[junk, isort] = sort(mean(abs(z1(1:end-2,:)')), 'descend');
|
|
labels = char(char(shock_names(isort(1:16))),'Others', 'Initial values');
|
|
zres = sum(z1(isort(17:end),:),1);
|
|
z1 = [z1(isort(1:16),:); zres; z1(comp_nbr0:end,:)];
|
|
comp_nbr=18;
|
|
func = @(x) colorspace('RGB->Lab',x);
|
|
new_colormap = distinguishable_colors(size(z1,1)-1,'w',func);
|
|
new_colormap(end,:) = [0.7 0.7 0.7];
|
|
else
|
|
labels = char(char(shock_names),'Initial values');
|
|
end
|
|
xmin = x(1);
|
|
xmax = x(end)+1/freq;
|
|
ix = z1(1:comp_nbr,:) > 0;
|
|
ymax = max(sum(z1(1:comp_nbr,:).*ix))*1.1;
|
|
ix = z1(1:comp_nbr,:) < 0;
|
|
ymin = min(sum(z1(1:comp_nbr,:).*ix))*1.1;
|
|
if ymax-ymin < 1e-6
|
|
continue
|
|
end
|
|
fhandle = dyn_figure(DynareOptions.plot_shock_decomp.nodisplay,'Name',[preamble_txt fig_name_long strrep(fig_mode1, '_', ' ') ': ' endo_names{i_var(j)} '.'], 'PaperPositionMode', 'auto','PaperOrientation','landscape','renderermode','auto');
|
|
set(fhandle,'position' ,[50 50 1500 750])
|
|
ax=axes('Position',[0.1 0.1 0.6 0.8],'box','on');
|
|
% plot(ax,x(2:end),z1(end,:),'k-','LineWidth',2)
|
|
% axis(ax,[xmin xmax ymin ymax]);
|
|
hold on;
|
|
for i=1:gend
|
|
i_1 = i-1;
|
|
yp = 0;
|
|
ym = 0;
|
|
for k = 1:comp_nbr
|
|
zz = z1(k,i);
|
|
if zz > 0
|
|
fill([x(i) x(i) x(i+1) x(i+1)]+(1/freq/2),[yp yp+zz yp+zz yp],k);
|
|
yp = yp+zz;
|
|
else
|
|
fill([x(i) x(i) x(i+1) x(i+1)]+(1/freq/2),[ym ym+zz ym+zz ym],k);
|
|
ym = ym+zz;
|
|
end
|
|
hold on;
|
|
end
|
|
end
|
|
plot(ax,x(2:end),z1(end,:),'k-','LineWidth',2)
|
|
if ~isempty(SteadyState)
|
|
plot(ax,[xmin xmax],[0 0],'--','linewidth',1,'color',[0.7 0.7 0.7])
|
|
if ymin+SteadyState(i_var(j))<0 && ymax+SteadyState(i_var(j))>0
|
|
plot(ax,[xmin xmax],SteadyState(i_var(j))*[-1 -1],'k--','linewidth',1)
|
|
ytick=get(ax,'ytick');
|
|
ytick1=ytick-SteadyState(i_var(j));
|
|
ind1=min(find(ytick1>=ymin));
|
|
ind2=max(find(ytick1<=ymax));
|
|
dytick=ytick(2)-ytick(1);
|
|
if ind1>1
|
|
ytick1 = [ytick1(ind1:end) ytick1(end)+dytick:dytick:ymax];
|
|
elseif ind2<length(ytick)
|
|
ytick1= [sort(ytick1(1)-dytick:-dytick:ymin) ytick1(1:ind2)];
|
|
end
|
|
set(ax,'ytick',ytick1),
|
|
else
|
|
ytick1=get(ax,'ytick');
|
|
end
|
|
ylabel = ytick1'+SteadyState(i_var(j));
|
|
ylabel(abs(ylabel)<eps)=0;
|
|
set(ax,'yticklabel',num2str(ylabel,'%4.2g'))
|
|
end
|
|
set(ax,'xlim',[xmin xmax]);
|
|
hold off;
|
|
|
|
axes('Position',[0.75 0.1 0.2 0.8]);
|
|
axis([0 1 0 1]);
|
|
axis off;
|
|
hold on;
|
|
y1 = 0;
|
|
height = 1/comp_nbr;
|
|
|
|
for i=comp_nbr:-1:1
|
|
% for i=1:comp_nbr
|
|
hl = fill([0 0 0.2 0.2],[y1 y1+0.7*height y1+0.7*height y1],i);
|
|
hold on
|
|
ht = text(0.3,y1+0.3*height,labels(i,:),'Interpreter','none');
|
|
hold on
|
|
if interactive & (~isoctave & use_shock_groups)
|
|
mydata.fig_name = DynareOptions.plot_shock_decomp.fig_name(2:end);
|
|
mydata.use_shock_groups = DynareOptions.plot_shock_decomp.use_shock_groups;
|
|
mydata.shock_group = shock_groups.(shock_ind{i});
|
|
mydata.shock_decomp = DynareOptions.plot_shock_decomp;
|
|
if ~isempty(mydata.shock_group.shocks{1})
|
|
c = uicontextmenu;
|
|
hl.UIContextMenu=c;
|
|
browse_menu = uimenu(c,'Label','Browse group');
|
|
expand_menu = uimenu(c,'Label','Expand group','Callback',['expand_group(''' mydata.use_shock_groups ''',''' deblank(mydata.shock_decomp.orig_varlist(j,:)) ''',' int2str(i) ')']);
|
|
set(expand_menu,'UserData',mydata,'Tag',['group' int2str(i)]);
|
|
for jmember = mydata.shock_group.shocks
|
|
uimenu('parent',browse_menu,'Label',char(jmember))
|
|
end
|
|
ht.UIContextMenu=c;
|
|
end
|
|
end
|
|
y1 = y1 + height;
|
|
end
|
|
|
|
if ~isempty(new_colormap)
|
|
colormap(new_colormap)
|
|
end
|
|
hold off
|
|
dyn_saveas(fhandle,[GraphDirectoryName, filesep, DynareModel.fname,'_shock_decomposition_',endo_names{i_var(j)},fig_mode1,fig_name],DynareOptions.plot_shock_decomp.nodisplay,DynareOptions.plot_shock_decomp.graph_format);
|
|
if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.plot_shock_decomp.graph_format)))
|
|
fprintf(fidTeX,'\\begin{figure}[H]\n');
|
|
fprintf(fidTeX,'\\centering \n');
|
|
fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s/graphs/%s_shock_decomposition_%s}\n',DynareModel.fname,DynareModel.fname,[endo_names{i_var(j)} fig_mode1 fig_name]);
|
|
fprintf(fidTeX,'\\label{Fig:shock_decomp:%s}\n',[fig_mode endo_names{i_var(j)} fig_name]);
|
|
fprintf(fidTeX,['\\caption{' preamble_txt fig_name_long strrep(fig_mode1, '_', ' ') ': $ %s $.}\n'],DynareModel.endo_names_tex{i_var(j)});
|
|
fprintf(fidTeX,'\\end{figure}\n');
|
|
fprintf(fidTeX,' \n');
|
|
end
|
|
end
|
|
|
|
%% write LaTeX-Footer
|
|
if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.plot_shock_decomp.graph_format)))
|
|
fprintf(fidTeX,' \n');
|
|
fprintf(fidTeX,'%% End of TeX file.\n');
|
|
fclose(fidTeX);
|
|
end
|