247 lines
9.7 KiB
Matlab
247 lines
9.7 KiB
Matlab
function []=graph_decomp_detail(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions)
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%function []=graph_decomp_detail(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions)
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% Plots the results from the shock_decomposition command
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%
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% Inputs
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% z [n_var*(nshock+2)*nperiods] shock decomposition array, see shock_decomposition.m for details
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% shock_names [endo_nbr*string length] shock names from M_.exo_names
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% endo_names [exo_nbr*string length] variable names from M_.endo_names
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% i_var [n_var*1] vector indices of requested variables in M_.endo_names and z
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% initial_date [dseries object] first period of decomposition to plot
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% DynareModel [structure] Dynare model structure
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% DynareOptions [structure] Dynare options structure
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% Copyright (C) 2010-2018 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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GraphDirectoryName = CheckPath('graphs',DynareModel.dname);
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% interactive = 0;
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fig_mode='';
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fig_mode1='';
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% fig_name='';
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% screen_shocks=0;
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use_shock_groups = DynareOptions.plot_shock_decomp.use_shock_groups;
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if use_shock_groups
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shock_groups = DynareModel.shock_groups.(use_shock_groups);
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shock_ind = fieldnames(shock_groups);
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end
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% number of components equals number of shocks + 1 (initial conditions)
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comp_nbr = size(z,2)-1;
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opts_decomp = DynareOptions.plot_shock_decomp;
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interactive = opts_decomp.interactive;
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if ~isempty(opts_decomp.type)
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fig_mode = opts_decomp.type;
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fig_mode1 = ['_' fig_mode];
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fig_mode = [fig_mode '_'];
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end
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screen_shocks = opts_decomp.screen_shocks;
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if DynareOptions.plot_shock_decomp.use_shock_groups | comp_nbr<=18
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screen_shocks=0;
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end
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fig_name_long = opts_decomp.fig_name;
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% fig_name = ['_' fig_name];
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if screen_shocks
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% fig_name1 = [fig_name1 '_screen'];
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fig_name_long = [fig_name_long ' SCREEN'];
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end
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fig_name=strrep(fig_name_long, '(given ', '');
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fig_name=strrep(fig_name, '(vintage ', '');
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fig_name=regexprep(fig_name, ' ', '_');
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fig_name=strrep(fig_name, '.', '');
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fig_name=strrep(fig_name, '-', '');
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fig_name=strrep(fig_name, ')', '');
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fig_name=strrep(fig_name, '(', '');
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% fig_name1 = [fig_name];
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% fig_name = [fig_name '_'];
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gend = size(z,3);
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if isempty(initial_date)
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x = 0:gend;
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freq = 1;
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else
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freq = initial_date.freq;
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initial_period = initial_date.time(1) + (initial_date.time(2)-1)/freq;
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x = initial_period-1/freq:(1/freq):initial_period+(gend-1)/freq;
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end
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ind_yrs = find(floor(x)==x);
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dind_tick = 1;
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if floor(length(ind_yrs)/3)
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dind_tick = floor(length(ind_yrs)/3);
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xind_tick = x(ind_yrs(1)):dind_tick:x(ind_yrs(end))+(length(ind_yrs)-(dind_tick*3+1));
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else
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xind_tick = x(ind_yrs(1)):dind_tick:x(ind_yrs(end))+(length(ind_yrs)-(dind_tick+1));
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end
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% xind_tick = floor(x(1))-floor(dind_tick/2):dind_tick:ceil(x(end))+ceil(dind_tick/2);
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if abs(floor(x(1))-xind_tick(1))-abs(ceil(x(end))-xind_tick(end))>1
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xind_tick = xind_tick-1;
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end
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if abs(floor(x(1))-xind_tick(1))-abs(ceil(x(end))-xind_tick(end))<-1
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xind_tick = xind_tick+1;
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end
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% xind_tick = [x(ind_yrs(1))-floor(dind_tick/2):dind_tick:x(ind_yrs(end))+floor(dind_tick/2)]+1;
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% xind_tick = x(ind_yrs(1))-1:dind_tick:x(ind_yrs(end))+1;
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% xind_tick = x(ind_yrs(1))-1:dind_tick:x(ind_yrs(end))+dind_tick;
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nvar = length(i_var);
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%% write LaTeX-Header
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if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.plot_shock_decomp.graph_format)))
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fidTeX = fopen([GraphDirectoryName, filesep, DynareModel.fname '_shock_decomp' fig_mode1 fig_name '_detail.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by Dynare''s graph_decomp_detail.m.\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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if opts_decomp.vintage && opts_decomp.realtime>1
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preamble_txt = 'Shock decomposition';
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else
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preamble_txt = 'Historical shock decomposition';
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end
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ncol=3;
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nrow=ceil(comp_nbr/ncol);
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ntotrow = nrow;
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nrow = min(ntotrow, 6);
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nfigs = ceil(ntotrow/nrow);
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labels = char(char(shock_names),'Initial values');
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if ~(screen_shocks && comp_nbr>18)
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screen_shocks=0;
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end
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comp_nbr0=comp_nbr;
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%%plot decomposition
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for j=1:nvar
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z1 = squeeze(z(i_var(j),:,:));
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if screen_shocks,
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[junk, isort] = sort(mean(abs(z1(1:end-2,:)')), 'descend');
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labels = char(char(shock_names(isort(1:16))),'Others', 'Initial values');
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zres = sum(z1(isort(17:end),:),1);
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z1 = [z1(isort(1:16),:); zres; z1(comp_nbr0:end,:)];
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comp_nbr=18;
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nfigs=1;
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end
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xmin = x(1);
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xmin = min(xmin, xind_tick(1));
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xmax = x(end)+1/freq;
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xmax = max(xmax, xind_tick(end));
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ix = z1(1:comp_nbr,:) > 0;
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ymax = max(sum(z1(1:comp_nbr,:).*ix))*1.1;
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ix = z1(1:comp_nbr,:) < 0;
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ymin = min(sum(z1(1:comp_nbr,:).*ix))*1.1;
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if ymax-ymin < 1e-6
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continue
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end
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for jf = 1:nfigs
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fhandle = dyn_figure(DynareOptions.plot_shock_decomp.nodisplay,'Name',[preamble_txt fig_name_long strrep(fig_mode1, '_', ' ') ': ' endo_names{i_var(j)} ' (detail).'],'position',[200 100 650 850], 'PaperPositionMode', 'auto','PaperOrientation','portrait','renderermode','auto');
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a0=zeros(1,4);
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a0(3)=inf;
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a0(4)=-inf;
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for ic=1+nrow*ncol*(jf-1):min(nrow*ncol*jf,comp_nbr)
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i = ic-nrow*ncol*(jf-1);
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zz = z1(ic,:);
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zz(2,:)=z1(end,:)-zz;
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ipos=zz>0;
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ineg=zz<0;
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hax = subplot(nrow,ncol,i); set(gca,'box','on')
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hbar = bar(x(2:end),(zz.*ipos)','stacked');
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colormap([0.15 0.15 0.15;0.85 0.85 0.85]),
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set(hbar,'edgecolor','flat');
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hold on,
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hbar = bar(x(2:end),(zz.*ineg)','stacked');
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colormap([0.15 0.15 0.15;0.85 0.85 0.85]),
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set(hbar,'edgecolor','flat');
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title(deblank(labels(ic,:)),'Interpreter','none'),
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axis tight;
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a=axis;
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set(gca,'Xtick',xind_tick)
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set(gca,'xlim',[xmin xmax])
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a0(3)=min(a(3),a0(3));
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a0(4)=max(a(4),a0(4));
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set(gca,'ylim',a0(3:4))
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hold on, h1=plot(x(2:end),z1(end,:),'k-','LineWidth',2);
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if interactive & (~isoctave & use_shock_groups)
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mydata.fig_name = DynareOptions.plot_shock_decomp.fig_name(2:end);
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mydata.use_shock_groups = DynareOptions.plot_shock_decomp.use_shock_groups;
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mydata.shock_group = shock_groups.(shock_ind{ic});
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mydata.shock_decomp = DynareOptions.plot_shock_decomp;
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if ~isempty(mydata.shock_group.shocks)
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c = uicontextmenu;
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hax.UIContextMenu=c;
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browse_menu = uimenu(c,'Label','Browse group');
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expand_menu = uimenu(c,'Label','Expand group','Callback',['expand_group(''' mydata.use_shock_groups ''',''' deblank(mydata.shock_decomp.orig_varlist(j,:)) ''',' int2str(ic) ')']);
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set(expand_menu,'UserData',mydata,'Tag',['group' int2str(ic)]);
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for jmember = mydata.shock_group.shocks
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uimenu('parent',browse_menu,'Label',char(jmember))
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end
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end
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end
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end
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for isub=1:i
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subplot(nrow,ncol,isub),
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set(gca,'ylim',a0(3:4))
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end
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% make legend
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axes('Position',[0.1 0.01 0.8 0.02],'units','normalized');
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axis([0 1 0 1]);
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axis off;
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hold on;
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x1 = 0;
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width = 1/2;
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mylabels = {'Individual contrib.','Residual contrib.'};
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for i=1:2
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% for i=1:comp_nbr
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hl = fill([x1 x1 x1+0.3*width x1+0.3*width],[0 1 1 0],i);
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hold on
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ht = text(x1+0.4*width,0.3,mylabels{i},'Interpreter','none');
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hold on
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x1 = x1 + width;
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end
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if nfigs>1
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suffix = ['_detail_' int2str(jf)];
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else
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suffix = ['_detail'];
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end
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dyn_saveas(fhandle,[GraphDirectoryName, filesep, DynareModel.fname, ...
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'_shock_decomposition_', endo_names{i_var(j)}, fig_mode1,fig_name suffix],DynareOptions.plot_shock_decomp.nodisplay,DynareOptions.plot_shock_decomp.graph_format);
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if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.plot_shock_decomp.graph_format)))
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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fprintf(fidTeX,'\\centering \n');
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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 suffix]);
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fprintf(fidTeX,'\\label{Fig:shock_decomp_detail:%s}\n',[fig_mode endo_names{i_var(j)} fig_name suffix]);
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fprintf(fidTeX,['\\caption{' preamble_txt fig_name_long strrep(fig_mode1, '_', ' ') ': $ %s $ (detail).}\n'], DynareModel.endo_names_tex{i_var(j)});
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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end
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end
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%% write LaTeX-Footer
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if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.plot_shock_decomp.graph_format)))
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fprintf(fidTeX,' \n');
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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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