dynare/matlab/ms-sbvar/plot_ms_variance_decomposition.m

function plot_ms_variance_decomposition(M_, options_, vd, figure_name, varargin)
% function plot_ms_variance_decomposition(M_, options_, vd, figure_name, varargin)
% plot the variance decomposition of shocks
%
% INPUTS
%    M_:          (struct)    model structure
%    options_:    (struct)    options
%    vd:          (matrix)    variance decomposition
%    figure_name: (string)    graph name
%
% OPTIONAL INPUTS
%               'data': the actual data, TxK with K=number of data series
%               'steady': the steady state value, TxK
%               'shock_names': to specify the names of the shocks
%               'series_names': to specify the names of the different series
%               'dates': pass a date vector to use, otherwise will just index on 1:T
%               'colors': Jx3 list of the rgb colors to use for each shock
%
% OUTPUTS
%    none
%
% SPECIAL REQUIREMENTS
%    none

% Copyright (C) 2011-2018 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/>.

if length(size(vd)) == 3
    plot_ms_variance_decomposition_error_bands(M_, options_, vd, figure_name);
    return;
end

nvars = M_.endo_nbr;
endo_names = M_.endo_names;

names = {};
tex_names = {};
m = 1;
for i=1:M_.orig_endo_nbr
    tex_name = M_.endo_names_tex{i};
    if ~isempty(tex_name)
        names{m} = endo_names{i};
        tex_names{m} = tex_name;
        m = m + 1;
    end
end

dims = size(vd);
if length(dims) == 3
    T = dims(1);
    K = dims(2);
    J = dims(3);
    shocks = vd;
else
    T = dims(1);
    K = nvars;
    J = nvars;
    temp_vd = zeros(T,K,J);
    for i=1:nvars
        for j=1:nvars
            temp_vd(:,i,j) = vd(:,((j-1) + ((i-1)*nvars)+1));
        end
    end
    shocks = temp_vd;
end

for i=1:nvars
    shock_names{i} = endo_names{i};
    series_names{i} = endo_names{i};
end

x = [1:T];
plot_dates = 0;
data = 0;
steady = 0;
colors = [ .1 .1 .75
           .8 0 0
           1 .7 .25
           1 1 0
           .5 1 .5
           .7 .7 .1
           .5 .6 .2
           .1 .5 .1];

% overide the defaults with optional inputs
for i=1:length(varargin)
    if strcmpi(varargin{i},'data')
        data = varargin{i+1};
    elseif strcmpi(varargin{i},'steady')
        steady = varargin{i+1};
    elseif strcmpi(varargin{i},'shock_names')
        shock_names = varargin{i+1};
    elseif strcmpi(varargin{i},'series_names')
        series_names = varargin{i+1};
    elseif strcmpi(varargin{i}, 'dates')
        x = varargin{i+1}; plot_dates = 1;
    elseif strcmpi(varargin{i},'colors')
        colors = varargin{i+1};
    end
end

% add an extra period to the time series
x(T+1) = x(T) + (x(T) - x(T-1));

figure('Name',figure_name)
for k=1:K
    % Go through each series
    subplot(K,1,k);
    sshocks = shocks(:,k,:);
    hold on
    % plot the stacked shocks
    for t=1:T
        % step through each time period
        pos_position = 0; neg_position = 0;
        xt = [x(t) x(t) x(t+1) x(t+1)];
        for j=1:J
            % stack each shock
            st = sshocks(t,1,j);
            if st < 0
                yi = st+neg_position;
                y = [neg_position yi yi neg_position];
                neg_position = yi;
            else
                yi = st+pos_position;
                y = [pos_position yi yi pos_position];
                pos_position = yi;
            end
            fill(xt,y,colors(j,:));
            XY(t,j,:) = y;
        end
    end
    if data
        plot(x(2:end)',data(:,k),'k','LineWidth',2.5);
    end
    if steady
        plot(x(2:end)',steady(:,k), '--k','LineWidth',2.25);
    end
    if k==K
        if isoctave
            legend(shock_names,'Location','SouthOutside');
        else
            legend(shock_names,'Location','BestOutside','Orientation','horizontal');
        end
    end

    hold off
    if plot_dates
        datetick 'x';
    end
    xlim([min(x),max(x)])
    ylim([0 , 1])
    grid on
    title(series_names{k});
end
dyn_save_graph([options_.ms.output_file_tag filesep 'Output' ...
                filesep 'Variance_Decomposition'], 'MS-Variance-Decomposition', ...
               options_.graph_save_formats, options_.TeX, names, tex_names, ...
               'Variance decomposition');
end