253 lines
12 KiB
Matlab
253 lines
12 KiB
Matlab
function oo_=save_display_classical_smoother_results(xparam1,M_,oo_,options_,bayestopt_,dataset_,dataset_info,estim_params_)
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% oo_=save_display_classical_smoother_results(xparam1,M_,oo_,options_,bayestopt_,dataset_,dataset_info,estim_params_)
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% Inputs:
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% xparam1 [double] current values for the estimated parameters.
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% M_ [structure] storing the model information
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% oo_ [structure] storing the results
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% options_ [structure] storing the options
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% bayestopt_ [structure] storing information about priors
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% dataset_ [structure] storing the dataset
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% dataset_info [structure] information about the dataset (descriptive statistics and missing observations)
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% estim_params_ [structure] storing information about estimated parameters
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%
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% Outputs:
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% oo_ [structure] storing the results
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% Copyright © 2023 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 <https://www.gnu.org/licenses/>.
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gend= dataset_.nobs;
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% Set the number of observed variables.
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n_varobs = length(options_.varobs);
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if options_.occbin.smoother.status && options_.occbin.smoother.inversion_filter
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[~, info, ~, ~, ~, ~, ~, ~, ~, ~, oo_.dr, atT, innov] = occbin.IVF_posterior(xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,prior_bounds(bayestopt_,options_.prior_trunc),oo_.dr, oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
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if ismember(info(1),[303,304,306])
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fprintf('\nIVF: smoother did not succeed. No results will be written to oo_.\n')
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else
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updated_variables = atT*nan;
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measurement_error=[];
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ys = oo_.dr.ys;
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trend_coeff = zeros(length(options_.varobs_id),1);
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bayestopt_.mf = bayestopt_.smoother_var_list(bayestopt_.smoother_mf);
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options_nk=options_.nk;
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options_.nk=[]; %unset options_.nk and reset it later
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[oo_, yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff);
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options_.nk=options_nk;
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end
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else
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if options_.occbin.smoother.status
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[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp,Trend,state_uncertainty,oo_,bayestopt_] = occbin.DSGE_smoother(xparam1,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state,M_,oo_,options_,bayestopt_,estim_params_,dataset_,dataset_info);
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if oo_.occbin.smoother.error_flag(1)==0
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[oo_,yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
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else
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fprintf('\nOccbin: smoother did not succeed. No results will be written to oo_.\n')
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end
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else
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[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp,Trend,state_uncertainty,oo_,bayestopt_] = DsgeSmoother(xparam1,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state,M_,oo_,options_,bayestopt_,estim_params_);
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[oo_,yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
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end
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[oo_,yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
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end
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if ~options_.nograph
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[nbplt,nr,nc,lr,lc,nstar] = pltorg(M_.exo_nbr);
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if ~exist([M_.dname '/graphs'],'dir')
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mkdir(M_.dname,'graphs');
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end
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_SmoothedShocks.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\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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for plt = 1:nbplt
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fh = dyn_figure(options_.nodisplay,'Name','Smoothed shocks');
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nstar0=min(nstar,M_.exo_nbr-(plt-1)*nstar);
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if gend==1
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marker_string{1,1}='-ro';
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marker_string{2,1}='-ko';
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else
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marker_string{1,1}='-r';
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marker_string{2,1}='-k';
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end
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for i=1:nstar0
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k = (plt-1)*nstar+i;
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subplot(nr,nc,i);
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plot([1 gend],[0 0],marker_string{1,1},'linewidth',.5)
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hold on
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plot(1:gend,innov(k,:),marker_string{2,1},'linewidth',1)
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hold off
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name = M_.exo_names{k};
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if ~isempty(options_.XTick)
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set(gca,'XTick',options_.XTick)
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set(gca,'XTickLabel',options_.XTickLabel)
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end
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if gend>1
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xlim([1 gend])
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end
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if options_.TeX
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title(['$' M_.exo_names_tex{k} '$'],'Interpreter','latex')
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else
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title(name,'Interpreter','none')
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end
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end
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dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_SmoothedShocks' int2str(plt)],options_.nodisplay,options_.graph_format);
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if options_.TeX && any(strcmp('eps',cellstr(options_.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=%2.2f\\textwidth]{%s_SmoothedShocks%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
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fprintf(fidTeX,'\\caption{Smoothed shocks.}');
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fprintf(fidTeX,'\\label{Fig:SmoothedShocks:%s}\n',int2str(plt));
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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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if options_.TeX && any(strcmp('eps',cellstr(options_.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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end
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if estim_params_.nvn
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number_of_plots_to_draw = 0;
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index = [];
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for obs_iter=1:n_varobs
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if max(abs(measurement_error(obs_iter,:))) > options_.ME_plot_tol
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number_of_plots_to_draw = number_of_plots_to_draw + 1;
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index = cat(1,index,obs_iter);
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end
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end
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if ~options_.nograph
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[nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_SmoothedObservationErrors.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\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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for plt = 1:nbplt
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fh = dyn_figure(options_.nodisplay,'Name','Smoothed observation errors');
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nstar0=min(nstar,number_of_plots_to_draw-(plt-1)*nstar);
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if gend==1
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marker_string{1,1}='-ro';
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marker_string{2,1}='-ko';
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else
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marker_string{1,1}='-r';
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marker_string{2,1}='-k';
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end
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for i=1:nstar0
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k = (plt-1)*nstar+i;
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subplot(nr,nc,i);
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plot([1 gend],[0 0],marker_string{1,1},'linewidth',.5)
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hold on
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plot(1:gend,measurement_error(index(k),:),marker_string{2,1},'linewidth',1)
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hold off
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name = options_.varobs{index(k)};
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if gend>1
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xlim([1 gend])
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end
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if ~isempty(options_.XTick)
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set(gca,'XTick',options_.XTick)
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set(gca,'XTickLabel',options_.XTickLabel)
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end
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if options_.TeX
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idx = strmatch(options_.varobs{index(k)}, M_.endo_names, 'exact');
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title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
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else
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title(name,'Interpreter','none')
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end
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end
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dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_SmoothedObservationErrors' int2str(plt)],options_.nodisplay,options_.graph_format);
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if options_.TeX && any(strcmp('eps',cellstr(options_.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=%2.2f\\textwidth]{%s_SmoothedObservationErrors%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
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fprintf(fidTeX,'\\caption{Smoothed observation errors.}');
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fprintf(fidTeX,'\\label{Fig:SmoothedObservationErrors:%s}\n',int2str(plt));
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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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if options_.TeX && any(strcmp('eps',cellstr(options_.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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end
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end
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%%
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%% Historical and smoothed variabes
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%%
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if ~options_.nograph
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[nbplt,nr,nc,lr,lc,nstar] = pltorg(n_varobs);
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\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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for plt = 1:nbplt
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fh = dyn_figure(options_.nodisplay,'Name','Historical and smoothed variables');
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nstar0=min(nstar,n_varobs-(plt-1)*nstar);
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if gend==1
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marker_string{1,1}='-ro';
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marker_string{2,1}='--ko';
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else
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marker_string{1,1}='-r';
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marker_string{2,1}='--k';
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end
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for i=1:nstar0
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k = (plt-1)*nstar+i;
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subplot(nr,nc,i);
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plot(1:gend,yf(k,:),marker_string{1,1},'linewidth',1)
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hold on
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plot(1:gend,dataset_info.rawdata(:,k),marker_string{2,1},'linewidth',1)
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hold off
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name = options_.varobs{k};
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if ~isempty(options_.XTick)
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set(gca,'XTick',options_.XTick)
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set(gca,'XTickLabel',options_.XTickLabel)
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end
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if gend>1
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xlim([1 gend])
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end
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if options_.TeX
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idx = strmatch(options_.varobs{k}, M_.endo_names,'exact');
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title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
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else
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title(name,'Interpreter','none')
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end
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end
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dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables' int2str(plt)],options_.nodisplay,options_.graph_format);
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if options_.TeX && any(strcmp('eps',cellstr(options_.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=%2.2f\\textwidth]{%s_HistoricalAndSmoothedVariables%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
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fprintf(fidTeX,'\\caption{Historical and smoothed variables.}');
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fprintf(fidTeX,'\\label{Fig:HistoricalAndSmoothedVariables:%s}\n',int2str(plt));
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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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if options_.TeX && any(strcmp('eps',cellstr(options_.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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end
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