272 lines
11 KiB
Matlab
272 lines
11 KiB
Matlab
function []=graph_decomp(z,shock_names,endo_names,i_var,initial_date,M_,options_)
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% []=graph_decomp(z,shock_names,endo_names,i_var,initial_date,M_,options_)
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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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% M_ [structure] Dynare model structure
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% options_ [structure] Dynare options structure
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% Copyright © 2010-2023 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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if ~options_.plot_shock_decomp.expand
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GraphDirectoryName = CheckPath('graphs',M_.dname);
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end
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new_colormap = options_.plot_shock_decomp.colormap;
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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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SteadyState=[];
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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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opts_decomp = options_.plot_shock_decomp;
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if isfield(opts_decomp,'steady_state')
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SteadyState = opts_decomp.steady_state;
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end
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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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if isfield(opts_decomp,'init_cond_decomp')
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init_cond_decomp = opts_decomp.init_cond_decomp ;
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else
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init_cond_decomp = 0;
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end
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fig_name_long = opts_decomp.fig_name;
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use_shock_groups = options_.plot_shock_decomp.use_shock_groups;
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screen_shocks = opts_decomp.screen_shocks;
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if ~isempty(use_shock_groups) || comp_nbr<=18
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screen_shocks=0;
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end
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if use_shock_groups
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shock_groups = M_.shock_groups.(use_shock_groups);
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shock_ind = fieldnames(shock_groups);
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end
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if screen_shocks
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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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interactive = opts_decomp.interactive;
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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 = double(initial_date);
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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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nvar = length(i_var);
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%% write LaTeX-Header
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if options_.TeX && any(strcmp('eps',cellstr(options_.plot_shock_decomp.graph_format))) && ~options_.plot_shock_decomp.expand
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fidTeX = fopen([GraphDirectoryName, filesep, M_.fname '_shock_decomp' fig_mode1 fig_name '.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by Dynare''s graph_decomp.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 init_cond_decomp
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preamble_txt = 'Initial condition decomposition';
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preamble_figname = '_initval_decomposition_';
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else
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preamble_figname = '_shock_decomposition_';
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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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end
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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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[~, 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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func = @(x) colorspace('RGB->Lab',x);
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new_colormap = distinguishable_colors(size(z1,1)-1,'w',func);
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new_colormap(end,:) = [0.7 0.7 0.7];
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else
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labels = char(char(shock_names),'Initial values');
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end
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xmin = x(1);
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xmax = x(end)+1/freq;
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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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fhandle = dyn_figure(options_.plot_shock_decomp.nodisplay,'Name',[preamble_txt fig_name_long strrep(fig_mode1, '_', ' ') ': ' endo_names{i_var(j)} '.'], 'PaperPositionMode', 'auto','PaperOrientation','landscape','renderermode','auto');
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screensize = get( groot, 'Screensize' );
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set(fhandle,'OuterPosition' ,[50 50 min(1500,screensize(3)-50) min(750,screensize(4)-50)])
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ax=axes('Position',[0.1 0.1 0.6 0.8],'box','on');
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% plot(ax,x(2:end),z1(end,:),'k-','LineWidth',2)
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% axis(ax,[xmin xmax ymin ymax]);
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if strcmp('aoa',options_.plot_shock_decomp.type)
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bgap = 0.15;
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else
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bgap = 0;
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end
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hold on;
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for i=1:gend
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i_1 = i-1;
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yp = 0;
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ym = 0;
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for k = 1:comp_nbr
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zz = z1(k,i);
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if zz > 0
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fill([x(i)+bgap x(i)+bgap x(i+1)-bgap x(i+1)-bgap]+(1/freq/2),[yp yp+zz yp+zz yp],k);
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yp = yp+zz;
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else
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fill([x(i)+bgap x(i)+bgap x(i+1)-bgap x(i+1)-bgap]+(1/freq/2),[ym ym+zz ym+zz ym],k);
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ym = ym+zz;
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end
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hold on;
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end
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end
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plot(ax,x(2:end),z1(end,:),'k-','LineWidth',2)
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if ~isempty(SteadyState)
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plot(ax,[xmin xmax],[0 0],'--','linewidth',1,'color',[0.7 0.7 0.7])
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if ymin+SteadyState(i_var(j))<0 && ymax+SteadyState(i_var(j))>0
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plot(ax,[xmin xmax],SteadyState(i_var(j))*[-1 -1],'k--','linewidth',1)
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ytick=get(ax,'ytick');
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ytick1=ytick-SteadyState(i_var(j));
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ind1=min(find(ytick1>=ymin));
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ind2=max(find(ytick1<=ymax));
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dytick=ytick(2)-ytick(1);
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if ind1>1
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ytick1 = [ytick1(ind1:end) ytick1(end)+dytick:dytick:ymax];
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elseif ind2<length(ytick)
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ytick1= [sort(ytick1(1)-dytick:-dytick:ymin) ytick1(1:ind2)];
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end
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set(ax,'ytick',ytick1),
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else
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ytick1=get(ax,'ytick');
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end
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ylabel = ytick1'+SteadyState(i_var(j));
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ylabel(abs(ylabel)<eps)=0;
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set(ax,'yticklabel',num2str(ylabel,'%4.2g'))
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end
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set(ax,'xlim',[xmin xmax]);
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hold off;
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axes('Position',[0.75 0.1 0.2 0.8]);
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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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y1 = 0;
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height = 1/comp_nbr;
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for i=comp_nbr:-1:1
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% for i=1:comp_nbr
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hl = fill([0 0 0.2 0.2],[y1 y1+0.7*height y1+0.7*height y1],i);
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hold on
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ht = text(0.3,y1+0.3*height,labels(i,:),'Interpreter','none');
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hold on
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if interactive && (~isoctave && ~isempty(use_shock_groups))
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mydata.fig_name = options_.plot_shock_decomp.fig_name(2:end);
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mydata.use_shock_groups = options_.plot_shock_decomp.use_shock_groups;
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mydata.shock_group = shock_groups.(shock_ind{i});
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mydata.shock_decomp = options_.shock_decomp;
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mydata.plot_shock_decomp = options_.plot_shock_decomp;
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mydata.first_obs = options_.first_obs;
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mydata.nobs = options_.nobs;
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mydata.plot_shock_decomp.zfull = options_.plot_shock_decomp.zfull(i_var(j),:,:);
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mydata.endo_names = endo_names(i_var(j));
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mydata.endo_names_tex = M_.endo_names_tex(i_var(j));
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mydata.exo_names = M_.exo_names;
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if ~isempty(mydata.shock_group.shocks)
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c = uicontextmenu;
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hl.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.plot_shock_decomp.use_shock_groups ''',''' mydata.plot_shock_decomp.orig_varlist{j} ''',' int2str(i) ')']);
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set(expand_menu,'UserData',mydata,'Tag',['group' int2str(i)]);
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save_expand2xls_menu = uimenu(c,'Label','Export group to xls','Callback',['expand_group(''' mydata.plot_shock_decomp.use_shock_groups ''',''' mydata.plot_shock_decomp.orig_varlist{j} ''',' int2str(i) ', 1)']);
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set(save_expand2xls_menu,'Tag',['xls_group' int2str(i)]);
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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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ht.UIContextMenu=c;
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end
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end
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y1 = y1 + height;
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end
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if ~isempty(new_colormap)
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colormap(new_colormap)
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end
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hold off
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if ~options_.plot_shock_decomp.expand
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dyn_saveas(fhandle,[GraphDirectoryName, filesep, M_.fname,preamble_figname,endo_names{i_var(j)},fig_mode1,fig_name],options_.plot_shock_decomp.nodisplay,options_.plot_shock_decomp.graph_format);
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if options_.TeX && any(strcmp('eps',cellstr(options_.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%s}\n',M_.fname,M_.fname,[preamble_figname endo_names{i_var(j)} fig_mode1 fig_name]);
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fprintf(fidTeX,'\\label{Fig:shock_decomp:%s}\n',[fig_mode endo_names{i_var(j)} fig_name]);
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fprintf(fidTeX,['\\caption{' preamble_txt fig_name_long strrep(fig_mode1, '_', ' ') ': $ %s $.}\n'],M_.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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else
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if ~isempty(options_.plot_shock_decomp.filepath)
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dyn_saveas(fhandle,[options_.plot_shock_decomp.filepath, filesep, M_.fname,preamble_figname,endo_names{i_var(j)},fig_mode1,fig_name],options_.plot_shock_decomp.nodisplay,options_.plot_shock_decomp.graph_format);
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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 options_.TeX && any(strcmp('eps',cellstr(options_.plot_shock_decomp.graph_format))) && ~options_.plot_shock_decomp.expand
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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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