dynare/matlab/PosteriorIRF_core2.m

157 lines
5.4 KiB
Matlab

function myoutput=PosteriorIRF_core2(myinputs,fpar,npar,whoiam, ThisMatlab)
% PARALLEL CONTEXT
% Perfome in parallel a portion of PosteriorIRF.m code.
% See also the comment in random_walk_metropolis_hastings_core.m funtion.
%
% INPUTS
% See the comment in random_walk_metropolis_hastings_core.m funtion.
%
% OUTPUTS
% o myoutput [struc]
% Contained:
% OutputFileName (i.e. the figures without the file .txt).
%
% ALGORITHM
% Portion of PosteriorIRF.m function code. Specifically the last 'for' cycle.
%
% SPECIAL REQUIREMENTS.
% None.
%
% Copyright (C) 2006-2012 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/>.
global options_ M_
if nargin<4,
whoiam=0;
end
% Reshape 'myinputs' for local computation.
% In order to avoid confusion in the name space, the instruction struct2local(myinputs) is replaced by:
Check=options_.TeX;
if (Check)
varlist_TeX=myinputs.varlist_TeX;
end
nvar=myinputs.nvar;
MeanIRF=myinputs.MeanIRF;
tit=myinputs.tit;
nn=myinputs.nn;
MAX_nirfs_dsgevar=myinputs.MAX_nirfs_dsgevar;
HPDIRF=myinputs.HPDIRF;
if options_.dsge_var
HPDIRFdsgevar=myinputs.HPDIRFdsgevar;
MeanIRFdsgevar=myinputs.MeanIRFdsgevar;
end
varlist=myinputs.varlist;
MaxNumberOfPlotPerFigure=myinputs.MaxNumberOfPlotPerFigure;
% Necessary only for remote computing!
if whoiam
Parallel=myinputs.Parallel;
end
% To save the figures where the function is computed!
DirectoryName = CheckPath('Output',M_.dname);
RemoteFlag = 0;
if whoiam,
if Parallel(ThisMatlab).Local==0,
RemoteFlag =1;
end
prct0={0,whoiam,Parallel(ThisMatlab)};
dyn_waitbar(prct0,'PosteriorIRF Plots ...');
end
OutputFileName={};
subplotnum = 0;
for i=fpar:npar,
figunumber = 0;
for j=1:nvar
if max(abs(MeanIRF(:,j,i))) > 10^(-6)
subplotnum = subplotnum+1;
if subplotnum == 1 && options_.relative_irf
hh = dyn_figure(options_,'Name',['Relative response to orthogonalized shock to ' tit(i,:)]);
elseif subplotnum == 1 && ~options_.relative_irf
hh = dyn_figure(options_,'Name',['Orthogonalized shock to ' tit(i,:)]);
end
set(0,'CurrentFigure',hh)
subplot(nn,nn,subplotnum);
if ~MAX_nirfs_dsgevar
h1 = area(1:options_.irf,HPDIRF(:,2,j,i));
set(h1,'FaceColor',[.9 .9 .9]);
set(h1,'BaseValue',min(HPDIRF(:,1,j,i)));
hold on
h2 = area(1:options_.irf,HPDIRF(:,1,j,i),'FaceColor',[1 1 1],'BaseValue',min(HPDIRF(:,1,j,i)));
set(h2,'FaceColor',[1 1 1]);
set(h2,'BaseValue',min(HPDIRF(:,1,j,i)));
plot(1:options_.irf,MeanIRF(:,j,i),'-k','linewidth',3)
% plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
box on
axis tight
xlim([1 options_.irf]);
hold off
else
h1 = area(1:options_.irf,HPDIRF(:,2,j,i));
set(h1,'FaceColor',[.9 .9 .9]);
set(h1,'BaseValue',min([min(HPDIRF(:,1,j,i)),min(HPDIRFdsgevar(:,1,j,i))]));
hold on;
h2 = area(1:options_.irf,HPDIRF(:,1,j,i));
set(h2,'FaceColor',[1 1 1]);
set(h2,'BaseValue',min([min(HPDIRF(:,1,j,i)),min(HPDIRFdsgevar(:,1,j,i))]));
plot(1:options_.irf,MeanIRF(:,j,i),'-k','linewidth',3)
% plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
plot(1:options_.irf,MeanIRFdsgevar(:,j,i),'--k','linewidth',2)
plot(1:options_.irf,HPDIRFdsgevar(:,1,j,i),'--k','linewidth',1)
plot(1:options_.irf,HPDIRFdsgevar(:,2,j,i),'--k','linewidth',1)
box on
axis tight
xlim([1 options_.irf]);
hold off
end
name = deblank(varlist(j,:));
title(name,'Interpreter','none')
end
if subplotnum == MaxNumberOfPlotPerFigure || (j == nvar && subplotnum> 0)
figunumber = figunumber+1;
dyn_saveas(hh,[DirectoryName '/' M_.fname '_Bayesian_IRF_' deblank(tit(i,:)) '_' int2str(figunumber)],options_);
if RemoteFlag==1,
OutputFileName = [OutputFileName; {[DirectoryName,filesep], [M_.fname '_Bayesian_IRF_' deblank(tit(i,:)) '_' int2str(figunumber) '.*']}];
end
subplotnum = 0;
end
end% loop over selected endo_var
if whoiam,
fprintf('Done! \n');
waitbarString = [ 'Exog. shocks ' int2str(i) '/' int2str(npar) ' done.'];
% fMessageStatus((i-fpar+1)/(npar-fpar+1),whoiam,waitbarString, waitbarTitle, Parallel(ThisMatlab));
dyn_waitbar((i-fpar+1)/(npar-fpar+1),[],waitbarString);
end
end% loop over exo_var
myoutput.OutputFileName = OutputFileName;