dynare/matlab/pm3.m

154 lines
4.8 KiB
Matlab

function pm3(n1,n2,ifil,B,tit1,tit2,tit3,tit_tex,names1,names2,name3,DirectoryName,var_type)
% Copyright (C) 2007-2009 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_ oo_
nn = 3;
MaxNumberOfPlotsPerFigure = nn^2; % must be square
varlist = names2;
if isempty(varlist)
varlist = names1;
SelecVariables = (1:M_.endo_nbr)';
nvar = M_.endo_nbr;
else
nvar = size(varlist,1);
SelecVariables = [];
for i=1:nvar
if ~isempty(strmatch(varlist(i,:),names1,'exact'))
SelecVariables = [SelecVariables;strmatch(varlist(i,:),names1,'exact')];
end
end
end
if options_.TeX
% needs to be fixed
varlist_TeX = [];
for i=1:nvar
varlist_TeX = strvcat(varlist_TeX,M_.endo_names_tex(SelecVariables(i),:));
end
end
Mean = zeros(n2,nvar);
Median = zeros(n2,nvar);
Std = zeros(n2,nvar);
Distrib = zeros(9,n2,nvar);
HPD = zeros(2,n2,nvar);
fprintf(['MH: ' tit1 '\n']);
stock1 = zeros(n1,n2,B);
k = 0;
for file = 1:ifil
load([DirectoryName '/' M_.fname var_type int2str(file)]);
if size(size(stock),2) == 4
stock = squeeze(stock(1,:,1:n2,:));
end
k = k(end)+(1:size(stock,3));
stock1(:,:,k) = stock;
end
clear stock
tmp =zeros(B,1);
for i = 1:nvar
for j = 1:n2
[Mean(j,i),Median(j,i),Var(j,i),HPD(:,j,i),Distrib(:,j,i)] = ...
posterior_moments(squeeze(stock1(SelecVariables(i),j,:)),0,options_.mh_conf_sig);
end
end
clear stock1
for i = 1:nvar
name = deblank(names1(SelecVariables(i),:));
eval(['oo_.' name3 '.Mean.' name ' = Mean(:,i);']);
eval(['oo_.' name3 '.Median.' name ' = Median(:,i);']);
eval(['oo_.' name3 '.Var.' name ' = Var(:,i);']);
eval(['oo_.' name3 '.Distribution.' name ' = Distrib(:,:,i);']);
eval(['oo_.' name3 '.HPDinf.' name ' = HPD(1,:,i);']);
eval(['oo_.' name3 '.HPDsup.' name ' = HPD(2,:,i);']);
end
%%
%% Finally I build the plots.
%%
if options_.TeX
fidTeX = fopen([M_.dname '/Output/' M_.fname '_' name3 '.TeX'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by Dynare.\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
%%
figunumber = 0;
subplotnum = 0;
hh = figure('Name',[tit1 ' ' int2str(figunumber+1)]);
for i=1:nvar
NAMES = [];
if options_.TeX
TEXNAMES = [];
end
if max(abs(Mean(:,i))) > 10^(-6)
subplotnum = subplotnum+1;
set(0,'CurrentFigure',hh)
subplot(nn,nn,subplotnum);
plot([1 n2],[0 0],'-r','linewidth',0.5);
hold on
for k = 1:9
plot(1:n2,squeeze(Distrib(k,:,i)),'-g','linewidth',0.5)
end
plot(1:n2,Mean(:,i),'-k','linewidth',1)
xlim([1 n2]);
hold off
name = deblank(varlist(i,:));
NAMES = strvcat(NAMES,name);
if options_.TeX
texname = deblank(varlist_TeX(i,:));
TEXNAMES = strvcat(TEXNAMES,['$' texname '$']);
end
title(name,'Interpreter','none')
end
if subplotnum == MaxNumberOfPlotsPerFigure | i == nvar
eval(['print -depsc2 ' M_.dname '/Output/' M_.fname '_' name3 '_' deblank(tit3(i,:)) '.eps' ]);
if ~exist('OCTAVE_VERSION')
eval(['print -dpdf ' M_.dname '/Output/' M_.fname '_' name3 '_' deblank(tit3(i,:))]);
saveas(hh,[M_.dname '/Output/' M_.fname '_' name3 '_' deblank(tit3(i,:)) '.fig']);
end
if options_.nograph, close(hh), end
if options_.TeX
fprintf(fidTeX,'\\begin{figure}[H]\n');
for jj = 1:size(TEXNAMES,1)
fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{%s}\n'],deblank(NAMES(jj,:)),deblank(TEXNAMES(jj,:)));
end
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,['\\includegraphics[scale=0.5]{%s_' name3 '_%s}\n'],M_.fname,deblank(tit3(i,:)));
if options_.relative_irf
fprintf(fidTeX,['\\caption{' caption '.}']);
else
fprintf(fidTeX,['\\caption{' caption '.}']);
end
fprintf(fidTeX,'\\label{Fig:%s:%s}\n',name3,deblank(tit3(i,:)));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
end
subplotnum = 0;
figunumber = figunumber+1;
if (i ~= nvar)
hh = figure('Name',[name3 ' ' int2str(figunumber+1)]);
end
end
end
%%
if options_.TeX
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
fprintf(['MH: ' tit1 ', done!\n']);