1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
|
function myoutput=PosteriorIRF_core2(myinputs,fpar,npar,whoiam, ThisMatlab)
% Generates the Posterior IRFs plot from the IRFs generated in
% PosteriorIRF_core1
% PARALLEL CONTEXT
% Perform in parallel execution a portion of the 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) 2006-2013 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))) > options_.impulse_responses.plot_threshold
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')
else
if options_.debug
fprintf('POSTERIOR_IRF: The IRF of %s to %s is smaller than the irf_plot_threshold of %4.3f and will not be displayed.\n',deblank(varlist(j,:)),tit(i,:),options_.impulse_responses.plot_threshold)
end
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;
|
