File: trace_plot.m

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function trace_plot(options_,M_,estim_params_,type,blck,name1,name2)
% This function build trace plot for the metropolis hastings draws.
% 
%
% INPUTS 
%
%   options_        [structure]    Dynare structure.
%   M_              [structure]    Dynare structure (related to model definition).
%   estim_params_   [structure]    Dynare structure (related to estimation).
%   type            [string]       'DeepParameter', 'MeasurementError' (for measurement equation error) or 'StructuralShock' (for structural shock).
%   blck            [integer]      Number of the mh chain.
%   name1           [string]       Object name.
%   name2           [string]       Object name. 
%    
% OUTPUTS 
%   None
%        
% SPECIAL REQUIREMENTS

% Copyright (C) 2003-2013 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/>.

% Cet the column index:
if nargin<7    
    column = name2index(options_, M_, estim_params_, type, name1);
else
    column = name2index(options_, M_, estim_params_, type, name1, name2);
end

if isempty(column)
    return
end

% Get informations about the posterior draws:
MetropolisFolder = CheckPath('metropolis',M_.dname);
load_last_mh_history_file(MetropolisFolder, M_.fname);

FirstMhFile = 1;
FirstLine = 1;
TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
clear record;

% Get all the posterior draws:
PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, blck);


% Plot the posterior draws:

if strcmpi(type,'DeepParameter')
    TYPE = 'parameter ';
elseif strcmpi(type,'StructuralShock')
    if nargin<7
        TYPE = 'the standard deviation of structural shock ';
    else
        TYPE = 'the correlation between structural shocks ';
    end
elseif strcmpi(type,'MeasurementError')
    if nargin<7
        TYPE = 'the standard deviation of measurement error ';
    else
        TYPE = 'the correlation between measurement errors ';
    end
end

if nargin<7
    FigureName = ['Trace plot for ' TYPE name1];
else
    FigureName = ['Trace plot for ' TYPE name1 ' and ' name2];
end

if options_.mh_nblck>1
    FigureName = [ FigureName , ' (block number ' int2str(blck)  ').']; 
end

hh=dyn_figure(options_,'Name',FigureName);
plot(1:TotalNumberOfMhDraws,PosteriorDraws,'Color',[.7 .7 .7]);


% Compute the moving average of the posterior draws:

N = options_.trace_plot_ma;
MovingAverage = NaN(TotalNumberOfMhDraws,1);
first = N+1;
last = TotalNumberOfMhDraws-N;

for t=first:last
    MovingAverage(t) = mean(PosteriorDraws(t-N:t+N)); 
end

hold on
plot(1:TotalNumberOfMhDraws,MovingAverage,'-k','linewidth',2)
hold off
axis tight
legend({'MCMC draw';[num2str(N) ' period moving average']},'Location','NorthWest')
% create subdirectory <fname>/graphs if it doesn't exist
if ~exist(M_.fname, 'dir')
    mkdir('.',M_.fname);
end
if ~exist([M_.fname filesep 'graphs'])
    mkdir(M_.fname,'graphs');
end
plot_name=get_the_name(column,0,M_,estim_params_,options_);
dyn_saveas(hh,[M_.fname, filesep, 'graphs', filesep, 'TracePlot_' plot_name],options_)