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function plot_ms_irf(M_, options_, irf, figure_name, varlist)
% function plot_ms_irf(M_, options_, irf, figure_name, varlist)
% plots the impulse responses from the output from a ms-sbvar
%
% INPUTS
% M_: (struct) model structure
% options_: (struct) options
% irf: (matrix) in the form (percentile x horizon x (nvar x nvar)), if banded otherwise
% ( horizon x (nvar x nvar) )
% figure_name: (string) title
%
% OUTPUTS
% none
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2011-2017 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/>.
if nargin < 4
figure_name = '';
end
nvars = M_.endo_nbr;
endo_names = M_.endo_names;
if isempty(varlist)
var_list = endo_names(1:M_.orig_endo_nbr,:);
end
names = {};
tex_names = {};
m = 1;
for i = 1:size(var_list)
tmp = strmatch(var_list(i,:),endo_names,'exact');
if isempty(tmp)
error([var_list(i,:) ' isn''t and endogenous variable'])
end
tex_name = deblank(M_.endo_names_tex(tmp,:));
if ~isempty(tex_name)
names{m} = deblank(var_list(i,:));
tex_names{m} = tex_name;
m = m + 1;
end
end
for i=1:M_.exo_nbr
tex_name = deblank(M_.exo_names_tex(i,:));
if ~isempty(tex_name)
names{m} = deblank(M_.exo_names(i,:));
tex_names{m} = tex_name;
m = m + 1;
end
end
dims = size(irf);
if (length(dims) == 2)
% Point IRF (horizon x (nvarsxnvars) )
horizon = dims(1);
num_percentiles = 1;
elseif (length(dims) == 3)
% Banded IRF
horizon = dims(2);
num_percentiles = dims(1);
else
error('The impulse response matrix passed to be plotted does not appear to be the correct size');
end
if size(endo_names,1) ~= nvars
error('The names passed are not the same length as the number of variables');
end
if num_percentiles == 1
% loop through the shocks
for s=1:nvars
shock = zeros(horizon,nvars);
for i=1:nvars
shock(:,i) = irf(:,((i-1) + ((s-1)*nvars)+1));
end
plot_point_irf_for_shock(shock, nvars,endo_names, deblank(endo_names(s,:)), ...
figure_name, [options_.ms.output_file_tag filesep 'Output' filesep 'IRF'], options_, names, tex_names);
end
else
for s=1:nvars
shock = zeros(horizon,nvars,num_percentiles);
for n=1:num_percentiles
for i=1:nvars
shock(:,i,n) = irf(n,:,((i-1) + ((s-1)*nvars)+1));
end
end
plot_banded_irf_for_shock(shock, nvars,endo_names, deblank(endo_names(s,:)), ...
figure_name, [options_.ms.output_file_tag filesep 'Output' filesep 'IRF'], options_, names, tex_names);
end
end
end
function [fig] = plot_point_irf_for_shock(irf,nvars,endo_names,shock_name,figure_name,dirname,options_,names,tex_names)
fig = figure('Name',figure_name);
for k=1:nvars
subplot(ceil(sqrt(nvars)), ceil(sqrt(nvars)),k);
plot(irf(:,k))
disp([endo_names(k,:) ' shock from ' shock_name]);
title([endo_names(k,:) ' shock from ' shock_name]);
end
dyn_save_graph(dirname,[figure_name ' ' shock_name],options_.graph_save_formats, ...
options_.TeX,names,tex_names,[figure_name ' ' shock_name]);
end
function [fig] = plot_banded_irf_for_shock(irf,nvars, endo_names, shock_name,figure_name,dirname,options_,names,tex_names)
fig = figure('Name',figure_name);
npercentiles = size(irf,3);
for k=1:nvars
subplot(ceil(sqrt(nvars)), ceil(sqrt(nvars)),k);
for nn=1:npercentiles
plot(irf(:,k,nn))
hold on
end
hold off
disp([endo_names(k,:) ' shock from ' shock_name]);
title([endo_names(k,:) ' shock from ' shock_name]);
end
dyn_save_graph(dirname,[figure_name ' ' shock_name],options_.graph_save_formats, ...
options_.TeX,names,tex_names,[figure_name ' ' shock_name]);
end
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