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function plot_ms_variance_decomposition_error_bands(M_, options_, vddata, figure_name)
% function plot_ms_variance_decomposition_error_bands(M_, options_, vddata, figure_name)
% plots the variance decomposition with percentiles
%
% INPUTS
% M_: (struct) model structure
% options_: (struct) options
% vddata: (matrix) variance_decomposition (percentile, options_.ms.horizon, 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/>.
nvars = M_.endo_nbr;
endo_names = M_.endo_names;
var_list = endo_names(1:M_.orig_endo_nbr,:);
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 an 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(vddata);
if length(dims) ~= 3
error('The variance decomposition matrix passed to be plotted does not appear to be the correct size');
end
num_percentiles = dims(1);
if size(endo_names, 1) ~= nvars
error('The names passed are not the same length as the number of variables')
end
for s=1:nvars
shock = zeros(options_.ms.horizon, nvars, num_percentiles);
for n=1:num_percentiles
for i=1:nvars
shock(:,i,n) = vddata(n, :, ((i-1) + ((s-1)*nvars)+1));
end
end
plot_banded_vddata_for_shock(shock, nvars, endo_names, ...
deblank(endo_names(s,:)), figure_name, ...
[options_.ms.output_file_tag filesep 'Output' filesep 'Variance_Decomposition'], ...
options_, names, tex_names);
end
end
function [fig] = plot_banded_vddata_for_shock(vddata, nvars, endo_names, ...
shock_name, figure_name, dirname, options_, names, tex_names)
fig = figure('Name', figure_name);
npercentiles = size(vddata,3);
for k=1:nvars
subplot(ceil(sqrt(nvars)), ceil(sqrt(nvars)),k);
for nn=1:npercentiles
plot(vddata(:,k,nn))
hold on
end
hold off
disp([endo_names(k,:) ' contribution to ' shock_name]);
title([endo_names(k,:) ' contribution to ' 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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