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function trace_plot(options_,M_,estim_params_,type,blck,name1,name2)
% This function builds 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),
% 'StructuralShock' (for structural shock)
% or 'PosteriorDensity (for posterior density)'
% blck [integer] Number of the mh chain.
% name1 [string] Object name.
% name2 [string] Object name.
%
% OUTPUTS
% None
%
% SPECIAL REQUIREMENTS
% Copyright (C) 2003-2017 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/>.
% Cet the column index:
if strcmpi(type,'PosteriorDensity')
column=0;
name1='';
else
if nargin<7
column = name2index(options_, M_, estim_params_, type, name1);
else
column = name2index(options_, M_, estim_params_, type, name1, name2);
end
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
elseif strcmpi(type,'PosteriorDensity')
TYPE='the posterior density';
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_.nodisplay,'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'],'dir')
mkdir(M_.fname,'graphs');
end
%get name for plot
if strcmpi(type,'PosteriorDensity')
plot_name='Posterior';
else
plot_name=get_the_name(column,0,M_,estim_params_,options_);
end
plot_name=[plot_name,'_blck_',num2str(blck)];
dyn_saveas(hh,[M_.fname, filesep, 'graphs', filesep, 'TracePlot_' plot_name],options_.nodisplay,options_.graph_format)
if options_.TeX
fid=fopen([M_.fname,'/graphs/',M_.fname,'_TracePlot_' plot_name,'.tex'],'w+');
if strcmpi(type,'DeepParameter')
tex_names=M_.param_names_tex;
base_names=M_.param_names;
elseif strcmpi(type,'StructuralShock')
tex_names=M_.exo_names_tex;
base_names=M_.exo_names;
elseif strcmpi(type,'MeasurementError')
tex_names=M_.endo_names_tex;
base_names=M_.endo_names;
end
if strcmpi(type,'PosteriorDensity')
FigureName = ['Trace plot for ' TYPE name1];
else
if nargin<7
FigureName = ['Trace plot for ' TYPE '$' deblank(tex_names(strmatch(name1,base_names,'exact'),:)) '$'];
else
FigureName = ['Trace plot for ' TYPE '$' deblank(tex_names(strmatch(name1,base_names,'exact'),:)) '$ and $' deblank(tex_names(strmatch(name2,base_names,'exact'),:)) '$'];
end
end
if options_.mh_nblck>1
FigureName = [ FigureName , ' (block number ' int2str(blck) ').'];
end
fprintf(fid,'%-s\n','\begin{figure}[H]');
fprintf(fid,'%-s\n','\centering');
fprintf(fid,'%-s\n',[' \includegraphics[width=0.8\textwidth]{',[M_.fname, '/graphs/TracePlot_' plot_name],'}\\']);
fprintf(fid,'%-s\n',[' \caption{',FigureName,'}']);
fprintf(fid,'%-s\n','\end{figure}');
fclose(fid);
end
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