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Commit 264c7d57 authored by Johannes Pfeifer's avatar Johannes Pfeifer
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Smoother: factorize plotting and also do it for calibrated smoother

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1 merge request!2322calib_smoother: enable plots
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matlab/kalman/evaluate_smoother.m
+ 7
− 3
View file @ 264c7d57
......@@ -39,7 +39,7 @@ function [oo_,M_,options_,bayestopt_,Smoothed_variables_declaration_order_deviat
% [1] This function use persistent variables for the dataset and the description of the missing observations. Consequently, if this function
% is called more than once (by changing the value of parameters) the sample *must not* change.
% Copyright © 2010-2023 Dynare Team
% Copyright © 2010-2024 Dynare Team
%
% This file is part of Dynare.
%
......@@ -127,13 +127,13 @@ else
end
if ~(options_.occbin.smoother.status && options_.occbin.smoother.inversion_filter)
if ~options_.occbin.smoother.status || (options_.occbin.smoother.status && oo_.occbin.smoother.error_flag==0)
[oo_]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
[oo_,yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,P,PK,decomp,Trend,state_uncertainty);
end
else
if ~oo_.occbin.smoother.error_flag
options_nk=options_.nk;
options_.nk=[]; %unset options_.nk and reset it later
[oo_]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff);
[oo_,yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,dataset_info,atT,innov,measurement_error,updated_variables,ys,trend_coeff);
options_.nk=options_nk;
else
fprintf('\nIVF: smoother did not succeed. No results will be written to oo_.\n')
......@@ -143,6 +143,10 @@ if nargout>4
Smoothed_variables_declaration_order_deviation_form=atT(oo_.dr.inv_order_var(bayestopt_.smoother_var_list),:);
end
if ~options_.occbin.smoother.status || (options_.occbin.smoother.status && oo_.occbin.smoother.error_flag==0)
plot_classical_smoother_results(M_,oo_,options_,dataset_info,dataset_,estim_params_,yf)
end
%reset qz_criterium
options_.qz_criterium=qz_criterium_old;
oo_.gui.ran_calib_smoother = true;
matlab/kalman/plot_classical_smoother_results.m 0 → 100644
+ 219
− 0
View file @ 264c7d57
function plot_classical_smoother_results(M_,oo_,options_,dataset_info,dataset_,estim_params_,yf)
% function plot_classical_smoother_results(M_,oo_,options_,dataset_info,dataset_,estim_params_,yf)
% Inputs:
% M_ [structure] storing the model information
% oo_ [structure] storing the results
% options_ [structure] storing the options
% dataset_ [structure] storing the dataset
% estim_params_ [structure] storing information about estimated parameters
% yf [double] (nvarobs*T) matrix storing the smoothed observed variables (order of options_.varobs)
%
% Outputs:
% None
% Copyright © 2024 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 <https://www.gnu.org/licenses/>.
gend= dataset_.nobs;
n_varobs = length(options_.varobs);
if ~options_.nograph
[nbplt,nr,nc,~,~,nstar] = pltorg(M_.exo_nbr);
if ~exist([M_.dname '/graphs'],'dir')
mkdir(M_.dname,'graphs');
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_SmoothedShocks.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Smoothed shocks');
nstar0=min(nstar,M_.exo_nbr-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='-ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='-k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
plot([1 gend],[0 0],marker_string{1,1},'linewidth',.5)
hold on
plot(1:gend,oo_.SmoothedShocks.(M_.exo_names{k}),marker_string{2,1},'linewidth',1)
hold off
name = M_.exo_names{k};
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if gend>1
xlim([1 gend])
end
if options_.TeX
title(['$' M_.exo_names_tex{k} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_SmoothedShocks' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedShocks%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Smoothed shocks.}');
fprintf(fidTeX,'\\label{Fig:SmoothedShocks:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
if estim_params_.nvn
number_of_plots_to_draw = 0;
index = [];
for obs_iter=1:n_varobs
if max(abs(oo_.SmoothedMeasurementErrors.(options_.varobs{obs_iter}))) > options_.ME_plot_tol
number_of_plots_to_draw = number_of_plots_to_draw + 1;
index = cat(1,index,obs_iter);
end
end
if ~options_.nograph
[nbplt,nr,nc,~,~,nstar] = pltorg(number_of_plots_to_draw);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_SmoothedObservationErrors.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Smoothed observation errors');
nstar0=min(nstar,number_of_plots_to_draw-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='-ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='-k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
name = options_.varobs{index(k)};
plot([1 gend],[0 0],marker_string{1,1},'linewidth',.5)
hold on
plot(1:gend,oo_.SmoothedMeasurementErrors.(name),marker_string{2,1},'linewidth',1)
hold off
if gend>1
xlim([1 gend])
end
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if options_.TeX
idx = strmatch(options_.varobs{index(k)}, M_.endo_names, 'exact');
title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_SmoothedObservationErrors' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedObservationErrors%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Smoothed observation errors.}');
fprintf(fidTeX,'\\label{Fig:SmoothedObservationErrors:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
end
%%
%% Historical and smoothed variabes
%%
if ~options_.nograph
[nbplt,nr,nc,~,~,nstar] = pltorg(n_varobs);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Historical and smoothed variables');
nstar0=min(nstar,n_varobs-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='--ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='--k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
name = options_.varobs{k};
plot(1:gend,yf(k,:),marker_string{1,1},'linewidth',1)
hold on
plot(1:gend,dataset_info.rawdata(:,k),marker_string{2,1},'linewidth',1)
hold off
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if gend>1
xlim([1 gend])
end
if options_.TeX
idx = strmatch(options_.varobs{k}, M_.endo_names,'exact');
title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_HistoricalAndSmoothedVariables%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Historical and smoothed variables.}');
fprintf(fidTeX,'\\label{Fig:HistoricalAndSmoothedVariables:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
matlab/kalman/save_display_classical_smoother_results.m
+ 1
− 190
View file @ 264c7d57
......@@ -30,10 +30,6 @@ function oo_=save_display_classical_smoother_results(xparam1,M_,oo_,options_,bay
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
gend= dataset_.nobs;
% Set the number of observed variables.
n_varobs = length(options_.varobs);
smoother_error=false;
if options_.occbin.smoother.status && options_.occbin.smoother.inversion_filter
[~, info, ~, ~, ~, ~, ~, ~, ~, ~, oo_.dr, atT, innov, oo_.occbin.smoother.regime_history] = occbin.IVF_posterior(xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,prior_bounds(bayestopt_,options_.prior_trunc),oo_.dr, oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
......@@ -66,190 +62,5 @@ else
end
end
if ~smoother_error
if ~options_.nograph
[nbplt,nr,nc,~,~,nstar] = pltorg(M_.exo_nbr);
if ~exist([M_.dname '/graphs'],'dir')
mkdir(M_.dname,'graphs');
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_SmoothedShocks.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Smoothed shocks');
nstar0=min(nstar,M_.exo_nbr-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='-ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='-k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
plot([1 gend],[0 0],marker_string{1,1},'linewidth',.5)
hold on
plot(1:gend,innov(k,:),marker_string{2,1},'linewidth',1)
hold off
name = M_.exo_names{k};
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if gend>1
xlim([1 gend])
end
if options_.TeX
title(['$' M_.exo_names_tex{k} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_SmoothedShocks' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedShocks%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Smoothed shocks.}');
fprintf(fidTeX,'\\label{Fig:SmoothedShocks:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
if estim_params_.nvn
number_of_plots_to_draw = 0;
index = [];
for obs_iter=1:n_varobs
if max(abs(measurement_error(obs_iter,:))) > options_.ME_plot_tol
number_of_plots_to_draw = number_of_plots_to_draw + 1;
index = cat(1,index,obs_iter);
end
end
if ~options_.nograph
[nbplt,nr,nc,~,~,nstar] = pltorg(number_of_plots_to_draw);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_SmoothedObservationErrors.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Smoothed observation errors');
nstar0=min(nstar,number_of_plots_to_draw-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='-ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='-k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
plot([1 gend],[0 0],marker_string{1,1},'linewidth',.5)
hold on
plot(1:gend,measurement_error(index(k),:),marker_string{2,1},'linewidth',1)
hold off
name = options_.varobs{index(k)};
if gend>1
xlim([1 gend])
end
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if options_.TeX
idx = strmatch(options_.varobs{index(k)}, M_.endo_names, 'exact');
title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_SmoothedObservationErrors' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedObservationErrors%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Smoothed observation errors.}');
fprintf(fidTeX,'\\label{Fig:SmoothedObservationErrors:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
end
%%
%% Historical and smoothed variabes
%%
if ~options_.nograph
[nbplt,nr,nc,~,~,nstar] = pltorg(n_varobs);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([M_.dname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
for plt = 1:nbplt
fh = dyn_figure(options_.nodisplay,'Name','Historical and smoothed variables');
nstar0=min(nstar,n_varobs-(plt-1)*nstar);
if gend==1
marker_string{1,1}='-ro';
marker_string{2,1}='--ko';
else
marker_string{1,1}='-r';
marker_string{2,1}='--k';
end
for i=1:nstar0
k = (plt-1)*nstar+i;
subplot(nr,nc,i);
plot(1:gend,yf(k,:),marker_string{1,1},'linewidth',1)
hold on
plot(1:gend,dataset_info.rawdata(:,k),marker_string{2,1},'linewidth',1)
hold off
name = options_.varobs{k};
if ~isempty(options_.XTick)
set(gca,'XTick',options_.XTick)
set(gca,'XTickLabel',options_.XTickLabel)
end
if gend>1
xlim([1 gend])
end
if options_.TeX
idx = strmatch(options_.varobs{k}, M_.endo_names,'exact');
title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
else
title(name,'Interpreter','none')
end
end
dyn_saveas(fh,[M_.dname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_HistoricalAndSmoothedVariables%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.dname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Historical and smoothed variables.}');
fprintf(fidTeX,'\\label{Fig:HistoricalAndSmoothedVariables:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,'\n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
plot_classical_smoother_results(M_,oo_,options_,dataset_info,dataset_,estim_params_,yf);
end
\ No newline at end of file
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