diff --git a/doc/manual/source/dynare-misc-commands.rst b/doc/manual/source/dynare-misc-commands.rst
index 7fa7da3ebe6e71702a0facebe9f454d9f13c71ba..b176c3cf3fb41367a585b16c05717dec3ca09dd5 100644
--- a/doc/manual/source/dynare-misc-commands.rst
+++ b/doc/manual/source/dynare-misc-commands.rst
@@ -53,8 +53,9 @@ Dynare misc commands
.. command:: generate_trace_plots(CHAIN_NUMBER);
Generates trace plots of the MCMC draws for all estimated
- parameters and the posterior density in the specified Markov Chain
- ``CHAIN_NUMBER``.
+ parameters and the posterior density for the specified Markov Chain(s)
+ ``CHAIN_NUMBER``. If ``CHAIN_NUMBER`` is a vector of integers, the trace plots
+ will plot contains separate lines for each chain.
|br|
diff --git a/matlab/generate_trace_plots.m b/matlab/generate_trace_plots.m
index a241cc07617b37a68e9d0f9e8047472c2c00cde0..409ab22bdfa78eb09635cd34672a809640509446 100644
--- a/matlab/generate_trace_plots.m
+++ b/matlab/generate_trace_plots.m
@@ -34,7 +34,7 @@ global M_ options_ estim_params_
% Get informations about the posterior draws:
MetropolisFolder = CheckPath('metropolis', M_.dname);
record=load_last_mh_history_file(MetropolisFolder, M_.fname);
-if chain_number>record.Nblck
+if max(chain_number)>record.Nblck
error('generate_trace_plots:: chain number is bigger than existing number of chains')
end
diff --git a/matlab/trace_plot.m b/matlab/trace_plot.m
index 8deecb8174c4372d34ec499d41187671363a85fb..369f9adf56864b4534160e3999628e4047601d33 100644
--- a/matlab/trace_plot.m
+++ b/matlab/trace_plot.m
@@ -9,7 +9,8 @@ function trace_plot(options_,M_,estim_params_,type,blck,name1,name2)
% type [string] 'DeepParameter', 'MeasurementError' (for measurement equation error),
% 'StructuralShock' (for structural shock)
% or 'PosteriorDensity (for posterior density)'
-% blck [integer] Number of the mh chain.
+% blck [integer] Number of the mh chain or chains if a
+% vector
% name1 [string] Object name.
% name2 [string] Object name.
%
@@ -18,7 +19,7 @@ function trace_plot(options_,M_,estim_params_,type,blck,name1,name2)
%
% SPECIAL REQUIREMENTS
-% Copyright © 2003-2018 Dynare Team
+% Copyright © 2003-2023 Dynare Team
%
% This file is part of Dynare.
%
@@ -62,9 +63,29 @@ TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
[mh_nblck] = size(record.LastParameters,2);
clear record;
+n_nblocks_to_plot=length(blck);
+
+if n_nblocks_to_plot==1
% Get all the posterior draws:
PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, mh_nblck, blck);
-
+else
+ PosteriorDraws=NaN(TotalNumberOfMhDraws,n_nblocks_to_plot);
+ save_string='';
+ if options_.TeX
+ title_string_tex='';
+ end
+ for block_iter=1:n_nblocks_to_plot
+ PosteriorDraws(:,block_iter) = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, mh_nblck, blck(block_iter));
+ save_string=[save_string,'_',num2str(blck(block_iter))];
+ if options_.TeX
+ title_string_tex=[title_string_tex, ', ' num2str(blck(block_iter))];
+ end
+ end
+ save_string(1)=[];
+ if options_.TeX
+ title_string_tex(1:2)=[];
+ end
+end
% Plot the posterior draws:
@@ -92,30 +113,34 @@ 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]);
+if n_nblocks_to_plot==1
+ 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:
+ % Compute the moving average of the posterior draws:
+ N = options_.trace_plot_ma;
+ MovingAverage = NaN(TotalNumberOfMhDraws,1);
+ first = N+1;
+ last = TotalNumberOfMhDraws-N;
-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
-for t=first:last
- MovingAverage(t) = mean(PosteriorDraws(t-N:t+N));
+ hold on
+ plot(1:TotalNumberOfMhDraws,MovingAverage,'-k','linewidth',2)
+ hold off
+ axis tight
+ legend({'MCMC draw';[num2str(N) ' period moving average']},'Location','NorthEast')
+else
+ hh=dyn_figure(options_.nodisplay,'Name',FigureName);
+ pp=plot(1:TotalNumberOfMhDraws,PosteriorDraws);
+ legend(pp,strcat(repmat({'Chain '},n_nblocks_to_plot,1),num2str(blck(:))));
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 <dname>/graphs if it doesn't exist
if ~exist(M_.dname, 'dir')
mkdir('.',M_.dname);
@@ -130,8 +155,11 @@ if strcmpi(type,'PosteriorDensity')
else
plot_name=get_the_name(column,0,M_,estim_params_,options_);
end
-plot_name=[plot_name,'_blck_',num2str(blck)];
-
+if n_nblocks_to_plot==1
+ plot_name=[plot_name,'_blck_',num2str(blck)];
+else
+ plot_name=[plot_name,'_blck_',save_string];
+end
dyn_saveas(hh,[M_.dname, filesep, 'graphs', filesep, 'TracePlot_' plot_name],options_.nodisplay,options_.graph_format)
if options_.TeX
@@ -157,10 +185,13 @@ if options_.TeX
FigureName = ['Trace plot for ' TYPE '$' tex_names{strmatch(name1,base_names,'exact')} '$ and $' tex_names{strmatch(name2,base_names,'exact')} '$'];
end
end
- if options_.mh_nblck>1
- FigureName = [ FigureName , ' (block number ' int2str(blck) ').'];
+ if n_nblocks_to_plot==1
+ if options_.mh_nblck>1
+ FigureName = [ FigureName , ' (block number ' int2str(blck) ').'];
+ end
+ else
+ FigureName = [ FigureName , ' (blocks ' title_string_tex ').'];
end
-
fprintf(fid,'%-s\n','\begin{figure}[H]');
fprintf(fid,'%-s\n','\centering');
fprintf(fid,'%-s\n',[' \includegraphics[width=0.8\textwidth]{',[M_.dname, '/graphs/TracePlot_' plot_name],'}\\']);
diff --git a/tests/estimation/slice/fs2000_slice.mod b/tests/estimation/slice/fs2000_slice.mod
index 35a8154e9ab80b575f389ab71538de712f4b62c9..ec2f83856b89d27ae2057094c4d7ad69ecad8d23 100644
--- a/tests/estimation/slice/fs2000_slice.mod
+++ b/tests/estimation/slice/fs2000_slice.mod
@@ -88,3 +88,7 @@ estimation(order=1,datafile='../fsdat_simul',nobs=192,loglinear,mh_replic=100,mh
posterior_sampling_method='slice',
posterior_sampler_options=('rotated',1,'use_mh_covariance_matrix',1)
);
+
+options_.TeX=1;
+generate_trace_plots(1:2);
+options_.TeX=1;
\ No newline at end of file