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Shock decompositions: plotting utilities and realtime utility

Marco Ratto requested to merge rattoma:shock_decomp into master

I have completed the work on plot shock decompositions. I have added two new commands: plot_shock_decomposition(OPTIONS) VAR_LIST; that should be translated by the pre-processor as: plot_shock_decomposition(M_,oo_,options_,var_list_); and realtime_shock_decomposition(OPTIONS) VAR_LIST; that should be translated by the pre-processor as: oo_=realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_); there are several new options. To minimize the workload on the preprocessor side, I think all these options could be set as NAME+VALUE instead of adding new pre-processor entries. This would imply the following requirements for the preprocessor:

  • trigger the two new commands plot_shock_decomposition and realtime_shock_decomposition.
  • Allow a new NAME+VALUE field in options_, like options_.shock_decomp.decomp_opt
  • I will then prepare the routine similar to check_posterior_sampler_options.m that treats these options.

If you think it is better to extend the pre-processor, I will send you the list of options.

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