From d6c8d039a2f828e5ea009d7181c8145d23932d69 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Ry=C3=BBk=29?=
<stepan@adjemian.eu>
Date: Thu, 11 May 2023 14:35:51 +0200
Subject: [PATCH] Add routine to plot expressions from dseries objects.
Example:
>> ds1 = dseries(randn(100,3), dates('2000Q1'), {'x','y','z'});
>> ds2 = dseries(randn(100,3), dates('2000Q1'), {'x','y','z'});
>> dplot --expression 2*cumsum(x/y(-1)-1) --dseries toto --dseries noddy --range 2001Q1:2024Q1
---
src/initialize_dseries_class.m | 5 +-
src/utilities/dplot/dplot.m | 238 +++++++++++++++++++++++++++++++++
2 files changed, 241 insertions(+), 2 deletions(-)
create mode 100644 src/utilities/dplot/dplot.m
diff --git a/src/initialize_dseries_class.m b/src/initialize_dseries_class.m
index 6a8ac93..082a7eb 100644
--- a/src/initialize_dseries_class.m
+++ b/src/initialize_dseries_class.m
@@ -1,6 +1,6 @@
function initialize_dseries_class()
-% Copyright © 2015-2021 Dynare Team
+% Copyright © 2015-2023 Dynare Team
%
% This code is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
@@ -38,7 +38,8 @@ p = {'mdbnomics2dseries'; ...
'utilities/cumulate'; ...
'utilities/struct'; ...
'utilities/misc'; ...
- 'utilities/x13'};
+ 'utilities/x13'; ...
+ 'utilities/dplot'};
% Add missing routines if dynare is not in the path
if ~exist('isint','file')
diff --git a/src/utilities/dplot/dplot.m b/src/utilities/dplot/dplot.m
new file mode 100644
index 0000000..d8f9f27
--- /dev/null
+++ b/src/utilities/dplot/dplot.m
@@ -0,0 +1,238 @@
+function dplot(varargin)
+
+% Plot expressions extracting data from different dseries objects.
+%
+% EXAMPLE
+%
+% >> ds1 = dseries(randn(100,3), dates('2000Q1'), {'x','y','z'});
+% >> ds2 = dseries(randn(100,3), dates('2000Q1'), {'x','y','z'});
+% >> dplot --expression 2*cumsum(x/y(-1)-1) --dseries toto --dseries noddy --range 2001Q1:2024Q1
+%
+% Will produce plots of 2*cumsum(x/y(-1)-1), where x and y are variables in objects toto and noddy,
+% in the same figure.
+%
+% REMARKS
+% [1] More than one --expression argument is allowed
+% [2] --expression arguments must come first
+% [3] For each dseries object we plot all the expressions. We use two nested loops, the outer loop is over
+% the dseries objects and the inner loop over the expressions. This determines the ordering of the plotted
+% lines.
+% [4] All dseries objects must be defined in the calling workspace, if a dseries object is missing the routine
+% throws a warning (we only build the plots for the available dseries objects), if all dseries objects are
+% missing the routine throws an error.
+% [5] An expression involves variables (defined in dseries objects belonging to the caller workspace), parameters
+% (defined in the caller workspace) or numbers. dseries methods returning dseries objects can also be used
+% in an expression.
+% [6] If the --range argument is missing the range is defined by the dates property of the first dseries object. In
+% in this case, lags/leads or diff on the variables should not be used.
+
+% Copyright © 2023 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/>.
+
+ % Get expressions to be plotted
+ expressions = getexpressions(varargin);
+
+ % Get dseriesnames
+ names = getdseriesnames(varargin);
+
+ % Put all dseries objects in a cell array
+ data = cell(size(names));
+ Names = names;
+ for i=1:length(Names)
+ try
+ data{i} = evalin('caller', Names{i});
+ catch
+ warning('dplot:: dseries object %s is unknown.', Names{i})
+ names(i) = [];
+ end
+ end
+ assert(length(names)>0, 'dplot:: None of the dseries objects declared is available.')
+ data = data(~cellfun(@isempty, data));
+ % Check that all elements in data are actually dseries objects
+ for i=1:length(data)
+ if ~isdseries(data{i})
+ error('%s is not a dseries object.', names{i})
+ end
+ end
+
+ range = getrange(varargin);
+ if isempty(range)
+ range = data{1}.dates;
+ end
+
+ ts = cell(1, length(data)*length(expressions)); l = 0;
+ Expressions = cell(size(expressions));
+
+ for i=1:length(data)
+ for j=1:length(expressions)
+ % Check that brackets are balanced
+ openbrackets = regexpi(expressions{j}, '(','match');
+ closebrackets = regexpi(expressions{j}, ')','match');
+ assert(length(openbrackets)==length(closebrackets), 'dplot:: Brackets are not balanced.')
+ % Get all tokens
+ tokens = unique(regexpi(expressions{j}, '\w*','match'));
+ % Filter out dseries methods
+ tokens = setdiff(tokens, allowedmethods());
+ % Filter out numbers
+ tokens = tokens(cellfun(@(x)isnan(str2double(x)), tokens));
+ listofvariables = tokens(cellfun(@(x)ismember(x,data{i}.name), tokens));
+ listofparameters = setdiff(tokens, listofvariables);
+ % Test if parameters are defined scalars in the caller workspace
+ for k=1:length(listofparameters)
+ if ~evalin('caller', sprintf('exist(''%s'', ''var'')', listofparameters{k}))
+ error('dplot:: %s is not a known object.', listofparameters{k})
+ end
+ if ~evalin('caller', sprintf('isscalar(%s) && isnumeric(%s)', listofparameters{k}, listofparameters{k}))
+ error('dplot:: Parameter %s has to be a numeric scalar.', listofparameters{k})
+ end
+ eval(sprintf('%s = evalin(''caller'', sprintf(''%%s'', listofparameters{k}));', listofparameters{k}))
+ end
+ Expressions{j} = rewrite(expressions{j}, listofvariables, i);
+ l = l+1;
+ ts{l} = eval(Expressions{j});
+ end
+ end
+ %
+ % Build plots
+ %
+ plot(1:length(range), ts{1}(range).data)
+ if length(ts)>1
+ hold on
+ for i=2:length(ts)
+ plot(1:length(range), ts{i}(range).data)
+ end
+ hold off
+ end
+ axis tight
+ %
+ % Reset x-axis labels (with dates)
+ %
+ ax = gca;
+ ax.XTick = unique(round(ax.XTick)); % Only keep integer labels
+ id = ax.XTick;
+ dd = strings(range(id));
+ ax.XTickLabel = dd;
+end
+
+function expr = getexpressions(cellarray)
+
+% Return expressions to be plotted.
+%
+% INPUTS
+% - cellarray [char] 1×n cell array of row char arrays.
+%
+% OUTPUTS
+% - expr [char] 1×p cell array of row char arrays.
+
+ [epos, dpos, rpos, zpos] = positions(cellarray);
+ expr = cell(1, length(rpos));
+ Epos = [epos, zpos];
+ for i=1:length(epos)
+ tmp = cellarray(Epos(i)+1:Epos(i+1)-1);
+ expr{i} = strcat(tmp{:});
+ end
+end
+
+function names = getdseriesnames(cellarray)
+
+% Return expressions to be plotted.
+%
+% INPUTS
+% - cellarray [char] 1×n cell array of row char arrays.
+%
+% OUTPUTS
+% - names [char] 1×p cell array of row char arrays.
+
+ [~, dpos] = positions(cellarray);
+
+ names = cellarray(dpos+1);
+end
+
+function range = getrange(cellarray)
+
+% Return period range for the plots.
+%
+% INPUTS
+% - cellarray [char] 1×n cell array of row char arrays.
+%
+% OUTPUTS
+% - range [dates]
+
+ [~, ~, rpos] = positions(cellarray);
+
+ if length(rpos)==0
+ range = dates();
+ return
+ end
+
+ str = cellarray{rpos+1};
+ sepid = strfind(str, ':');
+ assert(~isempty(sepid), 'dplot:: --range argument is wrong.')
+ assert(length(sepid)==1, 'dplot:: Only one semicolon is allowed in --range argument.')
+ assert(isdate(str(1:sepid-1)), 'dplot:: --range argument is wrong (first declared period cannot be interpreted as a dates object).')
+ assert(isdate(str(sepid+1:end)), 'dplot:: --range argument is wrong (second declared period cannot be interpreted as a dates object).')
+ range = dates(str(1:sepid-1)):dates(str(sepid+1:end));
+
+end
+
+function [epos, dpos, rpos, zpos] = positions(cellarray)
+
+% Return positions of the arguments.
+%
+% INPUTS
+% - cellarray [char] 1×n cell array of row char arrays.
+%
+% OUTPUTS
+% - epos [integer] 1×pₑ vector, indices for the --expression arguments.
+% - dpos [integer] 1×pₛ vector, indices for the --dseries arguments.
+% - rpos [integer] scalar, index of the --range argument.
+% - zpos [integer] first index of non --expression argument.
+
+ % Indices for --expression arguments.
+ epos = find(strcmp('--expression', cellarray));
+ if isempty(epos)
+ error('dplot::positions: --expression argument is mandatory.')
+ end
+ % Indices for the --dseries arguments.
+ dpos = find(strcmp('--dseries', cellarray));
+ if isempty(dpos)
+ error('dplot::positions: --dseries argument is mandatory.')
+ end
+ % Index for --range argument.
+ rpos = find(strcmp('--range', cellarray));
+ assert(length(rpos)==1 || length(rpos)==0, 'dplot::positions: Only one range is allowed.')
+ % Define index for the first argument name different from --expression
+ if isempty(rpos)
+ zpos = dpos(1);
+ else
+ zpos = min(dpos(1), rpos);
+ end
+ % Check that expressions are coming before other arguments
+ assert(max(epos)<zpos, 'dplot::positions: --expression must come befor the other arguments.')
+end
+
+function m = allowedmethods()
+ m = {'abs', 'center', 'cumprod', 'cumsum', 'detrend', 'dgrowth', 'diff', 'exp', 'log', 'hdiff', 'hgrowth', 'baxter_king_filter', ...
+ 'hpcycle', 'hptrend', 'onesidedhpcycle', 'onesidedhptrend', 'lag', 'lead', 'mdiff', 'mgrowth', 'qdiff', 'qgrowth', 'mean', 'std', ...
+ 'ydiff', 'ygrowth'};
+end
+
+function expr = rewrite(expr, list, index)
+ for i=1:length(list)
+ expr = regexprep(expr, sprintf('\\<%s\\>', list{i}), sprintf('data{%u}.%s', index, list{i}));
+ end
+end
--
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