From f2045e225f010bb2ea78549955b164d83ee4a8d3 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Wed, 16 Oct 2024 17:46:44 +0200
Subject: [PATCH] :bug: smoother: do not attempt plotting if OccBin smoother
did not return results
Incidentally remove calling store_smoother_results twice
---
.../save_display_classical_smoother_results.m | 279 +++++++++---------
1 file changed, 141 insertions(+), 138 deletions(-)
diff --git a/matlab/kalman/save_display_classical_smoother_results.m b/matlab/kalman/save_display_classical_smoother_results.m
index f7f2f981e7..e1e5f87cac 100644
--- a/matlab/kalman/save_display_classical_smoother_results.m
+++ b/matlab/kalman/save_display_classical_smoother_results.m
@@ -34,11 +34,12 @@ function oo_=save_display_classical_smoother_results(xparam1,M_,oo_,options_,bay
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);
if ismember(info(1),[303,304,306])
fprintf('\nIVF: smoother did not succeed. No results will be written to oo_.\n')
+ smoother_error=true;
else
updated_variables = atT*nan;
measurement_error=[];
@@ -54,95 +55,31 @@ else
if options_.occbin.smoother.status
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,~,~,P,PK,decomp,Trend,state_uncertainty,oo_,bayestopt_] = occbin.DSGE_smoother(xparam1,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state,M_,oo_,options_,bayestopt_,estim_params_,dataset_,dataset_info);
if oo_.occbin.smoother.error_flag(1)==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);
else
+ smoother_error=true;
fprintf('\nOccbin: smoother did not succeed. No results will be written to oo_.\n')
end
else
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,~,~,P,PK,decomp,Trend,state_uncertainty,oo_,bayestopt_] = DsgeSmoother(xparam1,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state,M_,oo_,options_,bayestopt_,estim_params_);
- 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);
- end
- [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
-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);
+ [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
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 ~smoother_error
if ~options_.nograph
- [nbplt,nr,nc,~,~,nstar] = pltorg(number_of_plots_to_draw);
+ [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 '_SmoothedObservationErrors.tex'],'w');
+ 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 observation errors');
- nstar0=min(nstar,number_of_plots_to_draw-(plt-1)*nstar);
+ 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';
@@ -155,30 +92,29 @@ if estim_params_.nvn
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)
+ plot(1:gend,innov(k,:),marker_string{2,1},'linewidth',1)
hold off
- name = options_.varobs{index(k)};
- if gend>1
- xlim([1 gend])
- end
+ 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
- idx = strmatch(options_.varobs{index(k)}, M_.endo_names, 'exact');
- title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
+ title(['$' M_.exo_names_tex{k} '$'],'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);
+ 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_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,'\\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
@@ -189,64 +125,131 @@ if estim_params_.nvn
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';
+ 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
- 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)
+ 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
- if gend>1
- xlim([1 gend])
+ 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
- idx = strmatch(options_.varobs{k}, M_.endo_names,'exact');
- title(['$' M_.endo_names_tex{idx} '$'],'Interpreter','latex')
+ 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
- title(name,'Interpreter','none')
+ 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
- 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');
+ fprintf(fidTeX,'%% End of TeX file.\n');
+ fclose(fidTeX);
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
\ No newline at end of file
--
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