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ParsingDriver.cc

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  • Forked from Dynare / preprocessor
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    PlotPosteriorDistributions.m 7.27 KiB
    function oo_ = PlotPosteriorDistributions(estim_params_, M_, options_, bayestopt_, oo_)
    
    % function PlotPosteriorDistributions()
    % plots posterior distributions
    %
    % INPUTS
    %    estim_params_   [structure] 
    %    M_              [structure]
    %    options_        [structure] 
    %    bayestopt_      [structure]
    %    oo_             [structure]
    %    
    % OUTPUTS
    %    oo_             [structure]  
    %    
    % SPECIAL REQUIREMENTS
    %    none
    
    % Copyright (C) 2005-2011 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 <http://www.gnu.org/licenses/>.
    
    OutputDirectoryName = CheckPath('Output',M_.dname);
    
    TeX     = options_.TeX;
    nblck   = options_.mh_nblck;
    nvx     = estim_params_.nvx;
    nvn     = estim_params_.nvn;
    ncx     = estim_params_.ncx;
    ncn     = estim_params_.ncn;
    np      = estim_params_.np ;
    npar    = nvx+nvn+ncx+ncn+np;
    
    MaxNumberOfPlotPerFigure = 9;% The square root must be an integer!
    nn = sqrt(MaxNumberOfPlotPerFigure);
    
    figurename = 'Priors and posteriors';
    
    if TeX    
        fidTeX = fopen([OutputDirectoryName '/' M_.fname '_PriorsAndPosteriors.TeX'],'w');
        fprintf(fidTeX,'%% TeX eps-loader file generated by PlotPosteriorDistributions.m (Dynare).\n');
        fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
        fprintf(fidTeX,' \n');
    end
    
    figunumber = 0;
    subplotnum = 0;
    
    for i=1:npar
        subplotnum = subplotnum+1;
        if subplotnum == 1
            figunumber = figunumber+1;
            if options_.nograph
                hfig = figure('Name',figurename,'Visible','off');
            else
                hfig = figure('Name',figurename);
            end
        end
        [nam,texnam] = get_the_name(i,TeX,M_,estim_params_,options_);
        if subplotnum == 1
            NAMES = nam;
            if TeX
                TeXNAMES = texnam;
            end
        else
            NAMES = char(NAMES,nam);
            if TeX
                TeXNAMES = char(TeXNAMES,texnam);
            end
        end
        [x2,f2,abscissa,dens,binf2,bsup2] = draw_prior_density(i,bayestopt_);
        top2 = max(f2); 
        if i <= nvx
            name = deblank(M_.exo_names(estim_params_.var_exo(i,1),:));  
            eval(['x1 = oo_.posterior_density.shocks_std.' name '(:,1);'])
            eval(['f1 = oo_.posterior_density.shocks_std.' name '(:,2);'])
            eval(['oo_.prior_density.shocks_std.' name '(:,1) = x2;'])
            eval(['oo_.prior_density.shocks_std.' name '(:,2) = f2;'])
            if ~options_.mh_posterior_mode_estimation
                eval(['pmod = oo_.posterior_mode.shocks_std.' name ';'])
            end
        elseif i <= nvx+nvn
            name = deblank(options_.varobs(estim_params_.var_endo(i-nvx,1),:));
            eval(['x1 = oo_.posterior_density.measurement_errors_std.' name '(:,1);'])
            eval(['f1 = oo_.posterior_density.measurement_errors_std.' name '(:,2);'])    
            eval(['oo_.prior_density.mearsurement_errors_std.' name '(:,1) = x2;'])
            eval(['oo_.prior_density.measurement_errors_std.' name '(:,2) = f2;'])
            if ~options_.mh_posterior_mode_estimation
                eval(['pmod = oo_.posterior_mode.measurement_errors_std.' name ';'])
            end     
        elseif i <= nvx+nvn+ncx
            j = i - (nvx+nvn);
            k1 = estim_params_.corrx(j,1);
            k2 = estim_params_.corrx(j,2);
            name = [deblank(M_.exo_names(k1,:)) '_' deblank(M_.exo_names(k2,:))];  
            eval(['x1 = oo_.posterior_density.shocks_corr.' name '(:,1);'])
            eval(['f1 = oo_.posterior_density.shocks_corr.' name '(:,2);'])    
            eval(['oo_.prior_density.shocks_corr.' name '(:,1) = x2;'])
            eval(['oo_.prior_density.shocks_corr.' name '(:,2) = f2;'])
            if ~options_.mh_posterior_mode_estimation
                eval(['pmod = oo_.posterior_mode.shocks_corr.' name ';'])  
            end
        elseif i <= nvx+nvn+ncx+ncn
            j = i - (nvx+nvn+ncx);
            k1 = estim_params_.corrn(j,1);
            k2 = estim_params_.corrn(j,2);
            name = [deblank(M_.endo_names(k1,:)) '_' deblank(M_.endo_names(k2,:))];
            eval(['x1 = oo_.posterior_density.measurement_errors_corr.' name '(:,1);'])
            eval(['f1 = oo_.posterior_density.measurement_errors_corr.' name '(:,2);'])
            eval(['oo_.prior_density.mearsurement_errors_corr.' name '(:,1) = x2;'])
            eval(['oo_.prior_density.measurement_errors_corr.' name '(:,2) = f2;'])
            if ~options_.mh_posterior_mode_estimation
                eval(['pmod = oo_.posterior_mode.measurement_errors_corr.' name ';'])
            end
        else
            j = i - (nvx+nvn+ncx+ncn);
            name = deblank(M_.param_names(estim_params_.param_vals(j,1),:));
            eval(['x1 = oo_.posterior_density.parameters.' name '(:,1);'])
            eval(['f1 = oo_.posterior_density.parameters.' name '(:,2);'])
            eval(['oo_.prior_density.parameters.' name '(:,1) = x2;'])
            eval(['oo_.prior_density.parameters.' name '(:,2) = f2;'])
            if ~options_.mh_posterior_mode_estimation
                eval(['pmod = oo_.posterior_mode.parameters.' name ';'])
            end
        end
        top1 = max(f1);
        top0 = max([top1;top2]);
        binf1 = x1(1);
        bsup1 = x1(end);
        borneinf = min(binf1,binf2);
        bornesup = max(bsup1,bsup2);
        subplot(nn,nn,subplotnum)
        hh = plot(x2,f2,'-k','linewidth',2);
        set(hh,'color',[0.7 0.7 0.7]);
        hold on;
        plot(x1,f1,'-k','linewidth',2);
        if ~options_.mh_posterior_mode_estimation
            plot( [pmod pmod], [0.0 1.1*top0], '--g', 'linewidth', 2);
        end
        box on;
        axis([borneinf bornesup 0 1.1*top0]);
        title(nam,'Interpreter','none');
        hold off;
        drawnow
        if subplotnum == MaxNumberOfPlotPerFigure || i == npar;
            eval(['print -depsc2 ' OutputDirectoryName '/' M_.fname '_PriorsAndPosteriors' int2str(figunumber) '.eps']);
            if ~exist('OCTAVE_VERSION')
                eval(['print -dpdf ' OutputDirectoryName '/' M_.fname '_PriorsAndPosteriors' int2str(figunumber)]);
            end
            if options_.nograph, 
                set(hfig,'Visible','on');
            end
            if ~exist('OCTAVE_VERSION')
                saveas(hfig,[OutputDirectoryName '/' M_.fname '_PriorsAndPosteriors' int2str(figunumber) '.fig']);
            end
            if TeX
                fprintf(fidTeX,'\\begin{figure}[H]\n');
                for j = 1:size(NAMES,1)
                    fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(j,:)),deblank(TeXNAMES(j,:)));
                end    
                fprintf(fidTeX,'\\centering\n');
                fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_PriorsAndPosteriors%s}\n',M_.fname,int2str(figunumber));
                fprintf(fidTeX,'\\caption{Priors and posteriors.}');
                fprintf(fidTeX,'\\label{Fig:PriorsAndPosteriors:%s}\n',int2str(figunumber));
                fprintf(fidTeX,'\\end{figure}\n');
                fprintf(fidTeX,' \n');
                if i == npar
                    fprintf(fidTeX,'%% End of TeX file.\n');
                    fclose(fidTeX);
                end
            end
            if options_.nograph, 
                close(hfig), 
            end
            subplotnum = 0;
        end
    end