From e94a698a9b51cc49821366c1002de996c3c8ff15 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Thu, 2 Jun 2016 14:52:10 +0200
Subject: [PATCH] Implement write_latex_prior_table.m
Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
---
doc/dynare.texi | 10 +-
matlab/write_latex_prior_table.m | 184 +++++++++++++++++++++++++++++++
matlab/write_table_prior.m | 142 ------------------------
tests/TeX/fs2000_corr_ME.mod | 2 +
4 files changed, 195 insertions(+), 143 deletions(-)
create mode 100644 matlab/write_latex_prior_table.m
delete mode 100644 matlab/write_table_prior.m
diff --git a/doc/dynare.texi b/doc/dynare.texi
index 9671a51e5d..55d8ea5b02 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -10064,7 +10064,15 @@ a table in a file named @code{<<M_.fname>>_latex_parameters.tex}. The command wr
of the parameters currently stored. Thus, if parameters are set or changed in the steady state
computation, the command should be called after a @code{steady}-command to make sure the
parameters were correctly updated. The long names can be used to add parameter descriptions. Requires the
-following @LaTeX{} packages: @code{longtable}
+following @LaTeX{} packages: @code{longtable, booktabs}
+@end deffn
+
+@deffn {MATLAB/Octave command} write_latex_prior_table ;
+
+Writes descriptive statistics about the prior distribution to
+a @LaTeX{} table in a file named @code{<<M_.fname>>_latex_priors_table.tex}. The command writes the prior
+definitions currently stored. Thus, the command must be invoked after a call to @code{estimation}. Requires the
+following @LaTeX{} packages: @code{longtable, booktabs}
@end deffn
@deffn {MATLAB/Octave command} collect_LaTeX_Files (@code{M_}) ;
diff --git a/matlab/write_latex_prior_table.m b/matlab/write_latex_prior_table.m
new file mode 100644
index 0000000000..3b39c46a14
--- /dev/null
+++ b/matlab/write_latex_prior_table.m
@@ -0,0 +1,184 @@
+function write_latex_prior_table
+%function write_latex_prior_table
+% Writes a latex table with some descriptive statistics about the prior distribution.
+%
+% INPUTS
+% none
+%
+% OUTPUTS
+% none
+%
+% SPECIAL REQUIREMENTS
+% none
+
+% Copyright (C) 2015-16 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/>.
+
+global M_ options_ bayestopt_ estim_params_
+
+if ~any(bayestopt_.pshape > 0)
+ fprintf('\nwrite_latex_prior_table:: No prior distributions detected. Skipping table creation.\n')
+ return
+end
+
+% get untruncated bounds
+bounds = prior_bounds(bayestopt_, options_.prior_trunc);
+lb=bounds.lb;
+ub=bounds.ub;
+
+PriorNames = { 'Beta' , 'Gamma' , 'Gaussian' , 'Inv. Gamma' , 'Uniform' , 'Inv. Gamma -- 2', '', 'Weibull' };
+
+fidTeX = fopen([M_.fname '_priors_table.tex'],'w+');
+fprintf(fidTeX,'%% TeX-table generated by Dynare write_latex_prior_table.m.\n');
+fprintf(fidTeX,'%% Prior Information\n');
+fprintf(fidTeX,['%% ' datestr(now,0)]);
+fprintf(fidTeX,' \n');
+fprintf(fidTeX,' \n');
+fprintf(fidTeX,'\\begin{center}\n');
+fprintf(fidTeX,'\\begin{longtable}{lcccccccc} \n');
+fprintf(fidTeX,'\\caption{Prior information (parameters)}\\\\\n ');
+fprintf(fidTeX,'\\label{Table:Prior}\\\\\n');
+fprintf(fidTeX, '\\toprule%%\n');
+if options_.prior_trunc==0
+ fprintf(fidTeX,' & & & & & \\multicolumn{2}{c}{Bounds} & \\multicolumn{2}{c}{90\\%% HPDI} \\\\ \n');
+else
+ fprintf(fidTeX,' & & & & & \\multicolumn{2}{c}{Bounds*} & \\multicolumn{2}{c}{90\\%% HPDI} \\\\ \n');
+end
+fprintf(fidTeX,' \\cmidrule(r{.75em}){6-7} \\cmidrule(r{.75em}){8-9}\n');
+fprintf(fidTeX,' & Distribution & Mean & Mode & Std.dev. & Lower & Upper & Lower & Upper \\\\ \n');
+fprintf(fidTeX, '\\midrule\n');
+fprintf(fidTeX, '\\endfirsthead\n');
+fprintf(fidTeX,'\\caption{(continued)}\\\\\n ');
+fprintf(fidTeX, '\\toprule%%\n');
+if options_.prior_trunc==0
+ fprintf(fidTeX,' & & & & & \\multicolumn{2}{c}{Bounds} & \\multicolumn{2}{c}{90\\%% HPDI} \\\\ \n');
+else
+ fprintf(fidTeX,' & & & & & \\multicolumn{2}{c}{Bounds*} & \\multicolumn{2}{c}{90\\%% HPDI} \\\\ \n');
+end
+fprintf(fidTeX,' \\cmidrule(r{.75em}){6-7} \\cmidrule(r{.75em}){8-9}\n');
+fprintf(fidTeX,' & Distribution & Mean & Mode & Std.dev. & Lower & Upper & Lower & Upper \\\\ \n');
+fprintf(fidTeX,'\\midrule\n');
+fprintf(fidTeX,'\\endhead\n');
+if options_.prior_trunc~=0
+ fprintf(fidTeX,'\\midrule\n');
+ fprintf(fidTeX,sprintf('\\\\caption*{*Displayed bounds are after applying a prior truncation of options_.trunc=%4.3f}\\\\\\\\\n',options_.prior_trunc));
+end
+fprintf(fidTeX,'\\midrule\n');
+fprintf(fidTeX,'\\multicolumn{9}{r}{(Continued on next page)} \\\\ \n');
+fprintf(fidTeX,'\\bottomrule\n');
+fprintf(fidTeX,'\\endfoot\n');
+if options_.prior_trunc~=0
+ fprintf(fidTeX,'\\midrule\n');
+ fprintf(fidTeX,sprintf('\\\\caption*{\\\\emph{Note:} Displayed bounds are after applying a prior truncation of options\\\\_.prior\\\\_trunc=%3.2e}\\\\\\\\\n',options_.prior_trunc));
+end
+fprintf(fidTeX,'\\bottomrule\n');
+fprintf(fidTeX,'\\endlastfoot\n');
+% Column 1: a string for the name of the prior distribution.
+% Column 2: the prior mean.
+% Column 3: the prior mode.
+% Column 4: the prior standard deviation.
+% Column 5: the lower bound of the prior density support.
+% Column 6: the upper bound of the prior density support.
+% Column 7: the lower bound of the interval containing 90% of the prior mass.
+% Column 8: the upper bound of the interval containing 90% of the prior mass.
+PriorIntervals = prior_bounds(bayestopt_,(1-options_.prior_interval)/2) ;
+for i=1:size(bayestopt_.name,1)
+ [tmp,TexName] = get_the_name(i,1,M_,estim_params_,options_);
+ PriorShape = PriorNames{ bayestopt_.pshape(i) };
+ PriorMean = bayestopt_.p1(i);
+ PriorMode = bayestopt_.p5(i);
+ PriorStandardDeviation = bayestopt_.p2(i);
+ switch bayestopt_.pshape(i)
+ case { 1 , 5 }
+ LowerBound = bayestopt_.p3(i);
+ UpperBound = bayestopt_.p4(i);
+ if ~isinf(lb(i))
+ LowerBound=max(LowerBound,lb(i));
+ end
+ if ~isinf(ub(i))
+ UpperBound=min(UpperBound,ub(i));
+ end
+ case { 2 , 4 , 6, 8 }
+ LowerBound = bayestopt_.p3(i);
+ if ~isinf(lb(i))
+ LowerBound=max(LowerBound,lb(i));
+ end
+ if ~isinf(ub(i))
+ UpperBound=ub(i);
+ else
+ UpperBound = '$\infty$';
+ end
+ case 3
+ if isinf(bayestopt_.p3(i)) && isinf(lb(i))
+ LowerBound = '$-\infty$';
+ else
+ LowerBound = bayestopt_.p3(i);
+ if ~isinf(lb(i))
+ LowerBound=max(LowerBound,lb(i));
+ end
+ end
+ if isinf(bayestopt_.p4(i)) && isinf(ub(i))
+ UpperBound = '$\infty$';
+ else
+ UpperBound = bayestopt_.p4(i);
+ if ~isinf(ub(i))
+ UpperBound=min(UpperBound,ub(i));
+ end
+ end
+ otherwise
+ error('write_latex_prior_table:: Dynare bug!')
+ end
+ format_string = build_format_string(PriorMode, PriorStandardDeviation,LowerBound,UpperBound);
+ fprintf(fidTeX,format_string, ...
+ TexName, ...
+ PriorShape, ...
+ PriorMean, ...
+ PriorMode, ...
+ PriorStandardDeviation, ...
+ LowerBound, ...
+ UpperBound, ...
+ PriorIntervals.lb(i), ...
+ PriorIntervals.ub(i) );
+end
+fprintf(fidTeX,'\\end{longtable}\n ');
+fprintf(fidTeX,'\\end{center}\n');
+fprintf(fidTeX,'%% End of TeX file.\n');
+fclose(fidTeX);
+
+function format_string = build_format_string(PriorMode,PriorStandardDeviation,LowerBound,UpperBound)
+format_string = ['%s & %s & %6.4f &'];
+if isnan(PriorMode)
+ format_string = [ format_string , ' %s &'];
+else
+ format_string = [ format_string , ' %6.4f &'];
+end
+if ~isnumeric(PriorStandardDeviation)
+ format_string = [ format_string , ' %s &'];
+else
+ format_string = [ format_string , ' %6.4f &'];
+end
+if ~isnumeric(LowerBound)
+ format_string = [ format_string , ' %s &'];
+else
+ format_string = [ format_string , ' %6.4f &'];
+end
+if ~isnumeric(UpperBound)
+ format_string = [ format_string , ' %s &'];
+else
+ format_string = [ format_string , ' %6.4f &'];
+end
+format_string = [ format_string , ' %6.4f & %6.4f \\\\ \n'];
\ No newline at end of file
diff --git a/matlab/write_table_prior.m b/matlab/write_table_prior.m
deleted file mode 100644
index 3c6c847c6a..0000000000
--- a/matlab/write_table_prior.m
+++ /dev/null
@@ -1,142 +0,0 @@
-function write_table_prior(lb, ub, DynareOptions, ModelInfo, BayesInfo, EstimationInfo)
-
-% This routine builds a latex table with some descriptive statistics about the prior distribution.
-
-% Copyright (C) 2015 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/>.
-
-PriorNames = { 'Beta' , 'Gamma' , 'Gaussian' , 'Inverted Gamma' , 'Uniform' , 'Inverted Gamma -- 2' };
-
-if size(ModelInfo.param_names,1)==size(ModelInfo.param_names_tex,1)% All the parameters have a TeX name.
- fidTeX = fopen('priors_data.tex','w+');
- fprintf(fidTeX,'%% TeX-table generated by Dynare.\n');
- fprintf(fidTeX,'%% Prior Information\n');
- fprintf(fidTeX,['%% ' datestr(now,0)]);
- fprintf(fidTeX,' \n');
- fprintf(fidTeX,' \n');
- fprintf(fidTeX,'\\begin{center}\n');
- fprintf(fidTeX,'\\begin{longtable}{l|cccccccc} \n');
- fprintf(fidTeX,'\\caption{Prior information (parameters)}\\\\\n ');
- fprintf(fidTeX,'\\label{Table:Prior}\\\\\n');
- fprintf(fidTeX,'\\hline\\hline \\\\ \n');
- fprintf(fidTeX,' & Prior distribution & Prior mean & Prior mode & Prior s.d. & Lower Bound & Upper Bound & LB Untrunc. 80\\%% HPDI & UB Untrunc. 80\\%% HPDI \\\\ \n');
- fprintf(fidTeX,'\\hline \\endfirsthead \n');
- fprintf(fidTeX,'\\caption{(continued)}\\\\\n ');
- fprintf(fidTeX,'\\hline\\hline \\\\ \n');
- fprintf(fidTeX,' & Prior distribution & Prior mean & Prior mode & Prior s.d. & Lower Bound & Upper Bound & LB Untrunc. 80\\%% HPDI & UB Untrunc. 80\\%% HPDI \\\\ \n');
- fprintf(fidTeX,'\\hline \\endhead \n');
- fprintf(fidTeX,'\\hline \\multicolumn{9}{r}{(Continued on next page)} \\\\ \\hline \\endfoot \n');
- fprintf(fidTeX,'\\hline \\hline \\endlastfoot \n');
- % Column 1: a string for the name of the prior distribution.
- % Column 2: the prior mean.
- % Column 3: the prior mode.
- % Column 4: the prior standard deviation.
- % Column 5: the lower bound of the prior density support.
- % Column 6: the upper bound of the prior density support.
- % Column 7: the lower bound of the interval containing 80% of the prior mass.
- % Column 8: the upper bound of the interval containing 80% of the prior mass.
- prior_trunc_backup = DynareOptions.prior_trunc ;
- DynareOptions.prior_trunc = (1-DynareOptions.prior_interval)/2 ;
- PriorIntervals = prior_bounds(BayesInfo,DynareOptions) ;
- DynareOptions.prior_trunc = prior_trunc_backup ;
- for i=1:size(BayesInfo.name,1)
- [tmp,TexName] = get_the_name(i,1,ModelInfo,EstimationInfo,DynareOptions);
- PriorShape = PriorNames{ BayesInfo.pshape(i) };
- PriorMean = BayesInfo.p1(i);
- PriorMode = BayesInfo.p5(i);
- PriorStandardDeviation = BayesInfo.p2(i);
- switch BayesInfo.pshape(i)
- case { 1 , 5 }
- LowerBound = BayesInfo.p3(i);
- UpperBound = BayesInfo.p4(i);
- if ~isinf(lb(i))
- LowerBound=max(LowerBound,lb(i));
- end
- if ~isinf(ub(i))
- UpperBound=min(UpperBound,ub(i));
- end
- case { 2 , 4 , 6 }
- LowerBound = BayesInfo.p3(i);
- if ~isinf(lb(i))
- LowerBound=max(LowerBound,lb(i));
- end
- if ~isinf(ub(i))
- UpperBound=ub(i);
- else
- UpperBound = '$\infty$';
- end
- case 3
- if isinf(BayesInfo.p3(i)) && isinf(lb(i))
- LowerBound = '$-\infty$';
- else
- LowerBound = BayesInfo.p3(i);
- if ~isinf(lb(i))
- LowerBound=max(LowerBound,lb(i));
- end
- end
- if isinf(BayesInfo.p4(i)) && isinf(ub(i))
- UpperBound = '$\infty$';
- else
- UpperBound = BayesInfo.p4(i);
- if ~isinf(ub(i))
- UpperBound=min(UpperBound,ub(i));
- end
- end
- otherwise
- error('get_prior_info:: Dynare bug!')
- end
- format_string = build_format_string(PriorMode, PriorStandardDeviation,LowerBound,UpperBound);
- fprintf(fidTeX,format_string, ...
- TexName, ...
- PriorShape, ...
- PriorMean, ...
- PriorMode, ...
- PriorStandardDeviation, ...
- LowerBound, ...
- UpperBound, ...
- PriorIntervals.lb(i), ...
- PriorIntervals.ub(i) );
- end
- fprintf(fidTeX,'\\end{longtable}\n ');
- fprintf(fidTeX,'\\end{center}\n');
- fprintf(fidTeX,'%% End of TeX file.\n');
- fclose(fidTeX);
-end
-
-function format_string = build_format_string(PriorMode,PriorStandardDeviation,LowerBound,UpperBound)
-format_string = ['%s & %s & %6.4f &'];
-if isnan(PriorMode)
- format_string = [ format_string , ' %s &'];
-else
- format_string = [ format_string , ' %6.4f &'];
-end
-if ~isnumeric(PriorStandardDeviation)
- format_string = [ format_string , ' %s &'];
-else
- format_string = [ format_string , ' %6.4f &'];
-end
-if ~isnumeric(LowerBound)
- format_string = [ format_string , ' %s &'];
-else
- format_string = [ format_string , ' %6.4f &'];
-end
-if ~isnumeric(UpperBound)
- format_string = [ format_string , ' %s &'];
-else
- format_string = [ format_string , ' %6.4f &'];
-end
-format_string = [ format_string , ' %6.4f & %6.4f \\\\ \n'];
\ No newline at end of file
diff --git a/tests/TeX/fs2000_corr_ME.mod b/tests/TeX/fs2000_corr_ME.mod
index 1be3270db9..6ac5cef60f 100644
--- a/tests/TeX/fs2000_corr_ME.mod
+++ b/tests/TeX/fs2000_corr_ME.mod
@@ -162,6 +162,8 @@ end;
estimation(mode_compute=8,order=1,datafile='../fs2000/fsdat_simul',mode_check,smoother,filter_decomposition,mh_replic=4000, mh_nblocks=1, mh_jscale=0.8,forecast = 8,bayesian_irf,filtered_vars,filter_step_ahead=[1,3],irf=20,moments_varendo,contemporaneous_correlation,conditional_variance_decomposition=[1 2 4]) m P c e W R k d y;
+write_latex_prior_table;
+
trace_plot(options_,M_,estim_params_,'PosteriorDensity',1);
trace_plot(options_,M_,estim_params_,'StructuralShock',1,'eps_a')
--
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