/usr/share/dynare/matlab/trace_plot.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 | function trace_plot(options_,M_,estim_params_,type,blck,name1,name2)
% This function build trace plot for the metropolis hastings draws.
%
%
% INPUTS
%
% options_ [structure] Dynare structure.
% M_ [structure] Dynare structure (related to model definition).
% estim_params_ [structure] Dynare structure (related to estimation).
% type [string] 'DeepParameter', 'MeasurementError' (for measurement equation error) or 'StructuralShock' (for structural shock).
% blck [integer] Number of the mh chain.
% name1 [string] Object name.
% name2 [string] Object name.
%
% OUTPUTS
% None
%
% SPECIAL REQUIREMENTS
% Copyright (C) 2003-2013 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/>.
% Cet the column index:
if nargin<7
column = name2index(options_, M_, estim_params_, type, name1);
else
column = name2index(options_, M_, estim_params_, type, name1, name2);
end
if isempty(column)
return
end
% Get informations about the posterior draws:
MetropolisFolder = CheckPath('metropolis',M_.dname);
load_last_mh_history_file(MetropolisFolder, M_.fname);
FirstMhFile = 1;
FirstLine = 1;
TotalNumberOfMhFiles = sum(record.MhDraws(:,2));
TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
clear record;
% Get all the posterior draws:
PosteriorDraws = GetAllPosteriorDraws(column, FirstMhFile, FirstLine, TotalNumberOfMhFiles, TotalNumberOfMhDraws, blck);
% Plot the posterior draws:
if strcmpi(type,'DeepParameter')
TYPE = 'parameter ';
elseif strcmpi(type,'StructuralShock')
if nargin<7
TYPE = 'the standard deviation of structural shock ';
else
TYPE = 'the correlation between structural shocks ';
end
elseif strcmpi(type,'MeasurementError')
if nargin<7
TYPE = 'the standard deviation of measurement error ';
else
TYPE = 'the correlation between measurement errors ';
end
end
if nargin<7
FigureName = ['Trace plot for ' TYPE name1];
else
FigureName = ['Trace plot for ' TYPE name1 ' and ' name2];
end
if options_.mh_nblck>1
FigureName = [ FigureName , ' (block number ' int2str(blck) ').'];
end
hh=dyn_figure(options_,'Name',FigureName);
plot(1:TotalNumberOfMhDraws,PosteriorDraws,'Color',[.7 .7 .7]);
% Compute the moving average of the posterior draws:
N = options_.trace_plot_ma;
MovingAverage = NaN(TotalNumberOfMhDraws,1);
first = N+1;
last = TotalNumberOfMhDraws-N;
for t=first:last
MovingAverage(t) = mean(PosteriorDraws(t-N:t+N));
end
hold on
plot(1:TotalNumberOfMhDraws,MovingAverage,'-k','linewidth',2)
hold off
axis tight
legend({'MCMC draw';[num2str(N) ' period moving average']},'Location','NorthWest')
% create subdirectory <fname>/graphs if it doesn't exist
if ~exist(M_.fname, 'dir')
mkdir('.',M_.fname);
end
if ~exist([M_.fname filesep 'graphs'])
mkdir(M_.fname,'graphs');
end
plot_name=get_the_name(column,0,M_,estim_params_,options_);
dyn_saveas(hh,[M_.fname, filesep, 'graphs', filesep, 'TracePlot_' plot_name],options_)
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