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Finalized figures and tables for now
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@jlperla
jlperla committed Jun 2, 2023
1 parent 0e485e0 commit 94f4d23
Showing 1 changed file with 70 additions and 64 deletions.
134 changes: 70 additions & 64 deletions scripts/generate_paper_results/baseline_figures.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -66,7 +66,7 @@ function generate_epsilon_plots(run, labels, shocks_path; plot_args...)
end
ϵ_plot = plot(ϵ_plots...; plot_args...)
savefig(ϵ_plot, ".paper_results/$(run)_epsilons.png")
return ϵ_plots
return ϵ_plot
end


Expand Down Expand Up @@ -110,39 +110,38 @@ function dynare_rbc_comparison(julia_small_run, julia_big_run, dynare_run, pseud
return density_plot_alpha, density_plot_beta, density_plot_rho
end

# function dynare_sgu_comparison_1(kalman_run, joint_run, dynare_run, include_vars, pseudotrues, titles;show_pseudo_true, lw=2, plotargs...)
# chain_kalman = deserialize(".replication_results/$(kalman_run)/chain.jls")
# params_kalman = JSON.parsefile(".replication_results/$(kalman_run)/result.json")
# chain_joint = deserialize(".replication_results/$(joint_run)/chain.jls")
# params_joint = JSON.parsefile(".replication_results/$(joint_run)/result.json")
# chain_dynare = deserialize(".replication_results/$(dynare_run)/chain.jls")
# params_dynare = JSON.parsefile(".replication_results/$(dynare_run)/result.json")
function dynare_sgu_comparison_1(kalman_run, joint_run, dynare_run, include_vars, pseudotrues, titles;show_pseudo_true, lw=2, plotargs...)
chain_kalman = deserialize(".replication_results/$(kalman_run)/chain.jls")
params_kalman = JSON.parsefile(".replication_results/$(kalman_run)/result.json")
chain_joint = deserialize(".replication_results/$(joint_run)/chain.jls")
params_joint = JSON.parsefile(".replication_results/$(joint_run)/result.json")
chain_dynare = deserialize(".replication_results/$(dynare_run)/chain.jls")
params_dynare = JSON.parsefile(".replication_results/$(dynare_run)/result.json")


# density_plots = []
# for i in eachindex(include_vars)
# var = include_vars[i]
# density_plot = density(chain_kalman[[var,]]; left_margin = 15mm, top_margin = 5mm, label="", legend=false,lw)
density_plots = []
for i in eachindex(include_vars)
var = include_vars[i]
density_plot = density(chain_kalman[[var,]]; left_margin = 15mm, top_margin = 5mm, label="", legend=false,lw)

# density_plot = density!(chain_joint[[var,]]; left_margin = 15mm, top_margin = 5mm, label="", legend=false,lw)
density_plot = density!(chain_joint[[var,]]; left_margin = 15mm, top_margin = 5mm, label="", legend=false,lw)

# density_plot = density!(chain_dynare[[var,]]; left_margin = 15mm, top_margin = 5mm, label="", linestyle = :dash, legend=false,lw)
# if show_pseudo_true
# vline!(density_plot, [pseudotrues[i]], linestyle = :dash, color = :black, label = "")
# end
# push!(density_plots, density_plot)
# end
# for i in eachindex(density_plots)
# title!(density_plots[i], titles[i])
# ylabel!(density_plots[i], "")
# xlabel!(density_plots[i], "")
# end
# push!(density_plots, plot((1:3)', framestyle = :none, legend=true, linestyle = [:solid :solid :dash], label=["NUTS, Kalman," "NUTS, joint" "RWMH, Kalman"]))

# plt = plot(density_plots...;plotargs...)
# savefig(plt, ".paper_results/sgu_1_comparison.png")
# return plt
# end
density_plot = density!(chain_dynare[[var,]]; left_margin = 15mm, top_margin = 5mm, label="", legend=false,lw)
if show_pseudo_true
vline!(density_plot, [pseudotrues[i]], linestyle = :dash, color = :black, label = "")
end
push!(density_plots, density_plot)
end
for i in eachindex(density_plots)
title!(density_plots[i], titles[i])
ylabel!(density_plots[i], "")
xlabel!(density_plots[i], "")
end
push!(density_plots, plot((1:3)', framestyle = :none, legend=true, label=["NUTS, kalman," "NUTS, joint" "RWMH, kalman"]))

plt = plot(density_plots...;plotargs...)
return plt
end

function dynare_sgu_comparison_2(joint_run, dynare_run, include_vars, pseudotrues, titles;show_pseudo_true, lw=2, plotargs...)
chain_joint = deserialize(".replication_results/$(joint_run)/chain.jls")
Expand All @@ -156,7 +155,7 @@ function dynare_sgu_comparison_2(joint_run, dynare_run, include_vars, pseudotrue
var = include_vars[i]
density_plot = density(chain_joint[[var,]]; left_margin = 15mm, top_margin = 5mm, label="", legend=false,lw)

density_plot = density!(chain_dynare[[var,]]; left_margin = 15mm, top_margin = 5mm, label="", legend=false,lw, linestyle=:dash)
density_plot = density!(chain_dynare[[var,]]; left_margin = 15mm, top_margin = 5mm, label="", legend=false,lw)
if show_pseudo_true
vline!(density_plot, [pseudotrues[i]], linestyle = :dash, label = "")
end
Expand All @@ -167,10 +166,9 @@ function dynare_sgu_comparison_2(joint_run, dynare_run, include_vars, pseudotrue
ylabel!(density_plots[i], "")
xlabel!(density_plots[i], "")
end
push!(density_plots, plot((1:2)', framestyle = :none, legend=true, label=["NUTS, Joint" "RWMH, Particle Filter"], linestyle=[:solid :dash]))
push!(density_plots, plot((1:2)', framestyle = :none, legend=true, label=["NUTS, joint" "RWMH, particle filter"]))

plt = plot(density_plots...;plotargs...)
savefig(plt, ".paper_results/sgu_2_comparison.png")
return plt
end

Expand Down Expand Up @@ -221,46 +219,54 @@ generate_epsilon_plots("rbc_2_joint_200_long", rbc_shock_names, "data/rbc_2_join
# RBC Stochastic volatility
#generate_density_plots("rbc_sv_2_joint_200",rbc_params, rbc_pseudotrue;show_pseudo_true, title)
#generate_traceplots("rbc_sv_2_joint_200",rbc_params, rbc_pseudotrue;show_pseudo_true, title)
generate_epsilon_plots("rbc_sv_2_joint_200", ["TFP Shock", "Volatility Shock"], "data/rbc_sv_2_joint_shocks_200.csv"; layout=(2, 1))

# SGU traceplots in two sets
suffix_1 = "_set_1"
sgu_include_vars_1 = ["α", "β_draw", "γ"]
sgu_vars_1_titles = [L"\alpha", L"\beta_{draw}", L"\gamma"]
sgu_pseudotrues_1 = [0.32 4 2.0]
suffix_2 = "_set_2"
sgu_include_vars_2 = ["ρ", "ρ_u", "ρ_v", "ψ"]
sgu_vars_2_titles = [L"\rho", L"\rho_u", L"\rho_v", L"\psi"]
sgu_pseudotrues_2 = [0.42 0.2 0.4 0.000742]

generate_traceplots("sgu_1_kalman_200", sgu_include_vars_1, sgu_pseudotrues_1;show_pseudo_true, suffix = suffix_1)
generate_traceplots("sgu_1_joint_200", sgu_include_vars_1, sgu_pseudotrues_1;show_pseudo_true, suffix = suffix_1)
generate_traceplots("sgu_2_joint_200", sgu_include_vars_1, sgu_pseudotrues_1;show_pseudo_true, suffix = suffix_1)
generate_traceplots("sgu_1_200_dynare", sgu_include_vars_1, sgu_pseudotrues_1;show_pseudo_true, suffix = suffix_1)
generate_traceplots("sgu_2_200_dynare", sgu_include_vars_1, sgu_pseudotrues_1;show_pseudo_true, suffix = suffix_1)

generate_traceplots("sgu_1_kalman_200", sgu_include_vars_2, sgu_pseudotrues_2;show_pseudo_true, suffix = suffix_2)
generate_traceplots("sgu_1_joint_200", sgu_include_vars_2, sgu_pseudotrues_2;show_pseudo_true, suffix = suffix_2)
generate_traceplots("sgu_2_joint_200", sgu_include_vars_2, sgu_pseudotrues_2;show_pseudo_true, suffix = suffix_2)
generate_traceplots("sgu_1_200_dynare", sgu_include_vars_2, sgu_pseudotrues_2;show_pseudo_true, suffix = suffix_2)
generate_traceplots("sgu_2_200_dynare", sgu_include_vars_2, sgu_pseudotrues_2;show_pseudo_true, suffix = suffix_2)
generate_epsilon_plots("rbc_sv_2_joint_200", ["TFP Shock", "Volatility Shock"], "data/rbc_sv_2_joint_shocks_200.csv"; layout=(1, 2), size=(800,300))

# SGU traceplots are being skipped for now
# suffix_1 = "_set_1"
# sgu_include_vars_1 = ["α", "β_draw", "γ"]
# sgu_vars_1_titles = [L"\alpha", L"\beta_{draw}", L"\gamma"]
# sgu_pseudotrues_1 = [0.32 4 2.0]
# suffix_2 = "_set_2"
# sgu_include_vars_2 = ["ρ", "ρ_u", "ρ_v", "ψ"]
# sgu_vars_2_titles = [L"\rho", L"\rho_u", L"\rho_v", L"\psi"]
# sgu_pseudotrues_2 = [0.42 0.2 0.4 0.000742]

# generate_traceplots("sgu_1_kalman_200", sgu_include_vars_1, sgu_pseudotrues_1;show_pseudo_true, suffix = suffix_1)
# generate_traceplots("sgu_1_joint_200", sgu_include_vars_1, sgu_pseudotrues_1;show_pseudo_true, suffix = suffix_1)
# generate_traceplots("sgu_2_joint_200", sgu_include_vars_1, sgu_pseudotrues_1;show_pseudo_true, suffix = suffix_1)
# generate_traceplots("sgu_1_200_dynare", sgu_include_vars_1, sgu_pseudotrues_1;show_pseudo_true, suffix = suffix_1)
# generate_traceplots("sgu_2_200_dynare", sgu_include_vars_1, sgu_pseudotrues_1;show_pseudo_true, suffix = suffix_1)

# generate_traceplots("sgu_1_kalman_200", sgu_include_vars_2, sgu_pseudotrues_2;show_pseudo_true, suffix = suffix_2)
# generate_traceplots("sgu_1_joint_200", sgu_include_vars_2, sgu_pseudotrues_2;show_pseudo_true, suffix = suffix_2)
# generate_traceplots("sgu_2_joint_200", sgu_include_vars_2, sgu_pseudotrues_2;show_pseudo_true, suffix = suffix_2)
# generate_traceplots("sgu_1_200_dynare", sgu_include_vars_2, sgu_pseudotrues_2;show_pseudo_true, suffix = suffix_2)
# generate_traceplots("sgu_2_200_dynare", sgu_include_vars_2, sgu_pseudotrues_2;show_pseudo_true, suffix = suffix_2)


sgu_shock_names = [L"\epsilon_e", L"\epsilon_u", L"\epsilon_v"]
generate_epsilon_plots("sgu_1_joint_200", sgu_shock_names, "data/sgu_1_joint_shocks_200.csv"; layout=(3, 1))
generate_epsilon_plots("sgu_2_joint_200", sgu_shock_names, "data/sgu_2_joint_shocks_200.csv"; layout=(3, 1))
generate_epsilon_plots("sgu_1_joint_200", sgu_shock_names, "data/sgu_1_joint_shocks_200.csv"; layout=(3, 1), size=(350,500))
generate_epsilon_plots("sgu_2_joint_200", sgu_shock_names, "data/sgu_2_joint_shocks_200.csv"; layout=(3, 1), size=(350,500))


show_pseudo_true = true
show_pseudo_true = false
sgu_include_vars = ["α", "β_draw", "γ","ρ", "ρ_u", "ρ_v", "ψ"]
sgu_vars_titles = [L"\alpha", L"\beta_{draw}", L"\gamma", L"\rho", L"\rho_u", L"\rho_v", L"\psi"]
sgu_pseudotrues = [0.32 4 2.0 0.42 0.2 0.4 0.000742]

dynare_sgu_comparison_1("sgu_1_kalman_200", "sgu_1_joint_200", "sgu_1_200_dynare", sgu_include_vars, sgu_pseudotrues, sgu_vars_titles;show_pseudo_true, layout=(4,2), size = (750, 800), legend=:topleft)

dynare_sgu_comparison_2("sgu_2_joint_200", "sgu_2_200_dynare", sgu_include_vars, sgu_pseudotrues, sgu_vars_titles;show_pseudo_true, layout=(4,2), size = (750, 800), legend=:topleft)


plt = dynare_sgu_comparison_1("sgu_1_kalman_200", "sgu_1_joint_200", "sgu_1_200_dynare", sgu_include_vars, sgu_pseudotrues, sgu_vars_titles;show_pseudo_true, layout=(4,2), size = (750, 800), legend=:topleft, left_margin = 1mm, rightmargin=3mm)
ylabel!(plt[1], "Sample Value")
ylabel!(plt[3], "Sample Value")
ylabel!(plt[5], "Sample Value")
ylabel!(plt[7], "Sample Value")
savefig(plt, ".paper_results/sgu_1_comparison.png")

plt = dynare_sgu_comparison_2("sgu_2_joint_200", "sgu_2_200_dynare", sgu_include_vars, sgu_pseudotrues, sgu_vars_titles;show_pseudo_true, layout=(4,2), size = (750, 800), legend=:topleft, left_margin = 1mm, rightmargin=3mm)
ylabel!(plt[1], "Sample Value")
ylabel!(plt[3], "Sample Value")
ylabel!(plt[5], "Sample Value")
ylabel!(plt[7], "Sample Value")
savefig(plt, ".paper_results/sgu_2_comparison.png")

# # Traceplots combined. Left out of paper for now
# rbc_1_trace_kalman = generate_traceplots("rbc_1_kalman_200",rbc_params, rbc_pseudotrue;show_pseudo_true, title)
Expand Down

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