#########################################################################
# plotting.R
#
# Plotting for the EDS-projection algorithm
# Philip Barrett, Chicago
# 11feb2016
#########################################################################
plot.coeffs <- function( coeff, ... ){
barplot(t(coeff), beside=T, col=1:ncol(coeff), ... )
}
cloud.density <- function( X, Y, ... ){
f1 <- kde2d( X, Y, n=250 )
filled.contour(f1, color.palette = colorRampPalette(c("white", "black") ), ... )
}
paper.charts <- function( sol, rep.data,
loc='/home/philip/Dropbox/2016/Research/IRBC puzzles/Paper/graphs/' ){
tot.assets <- rep.data$endog.sim[,3] -
rep.data$endog.sim[,4] * exp( rep.data$cont.sim[,13] )
asset.diff <- rep.data$endog.sim[,3] +
rep.data$endog.sim[,4] * exp( rep.data$cont.sim[,13] )
pdf(paste0( loc, 'debt_dist.pdf') )
plot( density( rep.data$endog.sim[,3] ), col='red', xlab='Assets', ylab='Density',
main='', xlim=c(-.5,.5), lwd=2 )
lines( density( - rep.data$endog.sim[,4] * exp( rep.data$cont.sim[,13] ) ),col='blue', lwd=2 )
lines( density( tot.assets ),col='black', lwd=2 )
abline( v=0, lty=2 )
legend( 'topright',
c('Domestic assets','Foreign assets', 'Total assets' ),
lty=1, col=c('red','blue', 'black'), bty='n', lwd=2 )
dev.off()
pdf(paste0( loc, 'debt_dist_diff.pdf') )
plot( density( asset.diff ), col='black', xlab='Domestic less foreign assets',
ylab='Density', main='', lwd=2 )
abline( v=0, lty=2 )
dev.off()
qq <- - rep.data$cont.sim[,9] + rep.data$cont.sim[,10] + rep.data$cont.sim[,13]
pdf( paste0( loc, 'cq_corr.pdf') )
cloud.density( exp( rep.data$cont.sim[,1] ), exp( qq ), xlab='Consumption',
ylab='Real ex rate', xlim=c(.47, .53) )
dev.off()
pdf( paste0( loc, 'cq_corr_diff.pdf') )
cloud.density( diff( rep.data$cont.sim[,1] ), diff( qq ), xlim=c(-.04,.04),
xlab='Consumption growth', ylab='Real ex rate growth' )
dev.off()
# pdf( paste0( loc, 'ce_corr_diff.pdf') )
# cloud.density( diff( rep.data$endog.sim[,1] ), diff( rep.data$endog.sim[,13] ),
# xlab='Consumption growth', ylab='Nominal ex rate growth' )
# dev.off()
}
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