Re: [Gretl-users] Fan chart
Very cool, thanks Jack!
PS
-----Original Message-----
From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-
bounces(a)lists.wfu.edu] On Behalf Of Riccardo (Jack) Lucchetti
Sent: Monday, September 19, 2016 1:08 PM
To: Gretl users mailing list
Subject: [Gretl-users] Fan chart
Someone asked me instructions on how to produce a "fan chart" (aka
"rivers
of blood" chart) in gretl. These are typically used for density forecasts.
So I wrote a little function that I'm sharing here, if anyone is interested.
It's
very rough, but I'm sure anyone with a decent knowledge of hansl can
customise it as per their needs.
Attention developers: I'0m not using the newly-introduced "band" option to
plot here, since you need more than one at the same time. Maybe we could
think about extending the syntax to "plot" in the future.
<hansl>
function string fanchart(series y, series se, matrix alphas)
matrix a = mreverse(sort(vec(alphas)))
scalar n = rows(a)
matrix X = {y , misszero(se)}
strings colcodes =
defarray("cccccc","888888","666666","333333")
scalar rand = ceil(1000*muniform(1,1))
string gfname = sprintf("\"(a)dotdir/tmp%03d.gp\"", rand)
string dfname = sprintf("(a)dotdir/tmp%03d.dat", rand)
outfile @gfname --write --quiet
printf "set nokey\nset ylabel '%s'\n", argname(y)
printf "plot \\\n"
loop i = 1..n --quiet
z = invcdf(z, 1 - (1-a[i])/2)
string code = colcodes[i]
printf "'%s' using 1:($2-%g*$3):($2+%g*$3) notitle lc rgb
\"0x%s\" w
filledcurve, \\\n", \
dfname, z, z, code
endloop
printf "'%s' using 1:2 w lines lt 1\n", dfname
outfile --close
outfile @dfname --write --quiet
loop i = 1..rows(X) --quiet
scalar tt = $obsmajor[i] + ($pd>1 ? ($obsminor[i] - 1)/$pd : 0)
printf "%g\t%g\t%g\n", tt, X[i,1], X[i,2]
endloop
outfile --close
return gfname
end function
# usage example
nulldata 48
setobs 12 1990:1 --special-time-series
scalar n = $nobs
series y = 0.1*time + filter(0.5*mnormal(n,1), 1, {1.8, -0.9}) series se =
cum(time<$nobs/1.5 ? NA : uniform()) matrix alphas = {.83, 0.95, 0.99}
string haha = fanchart(y, se, alphas)
gnuplot --input=@haha --output=display
</hansl>
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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