-----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(&quot;\&quot;(a)dotdir/tmp%03d.gp\&quot;&quot;, rand) string dfname = sprintf(&quot;(a)dotdir/tmp%03d.dat&quot;, 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> ------------------------------------------------------- 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 -------------------------------------------------------