Support tight VARirplot (which is done by VARirplotight.m)

Figure/RemovePlotWhiteArea.m

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+% RemovePlotWhiteArea: 去除Plot画的图的空白部分
+% usage:add RemovePlotWhiteArea(gca) immediately after you complete your plot
+% 输入
+% gca: Axes handle
+
+% author : songxf
+% time   : 2020-03-06
+% email  : 
+
+function [] = RemovePlotWhiteArea(gca)
+% TightInset的位置
+inset_vectior = get(gca, 'TightInset');
+inset_x = inset_vectior(1);
+inset_y = inset_vectior(2);
+inset_w = inset_vectior(3);
+inset_h = inset_vectior(4);
+
+% OuterPosition的位置
+outer_vector = get(gca, 'OuterPosition');
+pos_new_x = outer_vector(1) + inset_x+0.01; % 将Position的原点移到到TightInset的原点
+pos_new_y = outer_vector(2) + inset_y+0.01;
+pos_new_w = outer_vector(3) - inset_w - inset_x-0.02; % 重设Position的宽
+pos_new_h = outer_vector(4) - inset_h - inset_y-0.02; % 重设Position的高
+
+% 重设Position
+set(gca, 'Position', [pos_new_x, pos_new_y, pos_new_w, pos_new_h]);

Figure/RemoveSubplotWhiteArea.m

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+% RemoveSubplotWhiteArea: 去除subplot周围的空白部分
+% usage:RemoveSubplotWhiteArea(gca, sub_row, sub_col, current_row, current_col)
+% 输入
+% gca		  :axes句柄
+% sub_row     :subplot的行数
+% sub_col     :subplot的列数
+% current_row :当前列数
+% current_col :当前行数
+%
+% 注意:使用如下语句,print保存图片的时候使其按照设置来保存,否则修改无效
+% set(gcf, 'PaperPositionMode', 'auto');
+
+% author : songxf
+% time   : 2020-03-06
+% email  : 
+
+function [] = RemoveSubplotWhiteArea(gca, sub_row, sub_col, current_row, current_col)
+% 设置OuterPosition
+sub_axes_x = current_col*1/sub_col - 1/sub_col;
+sub_axes_y = 1-current_row*1/sub_row; % y是从上往下
+sub_axes_w = 1/sub_col;
+sub_axes_h = 1/sub_row;
+set(gca, 'OuterPosition', [sub_axes_x, sub_axes_y, sub_axes_w, sub_axes_h]); % 重设OuterPosition
+
+% TightInset的位置
+inset_vectior = get(gca, 'TightInset');
+inset_x = inset_vectior(1);
+inset_y = inset_vectior(2);
+inset_w = inset_vectior(3);
+inset_h = inset_vectior(4);
+
+% OuterPosition的位置
+outer_vector = get(gca, 'OuterPosition');
+pos_new_x = outer_vector(1) + inset_x+0.01; % 将Position的原点移到到TightInset的原点
+pos_new_y = outer_vector(2) + inset_y+0.01;
+pos_new_w = outer_vector(3) - inset_w - inset_x-0.02; % 重设Position的宽
+pos_new_h = outer_vector(4) - inset_h - inset_y-0.02; % 重设Position的高
+
+% 重设Position
+set(gca, 'Position', [pos_new_x, pos_new_y, pos_new_w, pos_new_h]);

VAR/VARirplotight.m

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+function VARirplotight(IRF,VARopt,INF,SUP)
+% =======================================================================
+% Plot the IRFs computed with VARir
+% =======================================================================
+% VARirplot(IRF,VARopt,vnames,INF,SUP)
+% -----------------------------------------------------------------------
+% INPUT
+%   - IRF(:,:,:) : matrix with periods, variable, shock
+%   - VARopt: options of the VAR (see VARopt from VARmodel)
+% -----------------------------------------------------------------------
+% OPTIONAL INPUT
+%   - INF: lower error band
+%   - SUP: upper error band
+% =======================================================================
+% Ambrogio Cesa Bianchi, March 2015
+% ambrogio.cesabianchi@gmail.com
+
+
+%% Check inputs
+%================================================
+if ~exist('VARopt','var')
+    error('You need to provide VAR options (VARopt from VARmodel)');
+end
+% If there is VARopt get the vnames
+vnames = VARopt.vnames;
+% Check they are not empty
+if isempty(vnames)
+    error('You need to add label for endogenous variables in VARopt');
+end
+
+%% Retrieve and initialize variables 
+%================================================
+filename = [VARopt.figname 'IRF_'];
+quality  = VARopt.quality;
+savefigs = VARopt.savefigs;
+suptitle = VARopt.suptitle;
+pick = VARopt.pick;
+
+% Initialize IRF matrix
+[nsteps, nvars, nshocks] = size(IRF);
+
+% If one shock is chosen, set the right value for nshocks
+if pick<0 || pick>nvars
+    error('The selected shock is non valid')
+else
+    if pick==0
+        pick=1;
+    else
+        nshocks = pick;
+    end
+end
+
+% Define the rows and columns for the subplots
+row = round(sqrt(nvars));    % 1;
+col = ceil(sqrt(nvars));     % nvars;
+
+% Define a timeline
+steps = 1:1:nsteps;
+x_axis = zeros(1,nsteps);
+
+
+%% Plot
+%================================================
+
+for jj=pick:nshocks           
+    disp(['Impulse response to ' vnames{jj}])
+    figure; 
+    %FigSize(40,20)
+    %FigSize(40,25)
+    FigSize(40,32)
+    for ii=1:nvars
+        subplot(row,col,ii);
+        if exist('INF','var') && exist('SUP','var')
+            %shadedplot(steps,INF(:,ii,jj)',SUP(:,ii,jj)',[0.7 0.7 0.7],[0.7 0.7 0.7] ); %阴影部分需要先画，不然会覆盖后面画的曲线
+            shadedplot(steps,INF(:,ii,jj)',SUP(:,ii,jj)',[0.8 0.8 0.95],[0.75 0.75 0.95] ); %阴影部分需要先画，不然会覆盖后面画的曲线
+            hold on
+            plot(steps,INF(:,ii,jj),'LineStyle',':','Color',[0.39 0.58 0.93],'LineWidth',1.5);
+            hold on
+            plot(steps,SUP(:,ii,jj),'LineStyle',':','Color',[0.39 0.58 0.93],'LineWidth',1.5);
+            hold on
+        end
+        plot(steps,IRF(:,ii,jj),'LineStyle','-','Color',[0.01 0.09 0.44],'LineWidth',2);
+        hold on
+        plot(x_axis,'k','LineWidth',0.5);
+        xlim([1 nsteps]);
+        title([vnames{ii} ' to ' vnames{jj}], 'FontWeight','bold','FontSize',14); 
+        grid on;
+    % new line to make tight plot
+        if mod(ii,col)==0
+            RemoveSubplotWhiteArea(gca, row, col, ceil(ii/col), mod(ii,col)+col);
+        else
+            RemoveSubplotWhiteArea(gca, row, col, ceil(ii/col), mod(ii,col)); % 去除空白部分
+        end
+    %if ii==nvars
+    %    legend(shade,'68%置信区间')
+    %end
+    end
+
+    if savefigs
+        % Save
+        FigName = [filename num2str(jj)];
+        if quality
+            if suptitle==1
+                Alphabet = char('a'+(1:nshocks)-1);
+                SupTitle([Alphabet(jj) ') IRF to a shock to '  vnames{jj}])
+            end
+            set(gcf, 'Color', 'w');
+            export_fig(FigName,'-pdf','-png','-painters')
+        else
+            print('-dpng','-r100',FigName);
+            orient landscape
+            print('-dpdf','-bestfit','-r100',FigName);
+        end
+    end
+end