draws a fan-chart
fan_chart(mat,dat,win,colour,sep)
* mat = a (T x k) probability matrix
* dat = a (T x 1) vector of dates
* win = the window's number
* colour = 'blue' or 'grey'
* sep = the decimal separator used for the figures
* Nothing (printed on a graphic window)
x0=[0.1 0.1 0.3] x=[] for i=1:19 n=cdfnor('X',0,1,0.05*i,1-0.05*i) x=[x ; x0+[0.28 0.33 0.37] * n] end // the bands have been taken from the normal distribution x=[0.64*ones(19,1) x] // add the starting point and draw the fan chart fan_chart(x,['2007T'+string(1:4) '2008T'+string(1:4)],15,'blue') // Example taken from function fan_chart_d. Draws a fan chart for the dates between 2007T1 to 2008T4 on window 15, with the blue colour. | ![]() | ![]() |