dynare/matlab/gsa/stab_map_2.m

function stab_map_2(x,alpha2, pvalue, fnam, dirname)
% function stab_map_2(x, alpha2, pvalue, fnam, dirname)
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it 
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain. 
% It is an experimental system. The Joint Research Centre of European Commission 
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
%

%global bayestopt_ estim_params_ dr_ options_ ys_ fname_
global bayestopt_ estim_params_ options_ oo_ M_

npar=size(x,2);
nsam=size(x,1);
ishock= npar>estim_params_.np;
if nargin<4,
  fnam='';
end
if nargin<5,
  dirname='';
end

ys_ = oo_.dr.ys;
dr_ = oo_.dr;
fname_ = M_.fname;
nshock = estim_params_.nvx;
nshock = nshock + estim_params_.nvn;
nshock = nshock + estim_params_.ncx;
nshock = nshock + estim_params_.ncn;

c0=corrcoef(x);
c00=tril(c0,-1);
fig_nam_=[fname_,'_',fnam,'_corr_'];

ifig=0;
j2=0;
if ishock==0
  npar=estim_params_.np;
else
  npar=estim_params_.np+nshock;
end
for j=1:npar,
  i2=find(abs(c00(:,j))>alpha2);
  if length(i2)>0,
    for jx=1:length(i2),
          tval  = abs(c00(i2(jx),j)*sqrt( (nsam-2)/(1-c00(i2(jx),j)^2) ));
          tcr = tcrit(nsam-2,pvalue);
          if tval>tcr,
      j2=j2+1;
      if mod(j2,12)==1,
        ifig=ifig+1;
        hh=figure('name',['Correlations in the ',fnam,' sample ', num2str(ifig)]);
      end
      subplot(3,4,j2-(ifig-1)*12)
      %             bar(c0(i2,j)), 
      %             set(gca,'xticklabel',bayestopt_.name(i2)), 
      %             set(gca,'xtick',[1:length(i2)])
      %plot(stock_par(ixx(nfilt+1:end,i),j),stock_par(ixx(nfilt+1:end,i),i2(jx)),'.k')
      %hold on, 
      plot(x(:,j),x(:,i2(jx)),'.')
      %             xlabel(deblank(estim_params_.param_names(j,:)),'interpreter','none'), 
      %             ylabel(deblank(estim_params_.param_names(i2(jx),:)),'interpreter','none'), 
      if ishock,
        xlabel(bayestopt_.name{j},'interpreter','none'), 
        ylabel(bayestopt_.name{i2(jx)},'interpreter','none'), 
      else
        xlabel(bayestopt_.name{j+nshock},'interpreter','none'), 
        ylabel(bayestopt_.name{i2(jx)+nshock},'interpreter','none'), 
      end
      title(['cc = ',num2str(c0(i2(jx),j))])
      if (mod(j2,12)==0) && j2>0,
        eval(['print -depsc2 ' dirname '/' fig_nam_ int2str(ifig)  '.eps']);
        if ~exist('OCTAVE_VERSION'),
          saveas(hh,[dirname,'/',fig_nam_,int2str(ifig)])
          eval(['print -dpdf ' dirname '/' fig_nam_ int2str(ifig)]);
        end
        if options_.nograph, close(hh), end
      end
          end
    end
  end
  if (j==(npar)) && j2>0,
    eval(['print -depsc2 ' dirname '/' fig_nam_ int2str(ifig)  '.eps']);
    if ~exist('OCTAVE_VERSION'),
      saveas(gcf,[dirname,'/',fig_nam_,int2str(ifig)])
      eval(['print -dpdf ' dirname '/' fig_nam_ int2str(ifig)]);
    end
    if options_.nograph, close(gcf), end
  end
  
end
if ifig==0,
  disp(['No correlation term >', num2str(alpha2),' found for ',fnam])
end
%close all