62 lines
1.9 KiB
Matlab
62 lines
1.9 KiB
Matlab
|
function stab_map_2(x,alpha2,istab)
|
||
|
% function stab_map_2(x,alpha2,istab)
|
||
|
%
|
||
|
% Copyright (C) 2005 Marco Ratto
|
||
|
% THIS PROGRAM WAS WRITTEN FOR MATLAB BY
|
||
|
% Marco Ratto,
|
||
|
% Unit of Econometrics and Statistics AF
|
||
|
% (http://www.jrc.cec.eu.int/uasa/),
|
||
|
% IPSC, Joint Research Centre
|
||
|
% The European Commission,
|
||
|
% TP 361, 21020 ISPRA(VA), ITALY
|
||
|
% marco.ratto@jrc.it
|
||
|
%
|
||
|
|
||
|
global bayestopt_ estim_params_ dr_ options_ ys_ fname_
|
||
|
|
||
|
c0=corrcoef(x);
|
||
|
c00=tril(c0,-1);
|
||
|
if istab,
|
||
|
fig_nam_=[fname_,'_stab_corr_'];
|
||
|
else
|
||
|
fig_nam_=[fname_,'_unstab_corr_'];
|
||
|
end
|
||
|
|
||
|
ifig=0;
|
||
|
j2=0;
|
||
|
npar=estim_params_.np;
|
||
|
for j=1:npar,
|
||
|
i2=find(abs(c00(:,j))>alpha2);
|
||
|
if length(i2)>0,
|
||
|
for jx=1:length(i2),
|
||
|
j2=j2+1;
|
||
|
if mod(j2,12)==1,
|
||
|
ifig=ifig+1;
|
||
|
if istab
|
||
|
figure('name',['Correlations in the stable sample ', num2str(ifig)]),
|
||
|
else
|
||
|
figure('name',['Correlations in the unstable sample ', num2str(ifig)]),
|
||
|
end
|
||
|
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'),
|
||
|
title(['cc = ',num2str(c0(i2(jx),j))])
|
||
|
if (mod(j2,12)==0) & j2>0,
|
||
|
saveas(gcf,[fig_nam_,int2str(ifig)])
|
||
|
end
|
||
|
end
|
||
|
end
|
||
|
if (j==(npar)) & j2>0,
|
||
|
saveas(gcf,[fig_nam_,int2str(ifig)])
|
||
|
end
|
||
|
|
||
|
end
|
||
|
%close all
|