2016-05-30 14:08:31 +02:00
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function [pars, cosnJ] = ident_bruteforce(J,n,TeX, pnames_TeX,tittxt)
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% function [pars, cosnJ] = ident_bruteforce(J,n,TeX, pnames_TeX,tittxt)
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2012-06-08 19:10:19 +02:00
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%
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% given the Jacobian matrix J of moment derivatives w.r.t. parameters
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% computes, for each column of J, the groups of columns from 1 to n that
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% can repliate at best the derivatives of that column
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%
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2016-05-30 14:08:31 +02:00
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% INPUTS
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% J [double] (normalized) Jacobian matrix of moment derivatives
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% n [scalar] maximum size of covariance groups tested
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% TeX [scalar] Indicator whether TeX-output is requested
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% pnames_TeX [char] list of tex names
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% tittxt [string] string indicating the title text for
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% graphs and figures
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2017-05-16 15:10:20 +02:00
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%
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2012-06-08 19:10:19 +02:00
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% OUTPUTS
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% pars : cell array with groupf of params for each column of J for 1 to n
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% cosnJ : the cosn of each column with the selected group of columns
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2017-10-10 10:05:59 +02:00
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% Copyright (C) 2009-2018 Dynare Team
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2012-06-08 19:10:19 +02:00
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licen
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global M_ options_
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OutputDirectoryName = CheckPath('Identification',M_.dname);
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k = size(J,2); % number of parameters
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if nargin<2 || isempty(n)
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n = 4; % max n-tuple
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end
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if nargin<3 || isempty(TeX)
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TeX = 0; % max n-tuple
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2016-05-30 14:08:31 +02:00
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tittxt='';
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2012-06-08 19:10:19 +02:00
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end
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2016-05-30 14:08:31 +02:00
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tittxt1=regexprep(tittxt, ' ', '_');
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tittxt1=strrep(tittxt1, '.', '');
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2012-06-08 19:10:19 +02:00
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cosnJ=zeros(k,n);
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pars{k,n}=[];
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2017-05-16 12:42:01 +02:00
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for ll = 1:n
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2012-06-08 19:10:19 +02:00
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h = dyn_waitbar(0,['Brute force collinearity for ' int2str(ll) ' parameters.']);
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for ii = 1:k
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tmp = find([1:k]~=ii);
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tmp2 = nchoosek(tmp,ll);
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cosnJ2=zeros(size(tmp2,1),1);
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b=[];
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for jj = 1:size(tmp2,1)
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[cosnJ2(jj,1), b(:,jj)] = cosn([J(:,ii),J(:,tmp2(jj,:))]);
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end
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cosnJ(ii,ll) = max(cosnJ2(:,1));
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2017-05-16 12:42:01 +02:00
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if cosnJ(ii,ll)>1.e-8
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if ll>1 && ((cosnJ(ii,ll)-cosnJ(ii,ll-1))<1.e-8)
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2012-06-08 19:10:19 +02:00
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pars{ii,ll} = [pars{ii,ll-1} NaN];
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cosnJ(ii,ll) = cosnJ(ii,ll-1);
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else
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2012-06-29 00:50:54 +02:00
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tmp3 = tmp2(find(cosnJ2(:,1)==max(cosnJ2(:,1))),:);
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pars{ii,ll} = tmp3(1,:);
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2012-06-08 19:10:19 +02:00
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end
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else
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pars{ii,ll} = NaN(1,ll);
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end
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dyn_waitbar(ii/k,h)
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end
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dyn_waitbar_close(h);
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if TeX
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2016-05-30 14:08:31 +02:00
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filename = [OutputDirectoryName '/' M_.fname '_collin_patterns_',tittxt1,'_' int2str(ll) '.tex'];
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2012-06-08 19:10:19 +02:00
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fidTeX = fopen(filename,'w');
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fprintf(fidTeX,'%% TeX-table generated by ident_bruteforce (Dynare).\n');
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2016-05-30 14:08:31 +02:00
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fprintf(fidTeX,['%% Collinearity patterns with ',int2str(ll),' parameter(s): ',tittxt,'\n']);
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2012-06-08 19:10:19 +02:00
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fprintf(fidTeX,['%% ' datestr(now,0)]);
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fprintf(fidTeX,' \n');
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fprintf(fidTeX,' \n');
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2017-05-16 15:10:20 +02:00
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2012-06-08 19:10:19 +02:00
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fprintf(fidTeX,'{\\tiny \n');
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2015-12-14 11:27:00 +01:00
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fprintf(fidTeX,'\\begin{longtable}{llc} \n');
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2016-05-30 14:08:31 +02:00
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fprintf(fidTeX,['\\caption{Collinearity patterns with ',int2str(ll),' parameter(s): ',tittxt,'}\n ']);
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fprintf(fidTeX,['\\label{Table:CollinearityPatterns:',tittxt1,':',int2str(ll),'}\\\\\n']);
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2015-12-14 11:27:00 +01:00
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fprintf(fidTeX,'\\toprule \n');
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fprintf(fidTeX,' Parameter & Explanatory & cosn \\\\ \n');
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fprintf(fidTeX,' & parameter(s) & \\\\ \n');
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fprintf(fidTeX,'\\midrule \\endfirsthead \n');
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fprintf(fidTeX,'\\caption{(continued)}\\\\\n ');
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fprintf(fidTeX,'\\bottomrule \n');
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2012-06-08 19:10:19 +02:00
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fprintf(fidTeX,' Parameter & Explanatory & cosn \\\\ \n');
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fprintf(fidTeX,' & parameter(s) & \\\\ \n');
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2015-12-14 11:27:00 +01:00
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fprintf(fidTeX,'\\midrule \\endhead \n');
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fprintf(fidTeX,'\\bottomrule \\multicolumn{3}{r}{(Continued on next page)}\\endfoot \n');
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fprintf(fidTeX,'\\bottomrule\\endlastfoot \n');
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2017-05-16 12:42:01 +02:00
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for i=1:k
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2012-06-08 19:10:19 +02:00
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plist='';
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2017-05-16 12:42:01 +02:00
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for ii=1:ll
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if ~isnan(pars{i,ll}(ii))
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2017-10-10 10:05:59 +02:00
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plist = [plist ' $' pnames_TeX{pars{i,ll}(ii)} '\;\; $ '];
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2016-05-31 11:01:31 +02:00
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else
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plist = [plist ' ---- '];
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2012-11-26 08:22:42 +01:00
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end
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2012-06-08 19:10:19 +02:00
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end
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fprintf(fidTeX,'$%s$ & [%s] & %7.3f \\\\ \n',...
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2017-10-10 10:05:59 +02:00
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pnames_TeX{i},...
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2017-05-16 15:10:20 +02:00
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plist,...
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cosnJ(i,ll));
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2012-06-08 19:10:19 +02:00
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end
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2015-12-14 11:27:00 +01:00
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fprintf(fidTeX,'\\bottomrule \n');
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fprintf(fidTeX,'\\end{longtable}\n');
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2012-06-08 19:10:19 +02:00
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fprintf(fidTeX,'} \n');
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fprintf(fidTeX,'%% End of TeX file.\n');
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fclose(fidTeX);
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end
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2011-03-18 11:00:20 +01:00
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end
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