stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Account for NaN in graphs during identification if ML is used

time-shift
Johannes Pfeifer 2015-06-05 16:40:01 +02:00
parent d09bf195c9
commit 01cb238a22
1 changed files with 44 additions and 24 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

68
matlab/plot_identification.m
View File

@ -56,14 +56,22 @@ if SampleSize == 1,
subplot(211) subplot(211)
mmm = (idehess.ide_strength_J); mmm = (idehess.ide_strength_J);
[ss, is] = sort(mmm); [ss, is] = sort(mmm);
bar(log([idehess.ide_strength_J(:,is)' idehess.ide_strength_J_prior(:,is)'])) if ~all(isnan(idehess.ide_strength_J_prior))
bar(log([idehess.ide_strength_J(:,is)' idehess.ide_strength_J_prior(:,is)']))
else
bar(log([idehess.ide_strength_J(:,is)' ]))
end
set(gca,'xlim',[0 nparam+1]) set(gca,'xlim',[0 nparam+1])
set(gca,'xticklabel','') set(gca,'xticklabel','')
dy = get(gca,'ylim'); dy = get(gca,'ylim');
for ip=1:nparam, for ip=1:nparam,
text(ip,dy(1),name{is(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none') text(ip,dy(1),name{is(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end end
legend('relative to param value','relative to prior std','Location','Best') if ~all(isnan(idehess.ide_strength_J_prior))
legend('relative to param value','relative to prior std','Location','Best')
else
legend('relative to param value','Location','Best')
end
if idehess.flag_score, if idehess.flag_score,
title('Identification strength with asymptotic Information matrix (log-scale)') title('Identification strength with asymptotic Information matrix (log-scale)')
else else
@ -71,14 +79,23 @@ if SampleSize == 1,
end end
subplot(212) subplot(212)
bar(log([idehess.deltaM(is) idehess.deltaM_prior(is)])) if ~all(isnan(idehess.deltaM_prior))
bar(log([idehess.deltaM(is) idehess.deltaM_prior(is)]))
else
bar(log([idehess.deltaM(is)]))
end
set(gca,'xlim',[0 nparam+1]) set(gca,'xlim',[0 nparam+1])
set(gca,'xticklabel','') set(gca,'xticklabel','')
dy = get(gca,'ylim'); dy = get(gca,'ylim');
for ip=1:nparam, for ip=1:nparam,
text(ip,dy(1),name{is(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none') text(ip,dy(1),name{is(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end end
legend('relative to param value','relative to prior std','Location','Best') if ~all(isnan(idehess.deltaM_prior))
legend('relative to param value','relative to prior std','Location','Best')
else
legend('relative to param value','Location','Best')
end
if idehess.flag_score, if idehess.flag_score,
title('Sensitivity component with asymptotic Information matrix (log-scale)') title('Sensitivity component with asymptotic Information matrix (log-scale)')
else else
@ -91,27 +108,30 @@ if SampleSize == 1,
skipline() skipline()
disp('Press ENTER to plot advanced diagnostics'), pause(5), disp('Press ENTER to plot advanced diagnostics'), pause(5),
end end
hh = dyn_figure(options_,'Name',[tittxt, ' - Sensitivity plot']); if all(isnan([siJnorm';siHnorm';siLREnorm']))
subplot(211) fprintf('\nIDENTIFICATION: Skipping sensitivity plot, because standard deviation of parameters is NaN, possibly due to the use of ML.\n')
mmm = (siJnorm)'./max(siJnorm); else
mmm1 = (siHnorm)'./max(siHnorm); hh = dyn_figure(options_,'Name',[tittxt, ' - Sensitivity plot']);
mmm=[mmm mmm1]; subplot(211)
mmm1 = (siLREnorm)'./max(siLREnorm); mmm = (siJnorm)'./max(siJnorm);
offset=length(siHnorm)-length(siLREnorm); mmm1 = (siHnorm)'./max(siHnorm);
mmm1 = [NaN(offset,1); mmm1]; mmm=[mmm mmm1];
mmm=[mmm mmm1]; mmm1 = (siLREnorm)'./max(siLREnorm);
offset=length(siHnorm)-length(siLREnorm);
bar(log(mmm(is,:).*100)) mmm1 = [NaN(offset,1); mmm1];
set(gca,'xlim',[0 nparam+1]) mmm=[mmm mmm1];
set(gca,'xticklabel','')
dy = get(gca,'ylim'); bar(log(mmm(is,:).*100))
for ip=1:nparam, set(gca,'xlim',[0 nparam+1])
text(ip,dy(1),name{is(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none') set(gca,'xticklabel','')
dy = get(gca,'ylim');
for ip=1:nparam,
text(ip,dy(1),name{is(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
legend('Moments','Model','LRE model','Location','Best')
title('Sensitivity bars using derivatives (log-scale)')
dyn_saveas(hh,[IdentifDirectoryName '/' M_.fname '_sensitivity_' tittxt1 ],options_);
end end
legend('Moments','Model','LRE model','Location','Best')
title('Sensitivity bars using derivatives (log-scale)')
dyn_saveas(hh,[IdentifDirectoryName '/' M_.fname '_sensitivity_' tittxt1 ],options_);
% identificaton patterns % identificaton patterns
for j=1:size(idemoments.cosnJ,2), for j=1:size(idemoments.cosnJ,2),
pax=NaN(nparam,nparam); pax=NaN(nparam,nparam);