Introduced scatter plot analysis of output results, borrowing from by GLUWIN toolbox.
Marco Ratto
Stéphane Adjemian (Charybdis)
parent
a47f6fc2ca
commit
0f07d17d8c
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@ -268,6 +268,34 @@ if ~options_.opt_gsa.ppost
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[dum, ipost]=sort(-logpo2);
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[dum, ilik]=sort(-likelihood);
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end
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%% visual scatter analysis!
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if options_.opt_gsa.ppost
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tmp_title='R2 Posterior:';
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atitle='R2 Posterior:';
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asname='r2_post';
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else
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if options_.opt_gsa.pprior
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tmp_title='R2 Prior:';
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atitle='R2 Prior:';
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asname='r2_prior';
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else
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tmp_title='R2 MC:';
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atitle='R2 MC:';
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asname='r2_mc';
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end
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end
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options_scatter.param_names = vvarvecm;
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options_scatter.param_names_tex = vvarvecm_tex;
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options_scatter.fname_ = fname_;
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options_scatter.OutputDirectoryName = OutDir;
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options_scatter.amcf_name = asname;
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options_scatter.amcf_title = atitle;
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options_scatter.title = tmp_title;
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scatter_analysis(r2_MC, x,options_scatter, options_);
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%% end of visual scatter analysis
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if ~options_.opt_gsa.ppost && options_.opt_gsa.lik_only
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if options_.opt_gsa.pprior
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anam='rmse_prior_post';
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@ -0,0 +1,88 @@
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function pick
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% GLUEWIN, version 1.0, December 01.
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% GLUEWIN is a MATLAB code designed for analysing the output
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% of Monte Carlo runs when empirical observations of the model output are available
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% and implements the GSA-GLUE methodology by Ratto et al. [1], based on a combination
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% of GLUE (Generalised Likelihood Uncertainty Estimation) by K. Beven [2] and GSA
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% Global Sensitivity Analysis) [3].']
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% The program has been developed by M. Ratto, European Commission, Joint Research Centre,
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% Institute for the Protection and Security of The Citizen, Technological and Economic Risk Management,
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% Applied Statistics, as a deliverable of the IMPACT project
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% (EC Fifth Framework Programme, SCA Project, IST-1999-11313, DG-INFSO).
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%
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% The graphical layout of the code is inspired by the freeware GLUE package by K. Beven,
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% vailable at the Lancaster University web site on the page [4]:
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% http://www.es.lancs.ac.uk/hfdg/glue.html
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% to which the GLUEWIN code introduces several extensions and additional options.
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% Thanks are due to R. Girardi, A. Rossi, A. Saltelli, S. Tarantola and U. Callies for numerous
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% comments and suggestions.
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% For more information, please contact marco.ratto@jrc.it
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%
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% Disclaimer: This software has been developed at the Joint Research Centre of European Commission
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% by officers in the course of their official duties. This software is not subject to copyright
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% protection and is in the public domain. It is an experimental system. The Joint Research Centre
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% of European Commission assumes no responsibility whatsoever for its use by other parties
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% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
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% characteristic. We would appreciate acknowledgement if the software is used.
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%
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% [1] Ratto, M., Tarantola, S., A. Saltelli, Sensitivity analysis in model calibration: GSA-GLUE approach.
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% 'Computer Physics Communications, 136, 2001, 212-224
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% [2] Beven K.J., Binley A., The Future of Distributed Models: Model Calibration and Uncertainty
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% 'Prediction, Hydrological Processes, 6, 279-298, 1992
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% [3] Saltelli, A., K. Chan, M. Scott, Editors, (2000), Sensitivity analysis, John Wiley & Sons
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% 'publishers, Probability and Statistics series.
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% [4] Beven K., GLUE for Windows User manual, 1998.
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pmenu=findobj(gcf,'type','uicontextmenu','Tag','Run viewer');
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button1=findobj(gcf,'type','uimenu','Tag','save params');
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button2=findobj(gcf,'type','uimenu','Tag','eval params');
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%button=get(pmenu,'children');
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gg=gco;
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ax0=gca;
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set(gg,'buttondownfcn',[]);
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c=get(gca,'currentpoint');
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x=c(1,1);
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y=c(1,2);
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X=get(gco,'xdata');
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Y=get(gco,'ydata');
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dx=get(gca,'xlim');
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dy=get(gca,'ylim');
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pos=get(gca,'position');
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scalex=dx(2)-dx(1);
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scaley=dy(2)-dy(1);
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if length(X)>1,
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K = dsearchn([(Y./scaley)' (X./scalex)'],[y/scaley x/scalex]);
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else
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az=get(gca,'children');
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T =get(az(end),'ydata');
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[dum K]=max(T);
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end
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KK=K;
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set(button1,'Label',['Save ',num2str(K)],'Callback',['scatter_callback(',num2str(KK),',''save'')']);
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set(button2,'Label',['Eval ',num2str(K)],'Callback',['scatter_callback(',num2str(KK),',''eval'')']);
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hh=findobj(gcf,'type','axes','Tag','scatter');
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for k=1:length(hh),
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axes(hh(k));
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dum=get(gca,'children');
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dumx=get(dum(end),'xdata');
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dumy=get(dum(end),'ydata');
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xmid=min(dumx) + 0.5*(max(dumx)-min(dumx));
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hold on
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plot(dumx(KK),dumy(KK),'or');
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if dumx(KK) < xmid,
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text(dumx(KK),dumy(KK),[' ',num2str(K)], ...
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'FontWeight','Bold',...
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'Color','r');
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else
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text(dumx(KK),dumy(KK),[num2str(K),' '], ...
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'HorizontalAlignment','right', ...
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'FontWeight','Bold',...
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'Color','r');
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end
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hold off
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end
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@ -0,0 +1,51 @@
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function indmcf = scatter_analysis(lpmat, xdata, options_scatter, DynareOptions)
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%
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% Written by Marco Ratto
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% Joint Research Centre, The European Commission,
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% marco.ratto@ec.europa.eu
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%
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% Copyright (C) 2017 European Commission
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% Copyright (C) 2017 Dynare Team
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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/licenses/>.
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param_names = options_scatter.param_names;
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if DynareOptions.TeX
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if ~isfield(options_scatter,'param_names_tex')
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param_names_tex = options_scatter.param_names;
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else
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param_names_tex = options_scatter.param_names_tex;
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end
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end
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amcf_name = options_scatter.amcf_name;
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amcf_title = options_scatter.amcf_title;
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title = options_scatter.title;
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fname_ = options_scatter.fname_;
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xparam1=[];
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if isfield(options_scatter,'xparam1'),
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xparam1=options_scatter.xparam1;
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end
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OutputDirectoryName = options_scatter.OutputDirectoryName;
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if ~DynareOptions.nograph,
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skipline()
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xx=[];
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if ~ isempty(xparam1), xx=xparam1; end
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scatter_plots(lpmat, xdata, param_names, ...
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'.', [fname_,'_',amcf_name], OutputDirectoryName, amcf_title,xx, DynareOptions)
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end
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@ -0,0 +1,42 @@
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function scatter_callback(K, type)
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%
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% Written by Marco Ratto
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% Joint Research Centre, The European Commission,
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% marco.ratto@ec.europa.eu
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%
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% Copyright (C) 2017 European Commission
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% Copyright (C) 2017 Dynare Team
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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/licenses/>.
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global oo_ M_
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x=get(gcf,'userdata');
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r2=x{1};
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x=x{2};
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xparam1=x(K,:)';
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switch type
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case 'save'
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save(['my_params_' int2str(K)],'xparam1')
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case 'eval'
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disp('Evaluating smoother ...')
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oo_=evaluate_smoother(xparam1,M_.endo_names);
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% [rmse, lnam, r2,vv] = plot_fit(obsname{:});
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end
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@ -0,0 +1,190 @@
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function scatter_plots(X,xp,vnames,plotsymbol, fnam, dirname, figtitle, xparam1, DynareOptions)
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%
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% Written by Marco Ratto
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% Joint Research Centre, The European Commission,
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% marco.ratto@ec.europa.eu
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%
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% Copyright (C) 2017 European Commission
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% Copyright (C) 2017 Dynare Team
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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/licenses/>.
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% PURPOSE: Pairwise scatter plots of the columns of x and y after
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% Monte Carlo filtering
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%---------------------------------------------------
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% USAGE: scatter_mcf(x,y,vnames,pltsym,diagon)
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% or scatter_mcf(x,y) which relies on defaults
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% where:
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% x = an nxk matrix with columns containing behavioural sample
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% y = an mxk matrix with columns containing non-behavioural sample
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% vnames = a vector of variable names
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% (default = numeric labels 1,2,3 etc.)
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% pltsym = a plt symbol
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% (default = '.' for npts > 100, 'o' for npts < 100
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[n,p] = size(X);
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% X = X - ones(n,1)*min(Z);
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% X = X ./ (ones(n,1)*max(Z));
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nflag = 0;
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if nargin >=3
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nflag = 1;
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end;
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if nargin<4 || isempty(plotsymbol)
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if n*p<100, plotsymbol = 'o';
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else plotsymbol = '.';
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end
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end
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if nargin<5
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fnam='';
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end
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if nargin<6,
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dirname='';
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nograph=1;
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else
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nograph=0;
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end
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if nargin<7,
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figtitle=fnam;
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end
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if nargin<8,
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xparam1=[];
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end
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figtitle_tex=strrep(figtitle,'_','\_');
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fig_nam_=[fnam];
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if ~nograph,
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hh=dyn_figure(DynareOptions,'name',figtitle);
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set(hh,'userdata',{X,xp})
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end
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bf = 0.1;
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ffs = 0.05/(p-1);
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ffl = (1-2*bf-0.05)/p;
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if p>1,
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fL = linspace(bf,1-bf+ffs,p+1);
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else
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fL = bf;
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end
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for i = 1:p
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for j = 1:p
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h = axes('position',[fL(i),fL(p+1-j),ffl,ffl]);
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if i==j
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h1=cumplot(X(:,j));
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set(h,'Tag','cumplot')
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% set(h1,'color',[0 0 1], 'linestyle','--','LineWidth',1.5)
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set(h1,'color',[0 0 1],'LineWidth',1.5)
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if ~isempty(xparam1)
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hold on, plot(xparam1([j j]),[0 1],'k--')
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end
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if j<p
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set(gca,'XTickLabel',[],'XTick',[]);
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else
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grid off
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end
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set(gca,'YTickLabel',[],'YTick',[]);
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else
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if j>i
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plot(X(:,i),X(:,j),[plotsymbol,'b'])
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else
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plot(X(:,i),X(:,j),[plotsymbol,'b'])
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end
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set(h,'Tag','scatter')
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%%
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if ~isoctave
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% Define a context menu; it is not attached to anything
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hcmenu = uicontextmenu('Callback','pick','Tag','Run viewer');
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% Define callbacks for context menu
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% items that change linestyle
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hcb1 = 'scatter_callback';
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% hcb2 = ['set(gco,''LineStyle'','':'')'];
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% hcb3 = ['set(gco,''LineStyle'',''-'')'];
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% % Define the context menu items and install their callbacks
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item1 = uimenu(hcmenu,'Label','save','Callback',hcb1,'Tag','save params');
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item2 = uimenu(hcmenu,'Label','eval','Callback',hcb1,'Tag','eval params');
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% item3 = uimenu(hcmenu,'Label','solid','Callback',hcb3);
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% Locate line objects
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hlines = findall(h,'Type','line');
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% Attach the context menu to each line
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for line = 1:length(hlines)
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set(hlines(line),'uicontextmenu',hcmenu)
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end
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end
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%%
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if ~isempty(xparam1)
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hold on, plot(xparam1(i),xparam1(j),'s','MarkerFaceColor',[0 0.75 0],'MarkerEdgeColor',[0 0.75 0])
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end
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hold off;
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% axis([-0.1 1.1 -0.1 1.1])
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if i<p,
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set(gca,'YTickLabel',[],'YTick',[]);
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else
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set(gca,'yaxislocation','right');
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end
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if j<p
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set(gca,'XTickLabel',[],'XTick',[]);
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end
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end
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if nflag == 1
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set(gca,'fontsize',9);
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end;
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if i==1
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if nflag == 1
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ylabel(vnames(j,:),'Rotation',45,'interpreter','none', ...
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'HorizontalAlignment','right','VerticalAlignment','middle');
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else
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ylabel([num2str(j),' '],'Rotation',90)
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end;
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end
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if j==1
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if nflag == 1
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title(vnames(i,:),'interpreter','none','Rotation',45, ...
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'HorizontalAlignment','left','VerticalAlignment','bottom')
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else
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title(num2str(i))
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end;
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end
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drawnow
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end
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end
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% if ~isoctave
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% annotation('textbox', [0.1,0,0.35,0.05],'String', beha_name,'Color','Blue','horizontalalignment','center','interpreter','none');
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% annotation('textbox', [0.55,0,0.35,0.05],'String', non_beha_name,'Color','Red','horizontalalignment','center','interpreter','none');
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% end
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if ~nograph,
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dyn_saveas(hh,[dirname,filesep,fig_nam_],DynareOptions);
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if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.graph_format)))
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fidTeX = fopen([dirname,'/',fig_nam_ '.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by scatter_plots.m (Dynare).\n');
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fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s}\n',strrep([dirname,'/',fig_nam_],'\','/'));
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fprintf(fidTeX,'\\caption{%s.}',figtitle_tex);
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fprintf(fidTeX,'\\label{Fig:%s}\n',fig_nam_);
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fprintf(fidTeX,'\\end{figure}\n\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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end
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