Merge pull request #561 from rattoma/master
Fixed bugs and continue GSA plots harmonizationtime-shift
Sébastien Villemot
commit
1dc3f2119a
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@ -524,17 +524,17 @@ else
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% plot trade-offs
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if ~options_.nograph
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a00=jet(size(vvarvecm,1));
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for ix=1:ceil(length(nsnam)/5),
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if options_.opt_gsa.ppost
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temp_name='RMSE Posterior Tradeoffs: Log Posterior';
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if options_.opt_gsa.ppost
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temp_name='RMSE Posterior Tradeoffs:';
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else
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if options_.opt_gsa.pprior
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temp_name='RMSE Prior Tradeoffs:';
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else
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if options_.opt_gsa.pprior
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temp_name='RMSE Prior Tradeoffs: Log Posterior';
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else
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temp_name='RMSE MC Tradeoffs: Log Posterior';
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end
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end
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hh = dyn_figure(options_,'name',[temp_name,' ',int2str(ix)]);
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temp_name='RMSE MC Tradeoffs;';
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end
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end
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for ix=1:ceil(length(nsnam)/5),
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hh = dyn_figure(options_,'name',[temp_name,' observed variables ',int2str(ix)]);
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for j=1+5*(ix-1):min(size(snam2,1),5*ix),
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subplot(2,3,j-5*(ix-1))
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%h0=cumplot(x(:,nsnam(j)+nshock));
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@ -617,7 +617,7 @@ else
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fnam = ['rmse_mc_',deblank(vvarvecm(i,:))];
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end
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end
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stab_map_2(x(ixx(1:nfilt0(i),i),:),alpha2,pvalue,fnam, OutDir);
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stab_map_2(x(ixx(1:nfilt0(i),i),:),alpha2,pvalue,fnam, OutDir,[],[temp_name ' observed variable ' deblank(vvarvecm(i,:))]);
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% [pc,latent,explained] = pcacov(c0);
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% %figure, bar([explained cumsum(explained)])
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@ -209,7 +209,7 @@ if opt_gsa.morris==1,
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load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAvdec','vdec','ir_vdec','ic_vdec')
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end
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hh = dyn_figure(options_);
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hh = dyn_figure(options_,'name','Screening identification: variance decomposition');
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% boxplot(SAvdec,'whis',10,'symbol','r.')
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myboxplot(SAvdec,[],'.',[],10)
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set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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@ -221,7 +221,7 @@ if opt_gsa.morris==1,
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text(ip,-2,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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xlabel(' ')
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title('All variance decomposition')
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title('Elementary effects variance decomposition')
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dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_vdec'],options_);
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else
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save([OutputDirectoryName,'/',fname_,'_morris_IDE'],'vdec')
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@ -314,7 +314,7 @@ if opt_gsa.morris==1,
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load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'ac','ir_ac','ic_ac')
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end
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hh=dyn_figure(options_);
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hh=dyn_figure(options_,'name','Screening identification: theoretical moments');
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% boxplot(SAcc,'whis',10,'symbol','r.')
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myboxplot(SAcc,[],'.',[],10)
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set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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@ -326,7 +326,7 @@ if opt_gsa.morris==1,
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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xlabel(' ')
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title('EET All moments')
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title('Elementary effects in the moments')
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dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_moments'],options_);
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% close(gcf),
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@ -709,7 +709,7 @@ if opt_gsa.morris==1,
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else
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load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAnorm','SAmunorm','SAsignorm')
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end
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hh=dyn_figure(options_); %bar(SAnorm(:,irel))
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hh=dyn_figure(options_,'name','Screening identification: model'); %bar(SAnorm(:,irel))
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% boxplot(SAnorm','whis',10,'symbol','r.')
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myboxplot(SAnorm',[],'.',[],10)
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set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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@ -725,35 +725,35 @@ if opt_gsa.morris==1,
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title('Elementary effects in the model')
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dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_par'],options_);
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hh=dyn_figure(options_); %bar(SAmunorm(:,irel))
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% boxplot(SAmunorm','whis',10,'symbol','r.')
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myboxplot(SAmunorm',[],'.',[],10)
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set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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set(gca,'xlim',[0.5 npT+0.5])
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set(gca,'ylim',[-1 1])
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set(gca,'position',[0.13 0.2 0.775 0.7])
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xlabel(' ')
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for ip=1:npT,
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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xlabel(' ')
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title('\mu in the model')
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dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrismu_par'],options_);
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hh=dyn_figure(options_); %bar(SAsignorm(:,irel))
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% boxplot(SAsignorm','whis',10,'symbol','r.')
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myboxplot(SAsignorm',[],'.',[],10)
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set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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set(gca,'xlim',[0.5 npT+0.5])
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set(gca,'ylim',[0 1])
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set(gca,'position',[0.13 0.2 0.775 0.7])
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xlabel(' ')
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for ip=1:npT,
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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xlabel(' ')
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title('\sigma in the model')
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dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrissig_par'],options_);
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% hh=dyn_figure(options_); %bar(SAmunorm(:,irel))
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% % boxplot(SAmunorm','whis',10,'symbol','r.')
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% myboxplot(SAmunorm',[],'.',[],10)
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% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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% set(gca,'xlim',[0.5 npT+0.5])
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% set(gca,'ylim',[-1 1])
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% set(gca,'position',[0.13 0.2 0.775 0.7])
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% xlabel(' ')
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% for ip=1:npT,
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% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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% end
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% xlabel(' ')
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% title('\mu in the model')
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% dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrismu_par'],options_);
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%
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% hh=dyn_figure(options_); %bar(SAsignorm(:,irel))
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% % boxplot(SAsignorm','whis',10,'symbol','r.')
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% myboxplot(SAsignorm',[],'.',[],10)
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% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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% set(gca,'xlim',[0.5 npT+0.5])
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% set(gca,'ylim',[0 1])
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% set(gca,'position',[0.13 0.2 0.775 0.7])
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% xlabel(' ')
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% for ip=1:npT,
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% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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% end
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% xlabel(' ')
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% title('\sigma in the model')
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% dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrissig_par'],options_);
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% figure, bar(SAnorm(:,irel)')
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% set(gca,'xtick',[1:j0])
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@ -17,19 +17,23 @@ function [vdec, cc, ac] = mc_moments(mm, ss, dr)
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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 options_ M_
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global options_ M_ estim_params_ oo_
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[nr1, nc1, nsam] = size(mm);
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nobs=size(options_.varobs,1);
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disp('Computing theoretical moments ...')
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h = dyn_waitbar(0,'Theoretical moments ...');
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vdec = zeros(nobs,M_.exo_nbr,nsam);
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cc = zeros(nobs,nobs,nsam);
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ac = zeros(nobs,nobs*options_.ar,nsam);
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for j=1:nsam,
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dr.ghx = mm(:, [1:(nc1-M_.exo_nbr)],j);
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dr.ghu = mm(:, [(nc1-M_.exo_nbr+1):end], j);
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oo_.dr.ghx = mm(:, [1:(nc1-M_.exo_nbr)],j);
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oo_.dr.ghu = mm(:, [(nc1-M_.exo_nbr+1):end], j);
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if ~isempty(ss),
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set_shocks_param(ss(j,:));
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end
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[vdec(:,:,j), corr, autocorr, z, zz] = th_moments(dr,options_.varobs);
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[vdec(:,:,j), corr, autocorr, z, zz] = th_moments(oo_.dr,options_.varobs);
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cc(:,:,j)=triu(corr);
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dum=[];
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for i=1:options_.ar
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@ -132,7 +132,7 @@ for j=1:size(anamendo,1)
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iplo=iplo+1;
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js=js+1;
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xdir0 = [adir,filesep,namendo,'_vs_', namexo];
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if ilog==0,
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if ilog==0 || ~isempty(threshold),
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if isempty(threshold)
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if isempty(dir(xdir0))
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mkdir(xdir0)
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@ -233,7 +233,7 @@ for j=1:size(anamendo,1)
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iplo=iplo+1;
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js=js+1;
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xdir0 = [adir,filesep,namendo,'_vs_', namlagendo];
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if ilog==0,
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if ilog==0 || ~isempty(threshold),
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if isempty(threshold)
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if isempty(dir(xdir0))
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mkdir(xdir0)
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@ -257,6 +257,9 @@ if fload==0,
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%try stoch_simul([]);
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try
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[Tt,Rr,SteadyState,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_,'restrict');
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if info(1)==0,
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info=endogenous_prior_restrictions(Tt,Rr,M_,options_,oo_);
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end
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infox(j,1)=info(1);
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if infox(j,1)==0 && ~exist('T'),
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dr_=oo_.dr;
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@ -468,11 +471,11 @@ if pprior
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aunstablename=[aname, '_unst']; aunstabletitle='Prior StabMap: Parameter driving explosiveness of solution';
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awronguniname=[aname, '_wrong']; awrongunititle='Prior StabMap: Parameter driving inability to find solution';
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% bivariate
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auname='prior_unacceptable'; autitle='Prior non-existence of unique stable solution (Unacceptable)';
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aunstname='prior_unstable'; aunsttitle='Prior explosiveness of solution';
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aindname='prior_indeterm'; aindtitle='Prior Indeterminacy';
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awrongname='prior_wrong'; awrongtitle='Prior inability to find solution';
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asname='prior_stable'; astitle='Prior unique Stable Saddle-Path';
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auname='prior_unacceptable'; autitle='Prior StabMap: non-existence of unique stable solution (Unacceptable)';
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aunstname='prior_unstable'; aunsttitle='Prior StabMap: explosiveness of solution';
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aindname='prior_indeterm'; aindtitle='Prior StabMap: Indeterminacy';
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awrongname='prior_wrong'; awrongtitle='Prior StabMap: inability to find solution';
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asname='prior_stable'; astitle='Prior StabMap: unique Stable Saddle-Path';
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else
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% univariate
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aname='mc_stab'; atitle='MC (around posterior mode) StabMap: Parameter driving non-existence of unique stable solution (Unacceptable)';
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@ -480,11 +483,11 @@ else
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aunstablename=[aname, '_unst']; aunstabletitle='MC (around posterior mode) StabMap: Parameter driving explosiveness of solution';
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awronguniname=[aname, '_wrong']; awrongunititle='MC (around posterior mode) StabMap: Parameter driving inability to find solution';
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% bivariate
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auname='mc_unacceptable'; autitle='MC (around posterior mode) non-existence of unique stable solution (Unacceptable)';
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aunstname='mc_unstable'; aunsttitle='MC (around posterior mode) explosiveness of solution';
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aindname='mc_indeterm'; aindtitle='MC (around posterior mode) Indeterminacy';
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awrongname='mc_wrong'; awrongtitle='MC (around posterior mode) inability to find solution';
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asname='mc_stable'; astitle='MC (around posterior mode) Unique Stable Saddle-Path';
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auname='mc_unacceptable'; autitle='MC (around posterior mode) StabMap: non-existence of unique stable solution (Unacceptable)';
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aunstname='mc_unstable'; aunsttitle='MC (around posterior mode) StabMap: explosiveness of solution';
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aindname='mc_indeterm'; aindtitle='MC (around posterior mode) StabMap: Indeterminacy';
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awrongname='mc_wrong'; awrongtitle='MC (around posterior mode) StabMap: inability to find solution';
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asname='mc_stable'; astitle='MC (around posterior mode) StabMap: Unique Stable Saddle-Path';
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end
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delete([OutputDirectoryName,filesep,fname_,'_',aname,'_*.*']);
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%delete([OutputDirectoryName,filesep,fname_,'_',aname,'_SA_*.*']);
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@ -533,6 +536,9 @@ if length(iunstable)>0 && length(iunstable)<Nsam,
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if any(infox==30),
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disp([' For ',num2str(length(find(infox==30))/Nsam*100,'%1.3f'),'\% Ergodic variance can''t be computed.'])
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end
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if any(infox==49),
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disp([' For ',num2str(length(find(infox==49))/Nsam*100,'%1.3f'),'\% The model violates one (many) endogenous prior restriction(s).'])
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end
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end
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skipline()
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@ -597,7 +603,9 @@ if length(iunstable)>0 && length(iunstable)<Nsam,
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c0=corrcoef(lpmat(istable,:));
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c00=tril(c0,-1);
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stab_map_2(lpmat(istable,:),alpha2, pvalue_corr, asname, OutputDirectoryName,xparam1,astitle);
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if length(istable)>10,
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stab_map_2(lpmat(istable,:),alpha2, pvalue_corr, asname, OutputDirectoryName,xparam1,astitle);
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end
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if length(iunstable)>10,
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stab_map_2(lpmat(iunstable,:),alpha2, pvalue_corr, auname, OutputDirectoryName,xparam1,autitle);
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end
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@ -86,14 +86,9 @@ for j=1:npar,
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fprintf(1,'%20s: corrcoef = %7.3f\n',tmp_name,c0(i2(jx),j));
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if ~options_.nograph,
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if strcmp(fnam(1:2),'mc')
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type='MC (around posterior mode) StabMap: ';
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elseif strcmp(fnam(1:5),'prior')
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type='Prior StabMap: ';
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end
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if mod(j2,12)==1,
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ifig=ifig+1;
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hh=dyn_figure(options_,'name',[type,'Correlations in the ',figtitle,' sample ', num2str(ifig)]);
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hh=dyn_figure(options_,'name',[figtitle,' sample bivariate projection ', num2str(ifig)]);
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end
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subplot(3,4,j2-(ifig-1)*12)
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% bar(c0(i2,j)),
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@ -35,11 +35,12 @@ function [vdec, corr, autocorr, z, zz] = th_moments(dr,var_list)
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end
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end
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[gamma_y,ivar] = th_autocovariances(dr,ivar,M_, options_);
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m = dr.ys(ivar);
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[gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_, options_);
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m = dr.ys(ivar(stationary_vars));
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i1 = find(abs(diag(gamma_y{1})) > 1e-12);
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% i1 = find(abs(diag(gamma_y{1})) > 1e-12);
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i1 = [1:length(ivar)];
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s2 = diag(gamma_y{1});
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sd = sqrt(s2);
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