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-) Delete old files; 

-) commented work in progress

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2996 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2009-09-29 13:00:54 +00:00
parent 869d054174
commit 4cb2692e7d
1 changed files with 57 additions and 49 deletions
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106
matlab/dynare_identification.m
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@ -86,6 +86,11 @@ while iteration < SampleSize,
if info(1)==0,
oo0=oo_;
% [Aa,Bb] = kalman_transition_matrix(oo0.dr, ...
% bayestopt_.restrict_var_list, ...
% bayestopt_.restrict_columns, ...
% bayestopt_.restrict_aux, M_.exo_nbr);
% tau=[vec(Aa); vech(Bb*M_.Sigma_e*Bb')];
tau=[vec(A); vech(B*M_.Sigma_e*B')];
if burnin_iteration<50,
burnin_iteration = burnin_iteration + 1;
@ -118,6 +123,7 @@ while iteration < SampleSize,
MAX_gam = min(SampleSize,ceil(MaxNumberOfBytes/(length(indJJ)*nparam)/8));
stoH = zeros([length(indH),nparam,MAX_tau]);
stoJJ = zeros([length(indJJ),nparam,MAX_tau]);
delete([IdentifDirectoryName '/' M_.fname '_identif_*.mat'])
end
end
@ -183,6 +189,8 @@ save([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idem
else
load([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idemoments', ...
'siHmean', 'siJmean', 'TAU', 'GAM')
options_.prior_mc=size(pdraws,1);
SampleSize = options_.prior_mc;
end
@ -216,7 +224,7 @@ end
[latent, isort] = sort(-diag(dd));
latent = -latent;
pcc=pcc(:,isort);
siPCA = (siJmean'*pcc').^2';
siPCA = (siJmean'*abs(pcc')).^2';
siPCA = siPCA./(max(siPCA')'*ones(1,nparam)).*(latent*ones(1,nparam));
siPCA = sum(siPCA,1);
siPCA = siPCA./max(siPCA);
@ -225,7 +233,7 @@ siPCA = siPCA./max(siPCA);
[latent, isort] = sort(-diag(dd));
latent = -latent;
pcc=pcc(:,isort);
siPCA2 = (siJmean'*pcc').^2';
siPCA2 = (siJmean'*abs(pcc')).^2';
siPCA2 = siPCA2./(max(siPCA2')'*ones(1,nparam)).*(latent*ones(1,nparam));
siPCA2 = sum(siPCA2,1);
siPCA2 = siPCA2./max(siPCA2);
@ -234,7 +242,7 @@ siPCA2 = siPCA2./max(siPCA2);
[latent, isort] = sort(-diag(dd));
latent = -latent;
pcc=pcc(:,isort);
siHPCA = (siHmean'*pcc').^2';
siHPCA = (siHmean'*abs(pcc')).^2';
siHPCA = siHPCA./(max(siHPCA')'*ones(1,nparam)).*(latent*ones(1,nparam));
siHPCA = sum(siHPCA,1);
siHPCA = siHPCA./max(siHPCA);
@ -243,7 +251,7 @@ siHPCA = siHPCA./max(siHPCA);
[latent, isort] = sort(-diag(dd));
latent = -latent;
pcc=pcc(:,isort);
siHPCA2 = (siHmean'*pcc').^2';
siHPCA2 = (siHmean'*abs(pcc')).^2';
siHPCA2 = siHPCA2./(max(siHPCA2')'*ones(1,nparam)).*(latent*ones(1,nparam));
siHPCA2 = sum(siHPCA2,1);
siHPCA2 = siHPCA2./max(siHPCA2);
@ -251,51 +259,51 @@ siHPCA2 = siHPCA2./max(siHPCA2);
disp_identification(pdraws, idemodel, idemoments)
figure,
% myboxplot(siPCA(1:(max(find(cumsum(latent)./length(indJJ)<0.99))+1),:))
subplot(221)
bar(siHPCA)
% set(gca,'ylim',[0 1])
set(gca,'xticklabel','')
set(gca,'xlim',[0.5 nparam+0.5])
for ip=1:nparam,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
title('Sensitivity in TAU''s PCA')
subplot(222)
% myboxplot(siPCA(1:(max(find(cumsum(latent)./length(indJJ)<0.99))+1),:))
bar(siHPCA2)
% set(gca,'ylim',[0 1])
set(gca,'xticklabel','')
set(gca,'xlim',[0.5 nparam+0.5])
for ip=1:nparam,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
title('Sensitivity in standardized TAU''s PCA')
subplot(223)
% myboxplot(siPCA(1:(max(find(cumsum(latent)./length(indJJ)<0.99))+1),:))
bar(siPCA)
% set(gca,'ylim',[0 1])
set(gca,'xticklabel','')
set(gca,'xlim',[0.5 nparam+0.5])
for ip=1:nparam,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
title('Sensitivity in moments'' PCA')
subplot(224)
% myboxplot(siPCA(1:(max(find(cumsum(latent)./length(indJJ)<0.99))+1),:))
bar(siPCA2)
% set(gca,'ylim',[0 1])
set(gca,'xticklabel','')
set(gca,'xlim',[0.5 nparam+0.5])
for ip=1:nparam,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
title('Sensitivity in standardized moments'' PCA')
% figure,
% % myboxplot(siPCA(1:(max(find(cumsum(latent)./length(indJJ)<0.99))+1),:))
% subplot(221)
% bar(siHPCA)
% % set(gca,'ylim',[0 1])
% set(gca,'xticklabel','')
% set(gca,'xlim',[0.5 nparam+0.5])
% for ip=1:nparam,
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
% end
% title('Sensitivity in TAU''s PCA')
%
% subplot(222)
% % myboxplot(siPCA(1:(max(find(cumsum(latent)./length(indJJ)<0.99))+1),:))
% bar(siHPCA2)
% % set(gca,'ylim',[0 1])
% set(gca,'xticklabel','')
% set(gca,'xlim',[0.5 nparam+0.5])
% for ip=1:nparam,
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
% end
% title('Sensitivity in standardized TAU''s PCA')
%
%
% subplot(223)
% % myboxplot(siPCA(1:(max(find(cumsum(latent)./length(indJJ)<0.99))+1),:))
% bar(siPCA)
% % set(gca,'ylim',[0 1])
% set(gca,'xticklabel','')
% set(gca,'xlim',[0.5 nparam+0.5])
% for ip=1:nparam,
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
% end
% title('Sensitivity in moments'' PCA')
%
% subplot(224)
% % myboxplot(siPCA(1:(max(find(cumsum(latent)./length(indJJ)<0.99))+1),:))
% bar(siPCA2)
% % set(gca,'ylim',[0 1])
% set(gca,'xticklabel','')
% set(gca,'xlim',[0.5 nparam+0.5])
% for ip=1:nparam,
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
% end
% title('Sensitivity in standardized moments'' PCA')
figure,
subplot(221)