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Added partial correlation plots for reduced form model and moments; 

warning of for the loop of  normalized sensitivities;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3389 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2010-01-27 14:02:56 +00:00
parent c44452d820
commit 7a743a9594
1 changed files with 62 additions and 0 deletions
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62
matlab/dynare_identification.m
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@ -244,6 +244,9 @@ siLREmean = siLREmean./(max(siLREmean')'*ones(1,estim_params_.np));
tstJmean = derJmean*0;
tstHmean = derHmean*0;
tstLREmean = derLREmean*0;
warning_old_state = warning;
warning off;
for j=1:nparam,
indd = 1:length(siJmean(:,j));
tstJmean(indd,j) = abs(derJmean(indd,j))./siJmean(indd,j);
@ -255,6 +258,8 @@ tstLREmean(indd,j-offset) = abs(derLREmean(indd,j-offset))./siLREmean(indd,j-off
end
end
warning warning_old_state
if nargout>3 & iload,
filnam = dir([IdentifDirectoryName '/' M_.fname '_identif_*.mat']);
H=[];
@ -425,6 +430,7 @@ title('Multicollinearity in the moments')
saveas(gcf,[IdentifDirectoryName,'/',M_.fname,'_ident'])
eval(['print -depsc2 ' IdentifDirectoryName '/' M_.fname '_ident']);
eval(['print -dpdf ' IdentifDirectoryName '/' M_.fname '_ident']);
if options_.nograph, close(gcf); end
figure,
@ -440,6 +446,7 @@ title('log10 of Condition number in the LRE model')
saveas(gcf,[IdentifDirectoryName,'/',M_.fname,'_ident_COND'])
eval(['print -depsc2 ' IdentifDirectoryName '/' M_.fname '_ident_COND']);
eval(['print -dpdf ' IdentifDirectoryName '/' M_.fname '_ident_COND']);
if options_.nograph, close(gcf); end
ifig=0;
nbox = min(estim_params_.np-1,12);
for j=1:estim_params_.np,
@ -463,5 +470,60 @@ for j=1:estim_params_.np,
saveas(gcf,[IdentifDirectoryName,'/',M_.fname,'_ident_PCORR_LRE',int2str(ifig)])
eval(['print -depsc2 ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_LRE',int2str(ifig)]);
eval(['print -dpdf ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_LRE',int2str(ifig)]);
if options_.nograph, close(gcf); end
end
end
ifig=0;
nbox = min(nparam-1,12);
for j=1:nparam,
if mod(j,12)==1,
ifig = ifig+1;
figure('name','Partial correlations in the model'),
iplo=0;
end
iplo=iplo+1;
mmm = mean(squeeze(idemodel.Pco(:,j,:))');
[sss, immm] = sort(-mmm);
subplot(3,4,iplo),
myboxplot(squeeze(idemodel.Pco(immm(2:nbox+1),j,:))'),
set(gca,'ylim',[0 1])
set(gca,'xticklabel','')
for ip=1:nbox, %estim_params_.np,
text(ip,-0.02,bayestopt_.name{immm(ip+1)},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
title(bayestopt_.name{j}),
if j==nparam | mod(j,12)==0
saveas(gcf,[IdentifDirectoryName,'/',M_.fname,'_ident_PCORR_model',int2str(ifig)])
eval(['print -depsc2 ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_model',int2str(ifig)]);
eval(['print -dpdf ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_model',int2str(ifig)]);
if options_.nograph, close(gcf); end
end
end
ifig=0;
nbox = min(nparam-1,12);
for j=1:nparam,
if mod(j,12)==1,
ifig = ifig+1;
figure('name','Partial correlations in the 1st and 2nd moments'),
iplo=0;
end
iplo=iplo+1;
mmm = mean(squeeze(idemoments.Pco(:,j,:))');
[sss, immm] = sort(-mmm);
subplot(3,4,iplo),
myboxplot(squeeze(idemoments.Pco(immm(2:nbox+1),j,:))'),
set(gca,'ylim',[0 1])
set(gca,'xticklabel','')
for ip=1:nbox, %estim_params_.np,
text(ip,-0.02,bayestopt_.name{immm(ip+1)},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
title(bayestopt_.name{j}),
if j==nparam | mod(j,12)==0
saveas(gcf,[IdentifDirectoryName,'/',M_.fname,'_ident_PCORR_moments',int2str(ifig)])
eval(['print -depsc2 ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_moments',int2str(ifig)]);
eval(['print -dpdf ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_moments',int2str(ifig)]);
if options_.nograph, close(gcf); end
end
end