From 7a743a959482d75bce5f4109f286358ce05ecec7 Mon Sep 17 00:00:00 2001
From: ratto <ratto@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Wed, 27 Jan 2010 14:02:56 +0000
Subject: [PATCH] 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
---
 matlab/dynare_identification.m | 62 ++++++++++++++++++++++++++++++++++
 1 file changed, 62 insertions(+)

diff --git a/matlab/dynare_identification.m b/matlab/dynare_identification.m
index cf2492518..9ca8e85ac 100644
--- a/matlab/dynare_identification.m
+++ b/matlab/dynare_identification.m
@@ -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