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-bf33cf982152time-shift
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c44452d820
commit
7a743a9594
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@ -244,6 +244,9 @@ siLREmean = siLREmean./(max(siLREmean')'*ones(1,estim_params_.np));
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tstJmean = derJmean*0;
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tstHmean = derHmean*0;
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tstLREmean = derLREmean*0;
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warning_old_state = warning;
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warning off;
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for j=1:nparam,
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indd = 1:length(siJmean(:,j));
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tstJmean(indd,j) = abs(derJmean(indd,j))./siJmean(indd,j);
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@ -255,6 +258,8 @@ tstLREmean(indd,j-offset) = abs(derLREmean(indd,j-offset))./siLREmean(indd,j-off
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end
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end
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warning warning_old_state
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if nargout>3 & iload,
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filnam = dir([IdentifDirectoryName '/' M_.fname '_identif_*.mat']);
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H=[];
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@ -425,6 +430,7 @@ title('Multicollinearity in the moments')
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saveas(gcf,[IdentifDirectoryName,'/',M_.fname,'_ident'])
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eval(['print -depsc2 ' IdentifDirectoryName '/' M_.fname '_ident']);
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eval(['print -dpdf ' IdentifDirectoryName '/' M_.fname '_ident']);
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if options_.nograph, close(gcf); end
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figure,
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@ -440,6 +446,7 @@ title('log10 of Condition number in the LRE model')
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saveas(gcf,[IdentifDirectoryName,'/',M_.fname,'_ident_COND'])
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eval(['print -depsc2 ' IdentifDirectoryName '/' M_.fname '_ident_COND']);
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eval(['print -dpdf ' IdentifDirectoryName '/' M_.fname '_ident_COND']);
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if options_.nograph, close(gcf); end
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ifig=0;
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nbox = min(estim_params_.np-1,12);
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for j=1:estim_params_.np,
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@ -463,5 +470,60 @@ for j=1:estim_params_.np,
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saveas(gcf,[IdentifDirectoryName,'/',M_.fname,'_ident_PCORR_LRE',int2str(ifig)])
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eval(['print -depsc2 ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_LRE',int2str(ifig)]);
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eval(['print -dpdf ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_LRE',int2str(ifig)]);
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if options_.nograph, close(gcf); end
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end
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end
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ifig=0;
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nbox = min(nparam-1,12);
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for j=1:nparam,
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if mod(j,12)==1,
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ifig = ifig+1;
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figure('name','Partial correlations in the model'),
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iplo=0;
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end
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iplo=iplo+1;
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mmm = mean(squeeze(idemodel.Pco(:,j,:))');
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[sss, immm] = sort(-mmm);
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subplot(3,4,iplo),
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myboxplot(squeeze(idemodel.Pco(immm(2:nbox+1),j,:))'),
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set(gca,'ylim',[0 1])
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set(gca,'xticklabel','')
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for ip=1:nbox, %estim_params_.np,
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text(ip,-0.02,bayestopt_.name{immm(ip+1)},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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title(bayestopt_.name{j}),
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if j==nparam | mod(j,12)==0
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saveas(gcf,[IdentifDirectoryName,'/',M_.fname,'_ident_PCORR_model',int2str(ifig)])
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eval(['print -depsc2 ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_model',int2str(ifig)]);
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eval(['print -dpdf ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_model',int2str(ifig)]);
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if options_.nograph, close(gcf); end
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end
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end
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ifig=0;
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nbox = min(nparam-1,12);
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for j=1:nparam,
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if mod(j,12)==1,
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ifig = ifig+1;
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figure('name','Partial correlations in the 1st and 2nd moments'),
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iplo=0;
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end
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iplo=iplo+1;
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mmm = mean(squeeze(idemoments.Pco(:,j,:))');
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[sss, immm] = sort(-mmm);
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subplot(3,4,iplo),
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myboxplot(squeeze(idemoments.Pco(immm(2:nbox+1),j,:))'),
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set(gca,'ylim',[0 1])
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set(gca,'xticklabel','')
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for ip=1:nbox, %estim_params_.np,
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text(ip,-0.02,bayestopt_.name{immm(ip+1)},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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title(bayestopt_.name{j}),
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if j==nparam | mod(j,12)==0
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saveas(gcf,[IdentifDirectoryName,'/',M_.fname,'_ident_PCORR_moments',int2str(ifig)])
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eval(['print -depsc2 ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_moments',int2str(ifig)]);
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eval(['print -dpdf ' IdentifDirectoryName '/' M_.fname '_ident_PCORR_moments',int2str(ifig)]);
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if options_.nograph, close(gcf); end
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end
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end
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