Fixes related to new options: gsa_sample_file and parameter_set + minor changes.
Marco Ratto
parent
09cb81b163
commit
7ae824b184
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@ -45,6 +45,11 @@ else
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end
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fname_ = M_.fname;
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if ~isfield(M_,'dname'),
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M_.dname = M_.fname;
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end
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options_ident = set_default_option(options_ident,'gsa_sample_file',0);
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options_ident = set_default_option(options_ident,'parameter_set','prior_mean');
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options_ident = set_default_option(options_ident,'load_ident_files',0);
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options_ident = set_default_option(options_ident,'useautocorr',0);
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options_ident = set_default_option(options_ident,'ar',3);
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@ -53,8 +58,33 @@ options_ident = set_default_option(options_ident,'prior_range',0);
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options_ident = set_default_option(options_ident,'periods',300);
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options_ident = set_default_option(options_ident,'replic',100);
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options_ident = set_default_option(options_ident,'advanced',0);
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if nargin==2,
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if options_ident.gsa_sample_file,
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GSAFolder = checkpath('GSA');
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if options_ident.gsa_sample_file==1,
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load([GSAFolder,filesep,fname_,'_prior'],'lpmat','lpmat0','istable');
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elseif options_ident.gsa_sample_file==2,
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load([GSAFolder,filesep,fname_,'_mc'],'lpmat','lpmat0','istable');
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else
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load([GSAFolder,filesep,options_ident.gsa_sample_file],'lpmat','lpmat0','istable');
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end
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if isempty(istable),
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istable=1:size(lpmat,1);
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end
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if ~isempty(lpmat0),
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lpmatx=lpmat0(istable,:);
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else
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lpmatx=[];
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end
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pdraws0 = [lpmatx lpmat(istable,:)];
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clear lpmat lpmat0 istable;
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else
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pdraws0=[];
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end
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external_sample=0;
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if nargin==2 || ~isempty(pdraws0),
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options_ident.prior_mc=size(pdraws0,1);
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options_ident.load_ident_files = 0;
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external_sample=1;
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end
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if isempty(estim_params_),
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options_ident.prior_mc=1;
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@ -62,6 +92,7 @@ if isempty(estim_params_),
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prior_exist=0;
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else
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prior_exist=1;
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parameters = options_ident.parameter_set;
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end
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% options_ident.load_ident_files=1;
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@ -145,7 +176,7 @@ max_dim_cova_group = options_ident.max_dim_cova_group;
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MaxNumberOfBytes=options_.MaxNumberOfBytes;
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store_options_ident = options_ident;
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disp(' ')
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disp(['==== Identification analysis ====' ]),
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disp(' ')
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@ -166,43 +197,48 @@ if iload <=0,
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pmode = xparam1';
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clear xparam1
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end
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disp('Testing prior mean')
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params = set_prior(estim_params_,M_,options_)';
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switch parameters
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case 'posterior_mode'
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disp('Testing posterior mode')
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params(1,:) = get_posterior_parameters('mode');
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case 'posterior_mean'
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disp('Testing posterior mean')
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params(1,:) = get_posterior_parameters('mean');
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case 'posterior_median'
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disp('Testing posterior median')
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params(1,:) = get_posterior_parameters('median');
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case 'prior_mode'
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disp('Testing prior mode')
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params(1,:) = bayestopt_.p5(:);
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case 'prior_mean'
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disp('Testing prior mean')
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params(1,:) = bayestopt_.p1;
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otherwise
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disp('The option parameter_set has to be equal to:')
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disp(' ''posterior_mode'', ')
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disp(' ''posterior_mean'', ')
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disp(' ''posterior_median'', ')
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disp(' ''prior_mode'' or')
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disp(' ''prior_mean''.')
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error;
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end
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else
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params = [sqrt(diag(M_.Sigma_e))', M_.params'];
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parameters = 'Current_params';
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end
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[idehess_prior, idemoments_prior, idemodel_prior, idelre_prior, derivatives_info_prior] = ...
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[idehess_point, idemoments_point, idemodel_point, idelre_point, derivatives_info_point] = ...
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identification_analysis(params,indx,indexo,options_ident,data_info, prior_exist, name_tex,1);
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idehess_prior.params=params;
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% siH = idemodel_prior.siH;
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% siJ = idemoments_prior.siJ;
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% siLRE = idelre_prior.siLRE;
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idehess_point.params=params;
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% siH = idemodel_point.siH;
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% siJ = idemoments_point.siJ;
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% siLRE = idelre_point.siLRE;
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% normH = max(abs(siH)')';
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% normJ = max(abs(siJ)')';
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% normLRE = max(abs(siLRE)')';
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save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_prior', 'idemoments_prior','idemodel_prior', 'idelre_prior')
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disp_identification(params, idemodel_prior, idemoments_prior, name);
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plot_identification(params,idemoments_prior,idehess_prior,idemodel_prior,idelre_prior,advanced,'Prior mean - ',name);
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if exist('pmode','var'),
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disp('Testing posterior mode')
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[idehess_mode, idemoments_mode, idemodel_mode, idelre_mode, derivatives_info_mode] = ...
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identification_analysis(pmode,indx,indexo,options_ident,data_info, prior_exist, name_tex,0);
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idehess_mode.params=pmode;
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save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_mode', 'idemoments_mode','idemodel_mode', 'idelre_mode','-append')
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disp_identification(params, idemodel_mode, idemoments_mode, name);
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plot_identification(params,idemoments_mode,idehess_mode,idemodel_mode,idelre_mode,advanced,'Posterior mode - ',name);
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end
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if exist('pmean','var'),
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disp('Testing posterior mean')
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[idehess_mean, idemoments_mean, idemodel_mean, idelre_mean, derivatives_info_mean] = ...
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identification_analysis(pmean,indx,indexo,options_ident,data_info, prior_exist, name_tex,0);
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idehess_mean.params=pmean;
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save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_mean', 'idemoments_mean','idemodel_mean', 'idelre_mean','-append')
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disp_identification(params, idemodel_mean, idemoments_mean, name);
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plot_identification(params,idemoments_mean,idehess_mean,idemodel_mean,idelre_mean,advanced,'Posterior mean - ',name);
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end
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save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident')
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disp_identification(params, idemodel_point, idemoments_point, name);
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plot_identification(params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name);
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if SampleSize > 1,
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disp(' ')
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@ -220,7 +256,7 @@ if iload <=0,
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end
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while iteration < SampleSize,
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loop_indx = loop_indx+1;
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if nargin==2,
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if external_sample,
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params = pdraws0(iteration+1,:);
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else
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params = prior_draw();
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@ -330,14 +366,16 @@ if iload <=0,
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save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'pdraws', 'idemodel', 'idemoments', 'idelre', ... %'indJJ', 'indH', 'indLRE', ...
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'TAU', 'GAM', 'LRE','-append')
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else
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siJnorm = idemoments_prior.siJnorm;
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siHnorm = idemodel_prior.siHnorm;
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siLREnorm = idelre_prior.siLREnorm;
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siJnorm = idemoments_point.siJnorm;
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siHnorm = idemodel_point.siHnorm;
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siLREnorm = idelre_point.siLREnorm;
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end
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else
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load([IdentifDirectoryName '/' M_.fname '_identif'])
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identFiles = dir([IdentifDirectoryName '/' M_.fname '_identif_*']);
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% identFiles = dir([IdentifDirectoryName '/' M_.fname '_identif_*']);
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parameters = store_options_ident.parameter_set;
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options_ident.parameter_set = parameters;
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options_ident.prior_mc=size(pdraws,1);
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SampleSize = options_ident.prior_mc;
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options_.options_ident = options_ident;
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@ -358,28 +396,27 @@ if nargout>3 && iload,
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end
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if iload,
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disp('Testing prior mean')
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disp_identification(idehess_prior.params, idemodel_prior, idemoments_prior, name);
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if advanced, disp('Press ENTER to display advanced diagnostics'), pause, end
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plot_identification(idehess_prior.params,idemoments_prior,idehess_prior,idemodel_prior,idelre_prior,advanced,'Prior mean - ',name);
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disp(['Testing ',parameters])
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disp_identification(idehess_point.params, idemodel_point, idemoments_point, name);
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plot_identification(idehess_point.params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name);
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end
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if SampleSize > 1,
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fprintf('\n\n')
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fprintf('\n')
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disp('Testing MC sample')
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disp_identification(pdraws, idemodel, idemoments, name);
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plot_identification(pdraws,idemoments,idehess_prior,idemodel,idelre,advanced,'MC sample - ',name, IdentifDirectoryName, 1);
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plot_identification(pdraws,idemoments,idehess_point,idemodel,idelre,advanced,'MC sample - ',name, IdentifDirectoryName, 1);
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if advanced,
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jcrit=find(idemoments.ino);
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for j=1:length(jcrit),
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tittxt = ['Rank deficient draw n. ',int2str(j)];
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fprintf('\n')
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disp(['Testing ',tittxt, '. Press ENTER']), pause,
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if ~iload,
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[idehess_(j), idemoments_(j), idemodel_(j), idelre_(j), derivatives_info_(j)] = ...
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identification_analysis(pdraws(jcrit(j),:),indx,indexo,options_ident,data_info, prior_exist, name_tex,1);
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end
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tittxt = ['Critical draw n. ',int2str(j),' - '];
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fprintf('\n\n')
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disp(['Testing ',tittxt, 'Press ENTER']), pause,
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plot_identification(pdraws(jcrit(j),:),idemoments_(j),idehess_(j),idemodel_(j),idelre_(j),1,tittxt,name);
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% disp_identification(pdraws(jcrit(j),:), idemodel_(j), idemoments_(j), name, advanced);
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disp_identification(pdraws(jcrit(j),:), idemodel_(j), idemoments_(j), name);
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end
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if ~iload,
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save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_', 'idemoments_','idemodel_', 'idelre_', 'jcrit', '-append');
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