commit
b916346176
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@ -1,4 +1,4 @@
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function c = dat_fil_(data_file);
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function list_of_exported_variables_ = dat_fil_(dat_fil_to_load_);
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% Written by Marco Ratto
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% Joint Research Centre, The European Commission,
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% (http://eemc.jrc.ec.europa.eu/),
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@ -25,14 +25,14 @@ function c = dat_fil_(data_file);
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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try
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eval(data_file);
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eval(dat_fil_to_load_);
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catch
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load(data_file);
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load(dat_fil_to_load_);
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end
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clear data_file;
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clear dat_fil_to_load_;
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a=who;
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list_of_local_variables_=who;
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for j=1:length(a)
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eval(['c.',a{j},'=',a{j},';']);
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for j=1:length(list_of_local_variables_),
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eval(['list_of_exported_variables_.',list_of_local_variables_{j},'=',list_of_local_variables_{j},';']);
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end
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@ -836,7 +836,12 @@ else, % main effects analysis
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imap=[1:npT];
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if isempty(lpmat0),
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x0=lpmat(istable,:);
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else
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x0=[lpmat0(istable,:), lpmat(istable,:)];
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end
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nrun=length(istable);
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nest=min(250,nrun);
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nfit=min(1000,nrun);
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@ -87,7 +87,13 @@ adir0=pwd;
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nspred=size(T,2)-M_.exo_nbr;
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x0=lpmat(istable,:);
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if isempty(lpmat0),
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xx0=[];
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nshocks=0;
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else
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xx0=lpmat0(istable,:);
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nshocks=size(xx0,2);
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end
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[kn, np]=size(x0);
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offset = length(bayestopt_.pshape)-np;
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if options_gsa_.prior_range,
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@ -99,7 +105,8 @@ else
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end
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nsok = length(find(M_.lead_lag_incidence(M_.maximum_lag,:)));
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clear lpmat lpmat0
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lpmat=[];
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lpmat0=[];
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js=0;
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for j=1:size(anamendo,1)
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namendo=deblank(anamendo(j,:));
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@ -147,7 +154,7 @@ for j=1:size(anamendo,1)
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% else
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si(:,js) = NaN(np,1);
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% end
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if ~isempty(iy) && ~isempty(iyc)
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if length(iy)>size(x0,2) && length(iyc)>size(x0,2)
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delete([xdir, '/*threshold*.*'])
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[proba, dproba] = stab_map_1(x0, iy, iyc, 'threshold',0);
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% indsmirnov = find(dproba>ksstat);
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@ -156,14 +163,16 @@ for j=1:size(anamendo,1)
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disp([M_.param_names(estim_params_.param_vals(indsmirnov(jp),1),:),' d-stat = ', num2str(dproba(indsmirnov(jp)),'%1.3f'),' p-value = ', num2str(proba(indsmirnov(jp)),'%1.3f')])
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end
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disp(' ');
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stab_map_1(x0, iy, iyc, 'threshold',1,indsmirnov,xdir);
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stab_map_1(x0, iy, iyc, 'threshold',pvalue_ks,indsmirnov,xdir);
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stab_map_2(x0(iy,:),alpha2,pvalue_corr,'inside_threshold',xdir)
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stab_map_2(x0(iyc,:),alpha2,pvalue_corr,'outside_threshold',xdir)
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lpmat=x0(iy,:);
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if nshocks,
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lpmat0=xx0(iy,:);
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end
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istable=[1:length(iy)];
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save([xdir,filesep,'threshold.mat'],'lpmat','lpmat0','istable','y0','x0','xx0','iy','iyc')
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clear lpmat lpmat0 istable
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lpmat=[]; lpmat0=[]; istable=[];
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end
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end
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else
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@ -244,7 +253,7 @@ for j=1:size(anamendo,1)
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hf=dyn_figure(options_); hist(y0,30), title([namendo,' vs. ', namlagendo])
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dyn_saveas(hf,[xdir,'/', namendo,'_vs_', namlagendo],options_);
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end
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if ~isempty(iy) && ~isempty(iyc),
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if length(iy)>size(x0,2) && length(iyc)>size(x0,2),
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delete([xdir, '/*threshold*.*'])
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[proba, dproba] = stab_map_1(x0, iy, iyc, 'threshold',0);
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% indsmirnov = find(dproba>ksstat);
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@ -253,14 +262,16 @@ for j=1:size(anamendo,1)
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disp([M_.param_names(estim_params_.param_vals(indsmirnov(jp),1),:),' d-stat = ', num2str(dproba(indsmirnov(jp)),'%1.3f'),' p-value = ', num2str(proba(indsmirnov(jp)),'%1.3f')])
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end
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disp(' ');
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stab_map_1(x0, iy, iyc, 'threshold',1,indsmirnov,xdir);
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stab_map_1(x0, iy, iyc, 'threshold',pvalue_ks,indsmirnov,xdir);
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stab_map_2(x0(iy,:),alpha2,pvalue_corr,'inside_threshold',xdir)
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stab_map_2(x0(iyc,:),alpha2,pvalue_corr,'outside_threshold',xdir)
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lpmat=x0(iy,:);
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if nshocks,
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lpmat0=xx0(iy,:);
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end
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istable=[1:length(iy)];
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save([xdir,filesep,'threshold.mat'],'lpmat','lpmat0','istable','y0','x0','xx0','iy','iyc')
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clear lpmat lpmat0 istable
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lpmat=[]; lpmat0=[]; istable=[];
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end
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end
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@ -94,8 +94,12 @@ elseif strcmpi(type,'gsa')
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DirectoryName = CheckPath(['gsa',filesep,'mc'],M_.dname);
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load([ RootDirectoryName filesep M_.fname '_mc.mat'],'lpmat0','lpmat','istable')
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end
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if ~isempty(lpmat0),
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x=[lpmat0(istable,:) lpmat(istable,:)];
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clear lpmat istable
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else
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x=lpmat(istable,:);
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end
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clear lpmat lpmat0 istable
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NumberOfDraws=size(x,1);
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B=NumberOfDraws;
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elseif strcmpi(type,'prior')
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