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GSA: more fixes to LaTeX output

new-samplers
Johannes Pfeifer 2023-12-04 10:59:25 +01:00 committed by Sébastien Villemot
parent 7f027d8f5e
commit c3b9c499ba
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GPG Key ID: 2CECE9350ECEBE4A
5 changed files with 142 additions and 67 deletions
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32
matlab/dynare_sensitivity.m
View File

@ -200,8 +200,29 @@ options_gsa = set_default_option(options_gsa,'threshold_redform',[]);
options_gsa = set_default_option(options_gsa,'ksstat_redform',0.001);
options_gsa = set_default_option(options_gsa,'alpha2_redform',1.e-5);
options_gsa = set_default_option(options_gsa,'namendo',{});
options_gsa = set_default_option(options_gsa,'namlagendo',[]);
options_gsa = set_default_option(options_gsa,'namlagendo',{});
options_gsa = set_default_option(options_gsa,'namexo',{});
options_gsa = set_default_option(options_gsa,'namendo_tex',{});
options_gsa = set_default_option(options_gsa,'namlagendo_tex',{});
options_gsa = set_default_option(options_gsa,'namexo_tex',{});
if strmatch(':',options_gsa.namendo,'exact')
options_gsa.namendo = M_.endo_names(1:M_.orig_endo_nbr);
end
if strmatch(':',options_gsa.namexo,'exact')
options_gsa.namexo = M_.exo_names;
end
if strmatch(':',options_gsa.namlagendo,'exact')
options_gsa.namlagendo = M_.endo_names(1:M_.orig_endo_nbr);
end
if options_.TeX
[~,Locb]=ismember(options_gsa.namendo,M_.endo_names);
options_gsa.namendo_tex=cellfun(@(x) horzcat('$', x, '$'), M_.endo_names_tex(Locb), 'UniformOutput', false);
[~,Locb]=ismember(options_gsa.namlagendo,M_.endo_names);
options_gsa.namlagendo_tex=cellfun(@(x) horzcat('$', x, '$'), M_.endo_names_tex(Locb), 'UniformOutput', false);
[~,Locb]=ismember(options_gsa.namexo,M_.exo_names);
options_gsa.namexo_tex=cellfun(@(x) horzcat('$', x, '$'), M_.exo_names_tex(Locb), 'UniformOutput', false);
end
% RMSE mapping
options_gsa = set_default_option(options_gsa,'load_rmse',0);
options_gsa = set_default_option(options_gsa,'lik_only',0);
@ -325,15 +346,6 @@ if options_gsa.redform && ~isempty(options_gsa.namendo)
x0 = stab_map_(OutputDirectoryName,options_gsa,M_,oo_,options_,bayestopt_,estim_params_);
end
if strmatch(':',options_gsa.namendo,'exact')
options_gsa.namendo = M_.endo_names(1:M_.orig_endo_nbr);
end
if strmatch(':',options_gsa.namexo,'exact')
options_gsa.namexo = M_.exo_names;
end
if strmatch(':',options_gsa.namlagendo,'exact')
options_gsa.namlagendo = M_.endo_names(1:M_.orig_endo_nbr);
end
if options_gsa.morris==1
redform_screen(OutputDirectoryName,options_gsa, estim_params_, M_, oo_.dr, options_, bayestopt_);
else

92
matlab/gsa/filt_mc_.m
View File

@ -61,7 +61,7 @@ istart = max(2,options_gsa_.istart_rmse);
fname_ = M_.fname;
skipline(2)
skipline(1)
disp('Starting sensitivity analysis')
disp('for the fit of EACH observed series ...')
skipline()
@ -99,6 +99,8 @@ if ~options_.nograph
disp('done !')
end
[param_names,param_names_tex]=get_LaTeX_parameter_names(M_,options_,estim_params_,bayestopt_);
nshock=estim_params_.nvx + estim_params_.nvn + estim_params_.ncx + estim_params_.ncn;
npar=estim_params_.np;
if ~isempty(options_.mode_file)
@ -107,10 +109,12 @@ end
if options_.opt_gsa.ppost
c=load([M_.dname filesep 'Output' filesep fname_,'_mean.mat'],'xparam1');
xparam1_mean=c.xparam1;
xparam1=c.xparam1;
clear c
elseif ~isempty(options_.mode_file) && exist([M_.dname filesep 'Output' filesep fname_,'_mean.mat'],'file')==2
c=load([M_.dname filesep 'Output' filesep fname_,'_mean.mat'],'xparam1');
xparam1_mean=c.xparam1;
xparam1=c.xparam1;
clear c
end
@ -149,7 +153,7 @@ if ~loadSA
sto_ys=[];
for j=1:length(filparam)
if isempty(strmatch([M_.fname '_param_irf'],filparam(j).name))
temp=load([DirectoryName filesep filparam(j).name]);
temp=load([DirectoryName filesep filparam(j).name]); % from prior_posterior_statistics_core
x=[x; temp.stock];
logpo2=[logpo2; temp.stock_logpo];
sto_ys=[sto_ys; temp.stock_ys];
@ -178,7 +182,7 @@ if ~loadSA
r2_mode = 1-sum((yobs(istart:end,:)-y0(istart:end,:)).^2)./sum(yobs(istart:end,:).^2);
end
y0=-yss;
y0=-yss; %demean everything using the theoretical mean, i.e. steady state
nbb=0;
for j=1:length(filfilt)
temp=load([DirectoryName filesep M_.fname '_filter_step_ahead',num2str(j),'.mat']);
@ -259,17 +263,17 @@ end
% visual scatter analysis!
if options_.opt_gsa.ppost
tmp_title='R2 Posterior:';
atitle='R2 Posterior:';
tmp_title='R2 Scatter plot: Posterior';
atitle='R2 Scatter plot: Posterior';
asname='r2_post';
else
if options_.opt_gsa.pprior
tmp_title='R2 Prior:';
atitle='R2 Prior:';
tmp_title='R2 Scatter plot: Prior';
atitle='R2 Scatter plot: Prior';
asname='r2_prior';
else
tmp_title='R2 MC:';
atitle='R2 MC:';
tmp_title='R2 Scatter plot: MC';
atitle='R2 Scatter plot: MC';
asname='r2_mc';
end
end
@ -294,13 +298,10 @@ if ~options_.opt_gsa.ppost && options_.opt_gsa.lik_only
options_mcf.pvalue_ks = alpha;
options_mcf.pvalue_corr = pvalue;
options_mcf.alpha2 = alpha2;
options_mcf.param_names = param_names;
if options_.TeX
[pnames,pnames_tex]=get_LaTeX_parameter_names(M_,options_,estim_params_,bayestopt_);
options_mcf.param_names = pnames;
options_mcf.param_names_tex = pnames_tex;
options_mcf.param_names_tex = param_names_tex;
else
[pnames]=get_LaTeX_parameter_names(M_,options_,estim_params_,bayestopt_);
options_mcf.param_names = pnames;
options_mcf.param_names_tex = {};
end
options_mcf.fname_ = fname_;
@ -408,7 +409,11 @@ else
set(h,'color','k','linewidth',1)
h=cumplot(lnprior(ixx(nfilt0(i)+1:end,i)));
set(h,'color','red','linewidth',2)
title(vvarvecm{i},'interpreter','none')
if options_.TeX
title(vvarvecm_tex{i},'interpreter','latex')
else
title(vvarvecm{i},'interpreter','none')
end
if mod(i,9)==0 || i==length(vvarvecm)
if ~isoctave
annotation('textbox', [0.1,0,0.35,0.05],'String', 'Log-prior for BETTER R2','Color','Blue','horizontalalignment','center');
@ -456,7 +461,11 @@ else
set(h,'color','k','linewidth',1)
h=cumplot(likelihood(ixx(nfilt0(i)+1:end,i)));
set(h,'color','red','linewidth',2)
title(vvarvecm{i},'interpreter','none')
if options_.TeX
title(vvarvecm_tex{i},'interpreter','latex')
else
title(vvarvecm{i},'interpreter','none')
end
if options_.opt_gsa.ppost==0
set(gca,'xlim',[min( likelihood(ixx(1:nfilt0(i),i)) ) max( likelihood(ixx(1:nfilt0(i),i)) )])
end
@ -507,7 +516,11 @@ else
set(h,'color','k','linewidth',1)
h=cumplot(logpo2(ixx(nfilt0(i)+1:end,i)));
set(h,'color','red','linewidth',2)
title(vvarvecm{i},'interpreter','none')
if options_.TeX
title(vvarvecm_tex{i},'interpreter','latex')
else
title(vvarvecm{i},'interpreter','none')
end
if options_.opt_gsa.ppost==0
set(gca,'xlim',[min( logpo2(ixx(1:nfilt0(i),i)) ) max( logpo2(ixx(1:nfilt0(i),i)) )])
end
@ -537,15 +550,6 @@ else
end
end
end
if options_.TeX
[pnames,pnames_tex]=get_LaTeX_parameter_names(M_,options_,estim_params_,bayestopt_);
param_names = pnames;
param_names_tex = pnames_tex;
else
[pnames]=get_LaTeX_parameter_names(M_,options_,estim_params_,bayestopt_);
param_names = pnames;
param_names_tex = {};
end
skipline()
title_string='RMSE over the MC sample:';
data_mat=[min(rmse_MC)' max(rmse_MC)'];
@ -557,7 +561,7 @@ else
end
invar = find( std(rmse_MC)./mean(rmse_MC)<=0.0001 );
if ~isempty(invar)
skipline(2)
skipline(1)
disp('RMSE is not varying significantly over the MC sample for the following variables:')
disp(vvarvecm{invar})
disp('These variables are excluded from SA')
@ -569,8 +573,7 @@ else
rmse_MC = rmse_MC(:,ivar);
skipline()
disp(['Sample filtered the ',num2str(pfilt*100),'% best RMSE''s for each observed series ...' ])
skipline(2)
disp('RMSE ranges after filtering:')
skipline(1)
title_string='RMSE ranges after filtering:';
if options_.opt_gsa.ppost==0 && options_.opt_gsa.pprior
headers = {'Variable'; 'min'; 'max'; 'min'; 'max'; 'posterior mode'};
@ -704,7 +707,7 @@ else
snam1=param_names(nsp==1);
snam2=param_names(nsp>1);
nsnam=(find(nsp>1));
skipline(2)
skipline(1)
disp('These parameters do not affect significantly the fit of ANY observed series:')
disp(char(snam0))
skipline()
@ -713,7 +716,6 @@ else
skipline()
disp('These parameters affect MORE THAN ONE observed series: trade off exists!')
disp(char(snam2))
pnam=bayestopt_.name;
% plot trade-offs
if ~options_.nograph
a00=jet(length(vvarvecm));
@ -782,13 +784,21 @@ else
set(h1,'color',[0.85 0.85 0.85],'linewidth',2)
end
xlabel('')
title([pnam{ipar(j)}],'interpreter','none')
if options_.TeX
title([param_names_tex{ipar(j)}],'interpreter','latex')
else
title([param_names{ipar(j)}],'interpreter','none')
end
end
if isoctave
legend(vertcat('base',vvarvecm),'location','eastoutside');
else
h0=legend(vertcat('base',vvarvecm));
set(h0,'fontsize',6,'position',[0.7 0.1 0.2 0.3],'interpreter','none');
if options_.TeX
h0=legend(vertcat('base',vvarvecm_tex),'interpreter','latex');
else
h0=legend(vertcat('base',vvarvecm),'interpreter','none');
end
set(h0,'fontsize',6,'position',[0.7 0.1 0.2 0.3]);
end
if options_.opt_gsa.ppost
dyn_saveas(hh_fig,[ OutDir filesep fname_ '_rmse_post_' vvarvecm{iy} '_' int2str(ix)],options_.nodisplay,options_.graph_format);
@ -839,14 +849,22 @@ else
set(h1,'color',[0.85 0.85 0.85],'linewidth',2)
end
xlabel('')
title([pnam{nsnam(j)}],'interpreter','none')
if options_.TeX
title([param_names_tex{nsnam(j)}],'interpreter','latex')
else
title([param_names{nsnam(j)}],'interpreter','none')
end
end
%subplot(3,2,6)
if isoctave
legend(vertcat('base',vvarvecm),'location','eastoutside');
else
h0=legend(vertcat('base',vvarvecm));
set(h0,'fontsize',6,'position',[0.7 0.1 0.2 0.3],'interpreter','none');
if options_.TeX
h0=legend(vertcat('base',vvarvecm_tex),'interpreter','latex');
else
h0=legend(vertcat('base',vvarvecm),'interpreter','none');
end
set(h0,'fontsize',6,'position',[0.7 0.1 0.2 0.3]);
end
if options_.opt_gsa.ppost
dyn_saveas(hh_fig,[ OutDir filesep fname_ '_rmse_post_params_' int2str(ix)],options_.nodisplay,options_.graph_format);

60
matlab/gsa/redform_map.m
View File

@ -34,6 +34,9 @@ function redform_map(dirname,options_gsa_,M_,estim_params_,options_,bayestopt_,o
anamendo = options_gsa_.namendo;
anamlagendo = options_gsa_.namlagendo;
anamexo = options_gsa_.namexo;
anamendo_tex = options_gsa_.namendo_tex;
anamlagendo_tex = options_gsa_.namlagendo_tex;
anamexo_tex = options_gsa_.namexo_tex;
iload = options_gsa_.load_redform;
pprior = options_gsa_.pprior;
ilog = options_gsa_.logtrans_redform;
@ -134,11 +137,13 @@ lpmat0=[];
js=0;
for j = 1:length(anamendo)
namendo = anamendo{j};
namendo_tex = anamendo_tex{j};
iendo = strmatch(namendo, M_.endo_names(oo_.dr.order_var), 'exact');
ifig = 0;
iplo = 0;
for jx = 1:length(anamexo)
namexo = anamexo{jx};
namexo_tex = anamexo_tex{jx};
iexo=strmatch(namexo, M_.exo_names, 'exact');
skipline()
disp(['[', namendo,' vs ',namexo,']'])
@ -187,9 +192,13 @@ for j = 1:length(anamendo)
hc = cumplot(y0);
set(hc,'color','k','linewidth',2)
hold off,
title([namendo,' vs ', namexo ' - threshold [' num2str(threshold(1)) ' ' num2str(threshold(2)) ']'],'interpreter','none')
if options_.TeX
title([namendo_tex,' vs ', namexo_tex ' - threshold [' num2str(threshold(1)) ' ' num2str(threshold(2)) ']'],'interpreter','latex')
else
title([namendo,' vs ', namexo ' - threshold [' num2str(threshold(1)) ' ' num2str(threshold(2)) ']'],'interpreter','none')
end
dyn_saveas(hf,[xdir,filesep, fname_ '_' type '_' namendo,'_vs_', namexo],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[xdir,filesep, fname_ '_' type '_' namendo,'_vs_', namexo],['Reduced Form Mapping (Monte Carlo Filtering): ',strrep(namendo,'_','\_'),' vs ', strrep(namexo,'_','\_')],[type '_' namendo,'_vs_', namexo])
create_TeX_loader(options_,[xdir,filesep, fname_ '_' type '_' namendo,'_vs_', namexo],['Reduced Form Mapping (Monte Carlo Filtering): ',namendo_tex,' vs ', namexo_tex],[type '_' namendo,'_vs_', namexo])
end
si(:,js) = NaN(np,1);
delete([xdir, '/*threshold*.*'])
@ -271,12 +280,20 @@ for j = 1:length(anamendo)
set(gca,'xticklabel',' ','fontsize',10)
set(gca,'xlim',[0.5 10.5])
for ip=1:min(np,10)
text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
if options_.TeX
text(ip,-0.02,deblank(pnames_tex(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','latex')
else
text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
end
if options_.TeX
title([logflag,' ',namendo_tex,' vs ',namexo_tex],'interpreter','none')
else
title([logflag,' ',namendo,' vs ',namexo],'interpreter','none')
end
title([logflag,' ',namendo,' vs ',namexo],'interpreter','none')
if iplo==9
dyn_saveas(hh_fig,[dirname,filesep,M_.fname,'_redform_', namendo,'_vs_shocks_',logflag,num2str(ifig)],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[dirname,filesep,M_.fname,'_redform_', namendo,'_vs_shocks_',logflag,num2str(ifig)],[logflag,' ',strrep(namendo,'_','\_'),' vs ',strrep(namexo,'_','\_')],['redform_', namendo,'_vs_shocks_',logflag,num2str(ifig)],1)
create_TeX_loader(options_,[dirname,filesep,M_.fname,'_redform_', namendo,'_vs_shocks_',logflag,num2str(ifig)],[logflag,' ',namendo_tex,' vs ',namexo_tex],['redform_', namendo,'_vs_shocks_',logflag,num2str(ifig)],1)
end
end
@ -293,6 +310,7 @@ for j = 1:length(anamendo)
iplo=0;
for je=1:length(anamlagendo)
namlagendo = anamlagendo{je};
namlagendo_tex = anamlagendo_tex{je};
ilagendo=strmatch(namlagendo, M_.endo_names(oo_.dr.order_var(M_.nstatic+1:M_.nstatic+nsok)), 'exact');
skipline()
disp(['[', namendo,' vs lagged ',namlagendo,']'])
@ -313,9 +331,9 @@ for j = 1:length(anamendo)
if isempty(dir(xdir0))
mkdir(xdir0)
end
atitle0=['Reduced Form Mapping (ANOVA) for ',namendo,' vs ', namlagendo];
aname=[type '_' namendo '_vs_' namlagendo];
atitle=[type ' Reduced Form Mapping (ANOVA): Parameter(s) driving ',namendo,' vs ',namlagendo];
atitle0=['Reduced Form Mapping (ANOVA) for ',namendo,' vs lagged', namlagendo];
aname=[type '_' namendo '_vs_lag_' namlagendo];
atitle=[type ' Reduced Form Mapping (ANOVA): Parameter(s) driving ',namendo,' vs lagged',namlagendo];
options_map.amap_name = aname;
options_map.amap_title = atitle;
options_map.figtitle = atitle0;
@ -340,10 +358,14 @@ for j = 1:length(anamendo)
hold all,
hc = cumplot(y0);
set(hc,'color','k','linewidth',2)
hold off,
title([namendo,' vs lagged ', namlagendo ' - threshold [' num2str(threshold(1)) ' ' num2str(threshold(2)) ']'],'interpreter','none')
hold off
if options_.TeX
title([namendo_tex,' vs lagged ', namlagendo_tex ' - threshold [' num2str(threshold(1)) ' ' num2str(threshold(2)) ']'],'interpreter','latex')
else
title([namendo,' vs lagged ', namlagendo ' - threshold [' num2str(threshold(1)) ' ' num2str(threshold(2)) ']'],'interpreter','none')
end
dyn_saveas(hf,[xdir,filesep, fname_ '_' type '_' namendo,'_vs_', namlagendo],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[xdir,filesep, fname_ '_' type '_' namendo,'_vs_', namlagendo],['Reduced Form Mapping (Monte Carlo Filtering): ',strrep(namendo,'_','\_'),' vs lagged ', strrep(namlagendo,'_','\_')],[type '_' namendo,'_vs_', namlagendo],1)
create_TeX_loader(options_,[xdir,filesep, fname_ '_' type '_' namendo,'_vs_', namlagendo],['Reduced Form Mapping (Monte Carlo Filtering): ',namendo_tex,' vs lagged ', namlagendo_tex],[type '_' namendo,'_vs_', namlagendo],1)
end
delete([xdir, '/*threshold*.*'])
@ -427,12 +449,16 @@ for j = 1:length(anamendo)
set(gca,'xticklabel',' ','fontsize',10)
set(gca,'xlim',[0.5 10.5])
for ip=1:min(np,10)
text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
if options_.TeX
text(ip,-0.02,deblank(pnames_tex(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','latex')
else
text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
end
title([logflag,' ',namendo,' vs ',namlagendo,'(-1)'],'interpreter','none')
if iplo==9
dyn_saveas(hh_fig,[dirname,filesep,M_.fname,'_redform_', namendo,'_vs_lags_',logflag,num2str(ifig)],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[dirname,filesep,M_.fname,'_redform_', namendo,'_vs_lags_',logflag,num2str(ifig)],[logflag,' ',strrep(namendo,'_','\_'),' vs ',strrep(namlagendo,'_','\_'),'(-1)'],['redform_', namendo,'_vs_lags_',logflag,':',num2str(ifig)],1)
create_TeX_loader(options_,[dirname,filesep,M_.fname,'_redform_', namendo,'_vs_lags_',logflag,num2str(ifig)],[logflag,' ',namendo_tex,' vs ',namlagendo_tex,'(-1)'],['redform_', namendo,'_vs_lags_',logflag,':',num2str(ifig)],1)
end
end
@ -443,7 +469,7 @@ for j = 1:length(anamendo)
end
if iplo<9 && iplo>0 && ifig && ~options_.nograph
dyn_saveas(hh_fig,[dirname,filesep,M_.fname,'_redform_', namendo,'_vs_lags_',logflag,num2str(ifig)],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[dirname,filesep,M_.fname,'_redform_', namendo,'_vs_lags_',logflag,num2str(ifig)],[logflag,' ',strrep(namendo,'_','\_'),' vs ',strrep(namlagendo,'_','\_'),'(-1)'],['redform_', namendo,'_vs_lags_',logflag,':',num2str(ifig)],options_.figures.textwidth*min(iplo/3,1));
create_TeX_loader(options_,[dirname,filesep,M_.fname,'_redform_', namendo,'_vs_lags_',logflag,num2str(ifig)],[logflag,' ',namendo_tex,' vs ',namlagendo_tex,'(-1)'],['redform_', namendo,'_vs_lags_',logflag,':',num2str(ifig)],options_.figures.textwidth*min(iplo/3,1));
end
end
@ -725,7 +751,11 @@ for jx=1:nbr_par
set(h,'color', cmap(jt,:), 'linewidth', 2)
hold all
end
title(options_mcf.param_names(indmcf(jx),:),'interpreter','none')
if options_.TeX
title(options_mcf.param_names_tex(indmcf(jx),:),'interpreter','latex')
else
title(options_mcf.param_names(indmcf(jx),:),'interpreter','none')
end
end
hleg = legend(leg);
aa=get(hleg,'Position');

19
matlab/gsa/redform_screen.m
View File

@ -35,6 +35,10 @@ function redform_screen(dirname, options_gsa_, estim_params_, M_, dr, options_,
anamendo = options_gsa_.namendo;
anamlagendo = options_gsa_.namlagendo;
anamexo = options_gsa_.namexo;
anamendo_tex = options_gsa_.namendo_tex;
anamlagendo_tex = options_gsa_.namlagendo_tex;
anamexo_tex = options_gsa_.namexo_tex;
nliv = options_gsa_.morris_nliv;
pnames = M_.param_names(estim_params_.param_vals(:,1));
@ -59,11 +63,13 @@ nsok = length(find(M_.lead_lag_incidence(M_.maximum_lag,:)));
js=0;
for j=1:size(anamendo,1)
namendo = anamendo{j,:};
namendo_tex = anamendo_tex{j,:};
iendo = strmatch(namendo, M_.endo_names(dr.order_var), 'exact');
iplo=0;
ifig=0;
for jx=1:size(anamexo,1)
namexo = anamexo{jx};
namexo_tex = anamexo_tex{jx};
iexo = strmatch(namexo, M_.exo_names, 'exact');
if ~isempty(iexo)
y0=teff(T(iendo,iexo+nspred,:), kn, istable);
@ -90,7 +96,11 @@ for j=1:size(anamendo,1)
text(ip,-0.02,pnames(iso(ip)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
end
title([namendo,' vs. ',namexo],'interpreter','none')
if options_.TeX
title([namendo_tex,' vs. ',namexo_tex],'interpreter','latex')
else
title([namendo,' vs. ',namexo],'interpreter','none')
end
if iplo==9
dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],ifig,[namendo,' vs. shocks ',int2str(ifig)],[namendo,'_vs_shock'],1)
@ -108,6 +118,7 @@ for j=1:size(anamendo,1)
ifig=0;
for je=1:size(anamlagendo,1)
namlagendo=anamlagendo{je};
namlagendo_tex=anamlagendo_tex{je};
ilagendo=strmatch(namlagendo, M_.endo_names(dr.order_var(M_.nstatic+1:M_.nstatic+nsok)), 'exact');
if ~isempty(ilagendo)
@ -136,7 +147,11 @@ for j=1:size(anamendo,1)
end
end
title([namendo,' vs. ',namlagendo,'(-1)'],'interpreter','none')
if options_.TeX
title([namendo_tex,' vs. ',namlagendo_tex,'(-1)'],'interpreter','latex')
else
title([namendo,' vs. ',namlagendo,'(-1)'],'interpreter','none')
end
if iplo==9
dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],ifig,[namendo,' vs. lagged endogenous ',int2str(ifig)],[namendo,'_vs_lags'],1)

6
tests/identification/as2007/as2007.mod
View File

@ -19,9 +19,9 @@
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
% =========================================================================
var pie y R g z YGR INFL INT;
varexo e_R e_g e_z;
parameters tau kap psi1 psi2 rhoR rhog rhoz rr_steady pi_steady gam_steady std_R std_g std_z;
var pie $\pi$ y R g z YGR INFL INT;
varexo e_R $\varepsilon_R$ e_g e_z;
parameters tau $\tau$ kap $\kappa$ psi1 psi2 rhoR rhog rhoz rr_steady pi_steady gam_steady std_R std_g std_z;
tau = 2;
kap = 0.15;