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Enable TeX output in rmse-mapping of gsa

time-shift
Johannes Pfeifer 2016-05-31 21:00:15 +02:00
parent cb9095977e
commit c3e1c01864
2 changed files with 118 additions and 32 deletions
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6
matlab/dynare_sensitivity.m
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@ -157,6 +157,12 @@ options_gsa = set_default_option(options_gsa,'namexo',[]);
% RMSE mapping
options_gsa = set_default_option(options_gsa,'lik_only',0);
options_gsa = set_default_option(options_gsa,'var_rmse',char(options_.varobs));
%get corresponding TeX-names;
options_gsa.var_rmse_tex='';
for ii=1:size(options_gsa.var_rmse,1)
temp_name=M_.endo_names_tex(strmatch(deblank(options_gsa.var_rmse(ii,:)),M_.endo_names,'exact'),:);
options_gsa.var_rmse_tex=strvcat(options_gsa.var_rmse_tex,temp_name);
end
options_gsa = set_default_option(options_gsa,'pfilt_rmse',0.1);
options_gsa = set_default_option(options_gsa,'istart_rmse',options_.presample+1);
options_gsa = set_default_option(options_gsa,'alpha_rmse',0.001);

144
matlab/gsa/filt_mc_.m
View File

@ -37,6 +37,9 @@ global bayestopt_ estim_params_ M_ options_ oo_
% options_gsa_=options_.opt_gsa;
vvarvecm = options_gsa_.var_rmse;
if options_.TeX
vvarvecm_tex = options_gsa_.var_rmse_tex;
end
loadSA = options_gsa_.load_rmse;
pfilt = options_gsa_.pfilt_rmse;
alpha = options_gsa_.alpha_rmse;
@ -370,10 +373,10 @@ else
else
if options_.opt_gsa.pprior
dyn_saveas(hh,[OutDir filesep fname_ '_rmse_prior_lnprior',int2str(ifig) ],options_);
create_TeX_loader(options_,[OutDir '/' fname_ '_rmse_post_lnprior',int2str(ifig)],ifig,[temp_name,' ',int2str(ifig)],'rmse_prior_lnprior')
create_TeX_loader(options_,[OutDir '/' fname_ '_rmse_prior_lnprior',int2str(ifig)],ifig,[temp_name,' ',int2str(ifig)],'rmse_prior_lnprior')
else
dyn_saveas(hh,[OutDir filesep fname_ '_rmse_mc_lnprior',int2str(ifig) ],options_);
create_TeX_loader(options_,[OutDir '/' fname_ '_rmse_post_lnprior',int2str(ifig)],ifig,[temp_name,' ',int2str(ifig)],'rmse_mc_lnprior')
create_TeX_loader(options_,[OutDir '/' fname_ '_rmse_mc_lnprior',int2str(ifig)],ifig,[temp_name,' ',int2str(ifig)],'rmse_mc_lnprior')
end
end
end
@ -471,18 +474,17 @@ else
end
param_names=char(bayestopt_.name);
% param_names='';
% for j=1:npar+nshock,
% param_names=char(param_names, bayestopt_.name{j});
% end
% param_names=param_names(2:end,:);
skipline()
disp('RMSE over the MC sample:')
disp(' min yr RMSE max yr RMSE')
for j=1:size(vvarvecm,1),
disp([vvarvecm(j,:), sprintf('%15.5g',[(min(rmse_MC(:,j))) [(max(rmse_MC(:,j)))]])])
title_string='RMSE over the MC sample:';
data_mat=[min(rmse_MC)' max(rmse_MC)'];
headers=strvcat('Variable','min yr RMSE','max yr RMSE');
dyntable(options_,title_string,headers,vvarvecm,data_mat, 0, 15, 5);
if options_.TeX
headers_tex=strvcat('\text{Variable}','\text{min yr RMSE}','\text{max yr RMSE}');
dyn_latex_table(M_,options_,title_string,'RMSE_MC',headers_tex,vvarvecm_tex,data_mat,0,15,5);
end
invar = find( std(rmse_MC)./mean(rmse_MC)<=0.0001 );
if ~isempty(invar)
skipline(2)
@ -507,33 +509,71 @@ else
skipline(2)
disp('RMSE ranges after filtering:')
title_string='RMSE ranges after filtering:';
if options_.opt_gsa.ppost==0 && options_.opt_gsa.pprior,
disp([' best ',num2str(pfilt*100),'% filtered remaining 90%'])
disp([' min max min max posterior mode'])
headers_tex=strvcat('\text{Variable}','\text{min}','\text{max}','\text{min}','\text{max}','\text{posterior mode}');
else
disp([' best filtered remaining '])
disp([' min max min max posterior mean'])
headers=strvcat('Variable','min','max','min','max','posterior mean');
headers_tex=strvcat('\text{Variable}','\text{min}','\text{max}','\text{min}','\text{max}','\text{posterior mean}');
end
data_mat=NaN(size(vvarvecm,1),5);
for j=1:size(vvarvecm,1),
disp([vvarvecm(j,:), sprintf('%15.5g',[min(rmse_MC(ixx(1:nfilt0(j),j),j)) ...
data_mat(j,:)=[min(rmse_MC(ixx(1:nfilt0(j),j),j)) ...
max(rmse_MC(ixx(1:nfilt0(j),j),j)) ...
min(rmse_MC(ixx(nfilt0(j)+1:end,j),j)) ...
max(rmse_MC(ixx(nfilt0(j)+1:end,j),j)) ...
rmse_txt(j)])])
% disp([vvarvecm(j,:), sprintf('%15.5g',[min(logpo2(ixx(1:nfilt,j))) ...
% max(logpo2(ixx(1:nfilt,j))) ...
% min(logpo2(ixx(nfilt+1:end,j))) ...
% max(logpo2(ixx(nfilt+1:end,j)))])])
rmse_txt(j)];
end
%get formatting for additional header line
val_width=15;
val_precis=5;
label_width = max(size(deblank(char(headers(1,:),vvarvecm)),2)+2,0);
label_format_leftbound = sprintf('%%-%ds',label_width);
if all(~isfinite(data_mat))
values_length = 4;
else
values_length = max(ceil(max(max(log10(abs(data_mat(isfinite(data_mat))))))),1)+val_precis+1;
end
if any(data_mat) < 0 %add one character for minus sign
values_length = values_length+1;
end
headers_length = max(size(deblank(headers(2:end,:)),2));
if ~isempty(val_width)
val_width = max(max(headers_length,values_length)+2,val_width);
else
val_width = max(headers_length,values_length)+2;
end
value_format = sprintf('%%%d.%df',val_width,val_precis);
header_string_format = sprintf('%%%ds',val_width);
if options_.opt_gsa.ppost==0 && options_.opt_gsa.pprior,
optional_header=sprintf([label_format_leftbound,header_string_format,header_string_format,header_string_format,header_string_format],'','',['best ',num2str(pfilt*100),'% filtered'],'','remaining 90%');
else
optional_header=sprintf([label_format_leftbound,header_string_format,header_string_format,header_string_format,header_string_format],'','','best filtered','','remaining');
end
dyntable(options_,title_string,headers,vvarvecm,data_mat, 0, val_width, val_precis,optional_header);
if options_.TeX
if options_.opt_gsa.ppost==0 && options_.opt_gsa.pprior,
optional_header={[' & \multicolumn{2}{c}{best ',num2str(pfilt*100),' filtered} & \multicolumn{2}{c}{remaining 90\%}\\']};
else
optional_header={[' & \multicolumn{2}{c}{best filtered} & \multicolumn{2}{c}{remaining}\\']};
end
dyn_latex_table(M_,options_,title_string,'RMSE_ranges_after_filtering',headers_tex,vvarvecm_tex,data_mat,0,val_width,val_precis,optional_header);
end
%%%%% R2 table
skipline()
disp('R2 over the MC sample:')
disp(' min yr R2 max yr R2')
for j=1:size(vvarvecm,1),
disp([vvarvecm(j,:), sprintf('%15.5g',[(min(r2_MC(:,j))) [(max(r2_MC(:,j)))]])])
skipline()
title_string='R2 over the MC sample:';
data_mat=[min(r2_MC)' max(r2_MC)'];
headers=strvcat('Variable','min yr R2','max yr R2');
dyntable(options_,title_string,headers,vvarvecm,data_mat, 0, 15, 5);
if options_.TeX
headers_tex=strvcat('\text{Variable}','\text{min yr R2}','\text{max yr R2}');
dyn_latex_table(M_,options_,title_string,'R2_MC',headers_tex,vvarvecm_tex,data_mat,0,15,5);
end
r2_MC=r2_MC(:,ivar);
skipline()
@ -541,20 +581,60 @@ else
skipline()
disp('R2 ranges after filtering:')
title_string='R2 ranges after filtering:';
if options_.opt_gsa.ppost==0 && options_.opt_gsa.pprior,
disp([' best ',num2str(pfilt*100),'% filtered remaining 90%'])
disp([' min max min max posterior mode'])
headers=strvcat('Variable','min','max','min','max','posterior mode');
headers_tex=strvcat('\text{Variable}','\text{min}','\text{max}','\text{min}','\text{max}','\text{posterior mode}');
else
disp([' best filtered remaining '])
disp([' min max min max posterior mean'])
headers=strvcat('Variable','min','max','min','max','posterior mean');
headers_tex=strvcat('\text{Variable}','\text{min}','\text{max}','\text{min}','\text{max}','\text{posterior mean}');
end
data_mat=NaN(size(vvarvecm,1),5);
for j=1:size(vvarvecm,1),
disp([vvarvecm(j,:), sprintf('%15.5g',[min(r2_MC(ixx(1:nfilt0(j),j),j)) ...
data_mat(j,:)=[min(r2_MC(ixx(1:nfilt0(j),j),j)) ...
max(r2_MC(ixx(1:nfilt0(j),j),j)) ...
min(r2_MC(ixx(nfilt0(j)+1:end,j),j)) ...
max(r2_MC(ixx(nfilt0(j)+1:end,j),j)) ...
r2_txt(j)])])
r2_txt(j)];
end
%get formatting for additional header line
val_width=15;
val_precis=5;
label_width = max(size(deblank(char(headers(1,:),vvarvecm)),2)+2,0);
label_format_leftbound = sprintf('%%-%ds',label_width);
if all(~isfinite(data_mat))
values_length = 4;
else
values_length = max(ceil(max(max(log10(abs(data_mat(isfinite(data_mat))))))),1)+val_precis+1;
end
if any(data_mat) < 0 %add one character for minus sign
values_length = values_length+1;
end
headers_length = max(size(deblank(headers(2:end,:)),2));
if ~isempty(val_width)
val_width = max(max(headers_length,values_length)+2,val_width);
else
val_width = max(headers_length,values_length)+2;
end
value_format = sprintf('%%%d.%df',val_width,val_precis);
header_string_format = sprintf('%%%ds',val_width);
if options_.opt_gsa.ppost==0 && options_.opt_gsa.pprior,
optional_header=sprintf([label_format_leftbound,header_string_format,header_string_format,header_string_format,header_string_format],'','',['best ',num2str(pfilt*100),'% filtered'],'','remaining 90%');
else
optional_header=sprintf([label_format_leftbound,header_string_format,header_string_format,header_string_format,header_string_format],'','','best filtered','','remaining');
end
dyntable(options_,title_string,headers,vvarvecm,data_mat, 0, val_width, val_precis,optional_header);
if options_.TeX
if options_.opt_gsa.ppost==0 && options_.opt_gsa.pprior,
optional_header={[' & \multicolumn{2}{c}{best ',num2str(pfilt*100),' filtered} & \multicolumn{2}{c}{remaining 90\%}\\']};
else
optional_header={[' & \multicolumn{2}{c}{best filtered} & \multicolumn{2}{c}{remaining}\\']};
end
dyn_latex_table(M_,options_,title_string,'R2_ranges_after_filtering',headers_tex,vvarvecm_tex,data_mat,0,val_width,val_precis,optional_header);
end
%%%% R2 table
SP=zeros(npar+nshock,size(vvarvecm,1));