Further simplification and improved display of critical params affected by collinearity issues.
Marco Ratto
parent
fa4f4b159a
commit
cda26e6fcc
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@ -1,4 +1,4 @@
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function disp_identification(pdraws, idemodel, idemoments, name, advanced)
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function disp_identification(pdraws, idemodel, idemoments, name)
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% Copyright (C) 2008-2011 Dynare Team
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%
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@ -19,69 +19,66 @@ function disp_identification(pdraws, idemodel, idemoments, name, advanced)
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global options_
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if nargin<5 || isempty(advanced),
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advanced=0;
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end
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[SampleSize, npar] = size(pdraws);
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jok = 0;
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jokP = 0;
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jokJ = 0;
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jokPJ = 0;
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% jok = 0;
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% jokP = 0;
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% jokJ = 0;
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% jokPJ = 0;
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for j=1:npar,
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% if any(idemodel.ind(j,:)==0),
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% pno = 100*length(find(idemodel.ind(j,:)==0))/SampleSize;
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% disp(['Parameter ',name{j},' is not identified in the model for ',num2str(pno),'% of MC runs!' ])
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% disp(' ')
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% end
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% if any(idemoments.ind(j,:)==0),
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% pno = 100*length(find(idemoments.ind(j,:)==0))/SampleSize;
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% disp(['Parameter ',name{j},' is not identified by J moments for ',num2str(pno),'% of MC runs!' ])
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% disp(' ')
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% end
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if any(idemodel.ind(j,:)==1),
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iok = find(idemodel.ind(j,:)==1);
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jok = jok+1;
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kok(jok) = j;
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mmin(jok,1) = min(idemodel.Mco(j,iok));
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mmean(jok,1) = mean(idemodel.Mco(j,iok));
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mmax(jok,1) = max(idemodel.Mco(j,iok));
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[ipmax, jpmax] = find(abs(squeeze(idemodel.Pco(j,[1:j-1,j+1:end],iok)))>0.95);
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if ~isempty(ipmax)
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jokP = jokP+1;
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kokP(jokP) = j;
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ipmax(find(ipmax>=j))=ipmax(find(ipmax>=j))+1;
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[N,X]=hist(ipmax,[1:npar]);
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jpM(jokP)={find(N)};
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NPM(jokP)={N(find(N))./SampleSize.*100};
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pmeanM(jokP)={mean(squeeze(idemodel.Pco(j,find(N),iok))')};
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pminM(jokP)={min(squeeze(idemodel.Pco(j,find(N),iok))')};
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pmaxM(jokP)={max(squeeze(idemodel.Pco(j,find(N),iok))')};
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end
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end
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if any(idemoments.ind(j,:)==1),
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iok = find(idemoments.ind(j,:)==1);
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jokJ = jokJ+1;
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kokJ(jokJ) = j;
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mminJ(jokJ,1) = min(idemoments.Mco(j,iok));
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mmeanJ(jokJ,1) = mean(idemoments.Mco(j,iok));
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mmaxJ(jokJ,1) = max(idemoments.Mco(j,iok));
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[ipmax, jpmax] = find(abs(squeeze(idemoments.Pco(j,[1:j-1,j+1:end],iok)))>0.95);
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if ~isempty(ipmax)
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jokPJ = jokPJ+1;
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kokPJ(jokPJ) = j;
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ipmax(find(ipmax>=j))=ipmax(find(ipmax>=j))+1;
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[N,X]=hist(ipmax,[1:npar]);
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jpJ(jokPJ)={find(N)};
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NPJ(jokPJ)={N(find(N))./SampleSize.*100};
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pmeanJ(jokPJ)={mean(squeeze(idemoments.Pco(j,find(N),iok))')};
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pminJ(jokPJ)={min(squeeze(idemoments.Pco(j,find(N),iok))')};
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pmaxJ(jokPJ)={max(squeeze(idemoments.Pco(j,find(N),iok))')};
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end
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end
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end
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% for j=1:npar,
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% % if any(idemodel.ind(j,:)==0),
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% % pno = 100*length(find(idemodel.ind(j,:)==0))/SampleSize;
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% % disp(['Parameter ',name{j},' is not identified in the model for ',num2str(pno),'% of MC runs!' ])
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% % disp(' ')
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% % end
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% % if any(idemoments.ind(j,:)==0),
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% % pno = 100*length(find(idemoments.ind(j,:)==0))/SampleSize;
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% % disp(['Parameter ',name{j},' is not identified by J moments for ',num2str(pno),'% of MC runs!' ])
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% % disp(' ')
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% % end
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% if any(idemodel.ind(j,:)==1),
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% iok = find(idemodel.ind(j,:)==1);
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% jok = jok+1;
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% kok(jok) = j;
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% mmin(jok,1) = min(idemodel.Mco(j,iok));
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% mmean(jok,1) = mean(idemodel.Mco(j,iok));
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% mmax(jok,1) = max(idemodel.Mco(j,iok));
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% [ipmax, jpmax] = find(abs(squeeze(idemodel.Pco(j,[1:j-1,j+1:end],iok)))>0.95);
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% if ~isempty(ipmax)
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% jokP = jokP+1;
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% kokP(jokP) = j;
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% ipmax(find(ipmax>=j))=ipmax(find(ipmax>=j))+1;
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% [N,X]=hist(ipmax,[1:npar]);
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% jpM(jokP)={find(N)};
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% NPM(jokP)={N(find(N))./SampleSize.*100};
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% pmeanM(jokP)={mean(squeeze(idemodel.Pco(j,find(N),iok))')};
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% pminM(jokP)={min(squeeze(idemodel.Pco(j,find(N),iok))')};
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% pmaxM(jokP)={max(squeeze(idemodel.Pco(j,find(N),iok))')};
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% end
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% end
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% if any(idemoments.ind(j,:)==1),
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% iok = find(idemoments.ind(j,:)==1);
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% jokJ = jokJ+1;
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% kokJ(jokJ) = j;
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% mminJ(jokJ,1) = min(idemoments.Mco(j,iok));
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% mmeanJ(jokJ,1) = mean(idemoments.Mco(j,iok));
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% mmaxJ(jokJ,1) = max(idemoments.Mco(j,iok));
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% [ipmax, jpmax] = find(abs(squeeze(idemoments.Pco(j,[1:j-1,j+1:end],iok)))>0.95);
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% if ~isempty(ipmax)
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% jokPJ = jokPJ+1;
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% kokPJ(jokPJ) = j;
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% ipmax(find(ipmax>=j))=ipmax(find(ipmax>=j))+1;
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% [N,X]=hist(ipmax,[1:npar]);
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% jpJ(jokPJ)={find(N)};
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% NPJ(jokPJ)={N(find(N))./SampleSize.*100};
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% pmeanJ(jokPJ)={mean(squeeze(idemoments.Pco(j,find(N),iok))')};
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% pminJ(jokPJ)={min(squeeze(idemoments.Pco(j,find(N),iok))')};
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% pmaxJ(jokPJ)={max(squeeze(idemoments.Pco(j,find(N),iok))')};
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% end
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% end
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% end
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disp([' ']),
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if any(idemodel.ino),
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disp('WARNING !!!')
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@ -90,76 +87,120 @@ if any(idemodel.ino),
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else
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disp(['The rank of H (model) is deficient!' ]),
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end
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end
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for j=1:npar,
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if any(idemodel.ind(j,:)==0),
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pno = 100*length(find(idemodel.ind(j,:)==0))/SampleSize;
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if SampleSize>1
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disp([name{j},' is not identified in the model for ',num2str(pno),'% of MC runs!' ])
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else
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disp([name{j},' is not identified in the model!' ])
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disp(' ')
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for j=1:npar,
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if any(idemodel.ind0(:,j)==0),
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pno = 100*length(find(idemodel.ind0(:,j)==0))/SampleSize;
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if SampleSize>1
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disp([' ',name{j},' is not identified in the model for ',num2str(pno),'% of MC runs!' ])
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else
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disp([' ',name{j},' is not identified in the model!' ])
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end
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disp([' [dJ/d(',name{j},')=0 for all tau elements in the model solution!]' ])
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end
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end
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iweak = length(find(idemodel.Mco(j,:)'>(1-1.e-10)));
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if iweak,
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% disp('WARNING !!!')
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% disp(['Model derivatives of parameter ',name{j},' are multi-collinear (with tol = 1.e-10) for ',num2str(iweak/SampleSize*100),'% of MC runs!' ])
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if SampleSize>1
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disp([name{j},' is collinear w.r.t. all other params ',num2str(iweak/SampleSize*100),'% of MC runs!' ])
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else
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disp([name{j},' is collinear w.r.t. all other params!' ])
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npairs=size(idemodel.jweak_pair,2);
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jmap_pair=dyn_unvech(1:npairs);
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jstore=[];
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disp(' ')
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for j=1:npairs,
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iweak = length(find(idemodel.jweak_pair(:,j)));
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if iweak,
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[jx,jy]=find(jmap_pair==j);
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jstore=[jstore jx(1) jy(1)];
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if SampleSize > 1
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disp([' [',name{jx(1)},',',name{jy(1)},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str(length(iweak)/SampleSize*100),'% of MC runs!' ])
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else
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disp([' [',name{jx(1)},',',name{jy(1)},'] are PAIRWISE collinear (with tol = 1.e-10) !' ])
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end
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end
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if npar>(j+1),
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[ipair, jpair] = find(squeeze(idemodel.Pco(j,j+1:end,:))'>(1-1.e-10));
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else
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[ipair, jpair] = find(squeeze(idemodel.Pco(j,j+1:end,:))>(1-1.e-10));
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end
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if ~isempty(jpair),
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for jx=j+1:npar,
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ixp = find(jx==(jpair+j));
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if ~isempty(ixp)
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if SampleSize > 1,
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disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str(length(ixp)/SampleSize*100),'% of MC runs!' ])
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else
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disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10)!' ])
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end
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end
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end
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disp(' ')
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for j=1:npar,
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iweak = length(find(idemodel.jweak(:,j)));
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if iweak && ~ismember(j,jstore),
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% disp('WARNING !!!')
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% disp(['Model derivatives of parameter ',name{j},' are multi-collinear (with tol = 1.e-10) for ',num2str(iweak/SampleSize*100),'% of MC runs!' ])
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if SampleSize>1
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disp([name{j},' is collinear w.r.t. all other params ',num2str(iweak/SampleSize*100),'% of MC runs!' ])
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else
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disp([name{j},' is collinear w.r.t. all other params!' ])
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end
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end
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end
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% if npar>(j+1),
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% [ipair, jpair] = find(squeeze(idemodel.Pco(j,j+1:end,:))'>(1-1.e-10));
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% else
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% [ipair, jpair] = find(squeeze(idemodel.Pco(j,j+1:end,:))>(1-1.e-10));
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% end
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% if ~isempty(jpair),
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% for jx=j+1:npar,
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% ixp = find(jx==(jpair+j));
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% if ~isempty(ixp)
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% if SampleSize > 1,
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% disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str(length(ixp)/SampleSize*100),'% of MC runs!' ])
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% else
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% disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10)!' ])
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% end
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% end
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% end
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% end
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end
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if ~any(idemodel.ino) && ~any(any(idemodel.ind==0))
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if ~any(idemodel.ino) && ~any(any(idemodel.ind0==0))
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disp(['All parameters are identified in the model (rank of H).' ]),
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disp(' ')
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end
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if any(idemoments.ino),
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disp(' ')
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disp('WARNING !!!')
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if SampleSize > 1,
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disp(['The rank of J (moments) is deficient for ', num2str(length(find(idemoments.ino))/SampleSize*100),'% of MC runs!' ]),
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else
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disp(['The rank of J (moments) is deficient!' ]),
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end
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end
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if any(idemoments.ino),
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% disp('WARNING !!!')
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% disp(['The rank of J (moments) is deficient for ', num2str(length(find(idemoments.ino))/SampleSize*100),'% of MC runs!' ]),
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indno=[];
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for j=1:SampleSize, indno=[indno;idemoments.indno{j}]; end
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freqno = mean(indno)*100;
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ifreq=find(freqno);
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% indno=[];
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% for j=1:SampleSize, indno=[indno;idemoments.indno{j}]; end
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% freqno = mean(indno)*100;
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% ifreq=find(freqno);
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% disp('MOMENT RANK FAILURE DUE TO COLLINEARITY OF PARAMETERS:');
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disp(' ')
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for j=1:npar,
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if any(idemoments.ind(j,:)==0),
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pno = 100*length(find(idemoments.ind(j,:)==0))/SampleSize;
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if any(idemoments.ind0(:,j)==0),
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pno = 100*length(find(idemoments.ind0(:,j)==0))/SampleSize;
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if SampleSize > 1
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disp([name{j},' is not identified by J moments for ',num2str(pno),'% of MC runs!' ])
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disp([' ',name{j},' is not identified by J moments for ',num2str(pno),'% of MC runs!' ])
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else
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disp([name{j},' is not identified by J moments!' ])
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disp([' ',name{j},' is not identified by J moments!' ])
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end
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disp([' [dJ/d(',name{j},')=0 for all J moments!]' ])
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end
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end
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disp(' ')
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npairs=size(idemoments.jweak_pair,2);
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jmap_pair=dyn_unvech(1:npairs);
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jstore=[];
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for j=1:npairs,
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iweak = length(find(idemoments.jweak_pair(:,j)));
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if iweak,
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[jx,jy]=find(jmap_pair==j);
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jstore=[jstore jx(1) jy(1)]';
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if SampleSize > 1
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disp([' [',name{jx(1)},',',name{jy(1)},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str(length(iweak)/SampleSize*100),'% of MC runs!' ])
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else
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disp([' [',name{jx(1)},',',name{jy(1)},'] are PAIRWISE collinear (with tol = 1.e-10) !' ])
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end
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end
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iweak = length(find(idemoments.Mco(j,:)'>(1-1.e-10)));
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if iweak,
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end
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disp(' ')
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for j=1:npar,
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iweak = length(find(idemoments.jweak(:,j)));
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if iweak && ~ismember(j,jstore),
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% disp('WARNING !!!')
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% disp(['Moment derivatives of parameter ',name{j},' are multi-collinear (with tol = 1.e-10) for ',num2str(iweak/SampleSize*100),'% of MC runs!' ])
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if SampleSize > 1,
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@ -167,27 +208,30 @@ if any(idemoments.ino),
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else
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disp([name{j},' is collinear w.r.t. all other params!' ])
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end
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if npar>(j+1),
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[ipair, jpair] = find(squeeze(idemoments.Pco(j,j+1:end,:))'>(1-1.e-10));
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else
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[ipair, jpair] = find(squeeze(idemoments.Pco(j,j+1:end,:))>(1-1.e-10));
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end
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if ~isempty(jpair),
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for jx=j+1:npar,
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ixp = find(jx==(jpair+j));
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if ~isempty(ixp)
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if SampleSize > 1
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disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str(length(ixp)/SampleSize*100),'% of MC runs!' ])
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else
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disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) !' ])
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end
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end
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end
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end
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end
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end
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% if npar>(j+1),
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% [ipair, jpair] = find(squeeze(idemoments.Pco(j,j+1:end,:))'>(1-1.e-10));
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% else
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% [ipair, jpair] = find(squeeze(idemoments.Pco(j,j+1:end,:))>(1-1.e-10));
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% end
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% if ~isempty(jpair),
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% for jx=j+1:npar,
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% ixp = find(jx==(jpair+j));
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% if ~isempty(ixp)
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% if SampleSize > 1
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% disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str(length(ixp)/SampleSize*100),'% of MC runs!' ])
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% else
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% disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) !' ])
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% end
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% end
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% end
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% end
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% end
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% end
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end
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if ~any(idemoments.ino) && ~any(any(idemoments.ind==0))
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if ~any(idemoments.ino) && ~any(any(idemoments.ind0==0))
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disp(' ')
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disp(['All parameters are identified by J moments (rank of J)' ]),
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disp(' ')
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end
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