Merge remote-tracking branch 'ratto/master'
commit
d91c4ac1a9
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@ -58,6 +58,7 @@ 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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options_ident = set_default_option(options_ident,'normalize_jacobians',1);
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options_ident = set_default_option(options_ident,'lik_init',1);
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if options_ident.gsa_sample_file,
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GSAFolder = checkpath('GSA');
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@ -56,6 +56,7 @@ advanced = options_ident.advanced;
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replic = options_ident.replic;
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periods = options_ident.periods;
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max_dim_cova_group = options_ident.max_dim_cova_group;
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normalize_jacobians = options_ident.normalize_jacobians;
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[I,J]=find(M_.lead_lag_incidence');
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ide_hess = struct();
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@ -230,9 +231,18 @@ if info(1)==0,
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ide_lre.siLREnorm=siLREnorm;
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ide_hess.flag_score=flag_score;
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end,
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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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if normalize_jacobians,
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normH = max(abs(siH)')';
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normH = normH(:,ones(nparam,1));
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normJ = max(abs(siJ)')';
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normJ = normJ(:,ones(nparam,1));
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normLRE = max(abs(siLRE)')';
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normLRE = normLRE(:,ones(size(gp,2),1));
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else
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normH = 1;
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normJ = 1;
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normLRE = 1;
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end
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ide_moments.indJJ=indJJ;
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ide_model.indH=indH;
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ide_lre.indLRE=indLRE;
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@ -251,12 +261,13 @@ if info(1)==0,
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% ide_checks.idemodel_ino, ide_checks.idemoments_ino] = ...
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% identification_checks(H(indH,:)./normH(:,ones(nparam,1)),JJ(indJJ,:)./normJ(:,ones(nparam,1)), gp(indLRE,:)./normLRE(:,ones(size(gp,2),1)));
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[ide_moments.cond, ide_moments.ind0, ide_moments.indno, ide_moments.ino, ide_moments.Mco, ide_moments.Pco, ide_moments.jweak, ide_moments.jweak_pair] = ...
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identification_checks(JJ(indJJ,:)./normJ(:,ones(nparam,1)), 0);
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identification_checks(JJ(indJJ,:)./normJ, 0);
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[ide_model.cond, ide_model.ind0, ide_model.indno, ide_model.ino, ide_model.Mco, ide_model.Pco, ide_model.jweak, ide_model.jweak_pair] = ...
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identification_checks(H(indH,:)./normH(:,ones(nparam,1)), 0);
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identification_checks(H(indH,:)./normH, 0);
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[ide_lre.cond, ide_lre.ind0, ide_lre.indno, ide_lre.ino, ide_lre.Mco, ide_lre.Pco, ide_lre.jweak, ide_lre.jweak_pair] = ...
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identification_checks(gp(indLRE,:)./normLRE(:,ones(size(gp,2),1)), 0);
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[U, S, V]=svd(JJ(indJJ,:)./normJ(:,ones(nparam,1)),0);
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identification_checks(gp(indLRE,:)./normLRE, 0);
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normJ=1;
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[U, S, V]=svd(JJ(indJJ,:)./normJ,0);
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S=diag(S);
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if nparam>8
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ide_moments.S = S([1:4, end-3:end]);
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@ -268,6 +279,6 @@ if info(1)==0,
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indok = find(max(ide_moments.indno,[],1)==0);
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if advanced,
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[ide_moments.pars, ide_moments.cosnJ] = ident_bruteforce(JJ(indJJ,:)./normJ(:,ones(nparam,1)),max_dim_cova_group,options_.TeX,name_tex);
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[ide_moments.pars, ide_moments.cosnJ] = ident_bruteforce(JJ(indJJ,:)./normJ,max_dim_cova_group,options_.TeX,name_tex);
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end
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end
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@ -49,11 +49,11 @@ ind1 = find(vnorm(JJ)>=eps); % take non-zero columns
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JJ1 = JJ(:,ind1);
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[eu,ee2,ee1] = svd( JJ1, 0 );
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condJ= cond(JJ1);
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rankJ = rank(JJ);
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rankJ = rank(JJ./norm(JJ),1.e-10);
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rankJJ = rankJ;
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if hess_flag==0,
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rankJJ = rank(JJ'*JJ);
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end
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% if hess_flag==0,
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% rankJJ = rank(JJ'*JJ);
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% end
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ind0 = zeros(1,npar);
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ind0(ind1) = 1;
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@ -56,7 +56,6 @@ tittxt1=regexprep(tittxt, ' ', '_');
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tittxt1=strrep(tittxt1, '.', '');
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if SampleSize == 1,
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siJ = idemoments.siJ;
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normJ = max(abs(siJ)')';
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figure('Name',[tittxt, ' - Identification using info from observables']),
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subplot(211)
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mmm = (idehess.ide_strength_J);
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@ -171,6 +170,7 @@ if SampleSize == 1,
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disp('')
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if idehess.flag_score,
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[U,S,V]=svd(idehess.AHess,0);
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S=diag(S);
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if nparam<5,
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f1 = figure('name',[tittxt,' - Identification patterns (Information matrix)']);
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else
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@ -178,7 +178,8 @@ if SampleSize == 1,
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f2 = figure('name',[tittxt,' - Identification patterns (Information matrix): HIGHEST SV']);
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end
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else
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[U,S,V]=svd(siJ./normJ(:,ones(nparam,1)),0);
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S = idemoments.S;
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V = idemoments.V;
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if nparam<5,
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f1 = figure('name',[tittxt,' - Identification patterns (moments)']);
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else
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@ -197,10 +198,10 @@ if SampleSize == 1,
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subplot(4,1,jj),
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if j<5
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bar(abs(V(:,end-j+1))),
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Stit = S(end-j+1,end-j+1);
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Stit = S(end-j+1);
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else
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bar(abs(V(:,jj))),
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Stit = S(jj,jj);
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Stit = S(jj);
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end
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set(gca,'xticklabel','')
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if j==4 || j==nparam || j==8,
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