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Bug fixes, reduced the number of graphs and improved info on graphical output for screening identification and MC theoretical moments in GSA.

time-shift
Marco Ratto 2013-12-10 17:10:04 +01:00
parent f8ec220711
commit db9b61df78
3 changed files with 46 additions and 41 deletions
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68
matlab/gsa/map_ident_.m
View File

@ -209,7 +209,7 @@ if opt_gsa.morris==1,
load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAvdec','vdec','ir_vdec','ic_vdec')
end
hh = dyn_figure(options_);
hh = dyn_figure(options_,'name','Screening identification: variance decomposition');
% boxplot(SAvdec,'whis',10,'symbol','r.')
myboxplot(SAvdec,[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
@ -221,7 +221,7 @@ if opt_gsa.morris==1,
text(ip,-2,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
xlabel(' ')
title('All variance decomposition')
title('Elementary effects variance decomposition')
dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_vdec'],options_);
else
save([OutputDirectoryName,'/',fname_,'_morris_IDE'],'vdec')
@ -314,7 +314,7 @@ if opt_gsa.morris==1,
load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'ac','ir_ac','ic_ac')
end
hh=dyn_figure(options_);
hh=dyn_figure(options_,'name','Screening identification: theoretical moments');
% boxplot(SAcc,'whis',10,'symbol','r.')
myboxplot(SAcc,[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
@ -326,7 +326,7 @@ if opt_gsa.morris==1,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
xlabel(' ')
title('EET All moments')
title('Elementary effects in the moments')
dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_moments'],options_);
% close(gcf),
@ -709,7 +709,7 @@ if opt_gsa.morris==1,
else
load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAnorm','SAmunorm','SAsignorm')
end
hh=dyn_figure(options_); %bar(SAnorm(:,irel))
hh=dyn_figure(options_,'name','Screening identification: model'); %bar(SAnorm(:,irel))
% boxplot(SAnorm','whis',10,'symbol','r.')
myboxplot(SAnorm',[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
@ -725,35 +725,35 @@ if opt_gsa.morris==1,
title('Elementary effects in the model')
dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_par'],options_);
hh=dyn_figure(options_); %bar(SAmunorm(:,irel))
% boxplot(SAmunorm','whis',10,'symbol','r.')
myboxplot(SAmunorm',[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
set(gca,'xlim',[0.5 npT+0.5])
set(gca,'ylim',[-1 1])
set(gca,'position',[0.13 0.2 0.775 0.7])
xlabel(' ')
for ip=1:npT,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
xlabel(' ')
title('\mu in the model')
dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrismu_par'],options_);
hh=dyn_figure(options_); %bar(SAsignorm(:,irel))
% boxplot(SAsignorm','whis',10,'symbol','r.')
myboxplot(SAsignorm',[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
set(gca,'xlim',[0.5 npT+0.5])
set(gca,'ylim',[0 1])
set(gca,'position',[0.13 0.2 0.775 0.7])
xlabel(' ')
for ip=1:npT,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
xlabel(' ')
title('\sigma in the model')
dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrissig_par'],options_);
% hh=dyn_figure(options_); %bar(SAmunorm(:,irel))
% % boxplot(SAmunorm','whis',10,'symbol','r.')
% myboxplot(SAmunorm',[],'.',[],10)
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
% set(gca,'xlim',[0.5 npT+0.5])
% set(gca,'ylim',[-1 1])
% set(gca,'position',[0.13 0.2 0.775 0.7])
% xlabel(' ')
% for ip=1:npT,
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
% end
% xlabel(' ')
% title('\mu in the model')
% dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrismu_par'],options_);
%
% hh=dyn_figure(options_); %bar(SAsignorm(:,irel))
% % boxplot(SAsignorm','whis',10,'symbol','r.')
% myboxplot(SAsignorm',[],'.',[],10)
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
% set(gca,'xlim',[0.5 npT+0.5])
% set(gca,'ylim',[0 1])
% set(gca,'position',[0.13 0.2 0.775 0.7])
% xlabel(' ')
% for ip=1:npT,
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
% end
% xlabel(' ')
% title('\sigma in the model')
% dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrissig_par'],options_);
% figure, bar(SAnorm(:,irel)')
% set(gca,'xtick',[1:j0])

12
matlab/gsa/mc_moments.m
View File

@ -17,19 +17,23 @@ function [vdec, cc, ac] = mc_moments(mm, ss, dr)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_ M_
global options_ M_ estim_params_ oo_
[nr1, nc1, nsam] = size(mm);
nobs=size(options_.varobs,1);
disp('Computing theoretical moments ...')
h = dyn_waitbar(0,'Theoretical moments ...');
vdec = zeros(nobs,M_.exo_nbr,nsam);
cc = zeros(size(options_.varobs,1),size(options_.varobs,1),nsam);
ac = zeros(size(options_.varobs,1),size(options_.varobs,1)*options_.ar,nsam);
for j=1:nsam,
dr.ghx = mm(:, [1:(nc1-M_.exo_nbr)],j);
dr.ghu = mm(:, [(nc1-M_.exo_nbr+1):end], j);
oo_.dr.ghx = mm(:, [1:(nc1-M_.exo_nbr)],j);
oo_.dr.ghu = mm(:, [(nc1-M_.exo_nbr+1):end], j);
if ~isempty(ss),
set_shocks_param(ss(j,:));
end
[vdec(:,:,j), corr, autocorr, z, zz] = th_moments(dr,options_.varobs);
[vdec(:,:,j), corr, autocorr, z, zz] = th_moments(oo_.dr,options_.varobs);
cc(:,:,j)=triu(corr);
dum=[];
for i=1:options_.ar

7
matlab/gsa/th_moments.m
View File

@ -35,11 +35,12 @@ function [vdec, corr, autocorr, z, zz] = th_moments(dr,var_list)
end
end
[gamma_y,ivar] = th_autocovariances(dr,ivar,M_, options_);
m = dr.ys(ivar);
[gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_, options_);
m = dr.ys(ivar(stationary_vars));
i1 = find(abs(diag(gamma_y{1})) > 1e-12);
% i1 = find(abs(diag(gamma_y{1})) > 1e-12);
i1 = [1:length(ivar)];
s2 = diag(gamma_y{1});
sd = sqrt(s2);