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Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare 

Ref. !2262
dprior
Sébastien Villemot 2024-01-12 17:48:54 +01:00
parent 2d90ef9890 6bb973a0fa
commit e1833c475d
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GPG Key ID: 2CECE9350ECEBE4A
3 changed files with 4 additions and 85 deletions
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76
matlab/+gsa/map_identification.m
View File

@ -272,80 +272,8 @@ elseif opt_gsa.morris==3
return
elseif opt_gsa.morris==2 % ISKREV stuff
return
else % main effects analysis
if itrans==0
fsuffix = '';
elseif itrans==1
fsuffix = '_log';
else
fsuffix = '_rank';
end
imap=1:npT;
if isempty(lpmat0)
x0=lpmat(istable,:);
else
x0=[lpmat0(istable,:), lpmat(istable,:)];
end
nrun=length(istable);
nest=min(250,nrun);
if opt_gsa.load_ident_files==0
try
EET=load([OutputDirectoryName,'/SCREEN/',fname_,'_morris_IDE'],'SAcc','ir_cc','ic_cc');
catch
EET=[];
end
ccac = gsa.standardize_columns([mss cc ac]);
[pcc, dd] = eig(cov(ccac(istable,:)));
[latent, isort] = sort(-diag(dd));
latent = -latent;
figure, bar(latent)
title('Eigenvalues in PCA')
pcc=pcc(:,isort);
ccac = ccac*pcc;
npca = max(find(cumsum(latent)./length(latent)<0.99))+1;
siPCA = (EET.SAcc'*abs(pcc'))';
siPCA = siPCA./(max(siPCA,[],2)*ones(1,npT));
SAcc=zeros(size(ccac,2),npT);
gsa_=NaN(npca);
for j=1:npca %size(ccac,2),
if itrans==0
y0 = ccac(istable,j);
elseif itrans==1
y0 = gsa.log_transform(ccac(istable,j));
else
y0 = trank(ccac(istable,j));
end
if ~isempty(EET)
imap=find(siPCA(j,:) >= (0.1.*max(siPCA(j,:))) );
end
gsa_(j) = gsa_sdp(y0(1:nest), x0(1:nest,imap), ...
2, [],[],[],0,[OutputDirectoryName,'/map_cc',fsuffix,int2str(j)], pnames);
SAcc(j,imap)=gsa_(j).si;
imap_cc{j}=imap;
end
save([OutputDirectoryName,'/map_cc',fsuffix,'.mat'],'gsa_')
save([OutputDirectoryName,'/',fname_,'_main_eff.mat'],'imap_cc','SAcc','ccac','-append')
else
load([OutputDirectoryName,'/',fname_,'_main_eff'],'SAcc')
end
hh_fig=dyn_figure(options_.nodisplay,'Name',['Identifiability indices in the ',fsuffix,' moments.']);
bar(sum(SAcc))
set(gca,'xticklabel',' ','fontsize',10,'xtick',1:npT)
set(gca,'xlim',[0.5 npT+0.5])
ydum = get(gca,'ylim');
set(gca,'ylim',[0 ydum(2)])
set(gca,'position',[0.13 0.2 0.775 0.7])
for ip=1:npT
text(ip,-0.02*(ydum(2)),bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
xlabel(' ')
title(['Identifiability indices in the ',fsuffix,' moments.'],'interpreter','none')
dyn_saveas(hh_fig,[OutputDirectoryName,'/',fname_,'_ident_ALL',fsuffix],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[OutputDirectoryName,'/',fname_,'_ident_ALL',fsuffix],1,['Identifiability indices in the ',fsuffix,' moments.'],['ident_ALL',fsuffix]',1)
else
error('gsa/map_identification: unsupported option morris=%u',opt_gsa.morris)
end
function []=create_TeX_loader(options_,figpath,ifig_number,caption,label_name,scale_factor)

2
matlab/+identification/run.m
View File

@ -736,7 +736,7 @@ if iload <=0
end
run_index = 0; % reset index
end
if SampleSize > 1
if SampleSize > 1 && mod(iteration,3)
dyn_waitbar(iteration/SampleSize, h, ['MC identification checks ', int2str(iteration), '/', int2str(SampleSize)]);
end
end

11
matlab/+identification/simulated_moment_uncertainty.m
View File

@ -12,7 +12,7 @@ function [cmm, mm] = simulated_moment_uncertainty(indx, periods, replic,options_
% - cmm: [n_moments by n_moments] covariance matrix of simulated moments
% - mm: [n_moments by replic] matrix of moments
% Copyright © 2009-2018 Dynare Team
% Copyright © 2009-2024 Dynare Team
%
% This file is part of Dynare.
%
@ -60,15 +60,10 @@ end
oo_.dr=set_state_space(oo_.dr,M_);
if options_.logged_steady_state %if steady state was previously logged, undo this
oo_.dr.ys=exp(oo_.dr.ys);
oo_.steady_state=exp(oo_.steady_state);
options_.logged_steady_state=0;
logged_steady_state_indicator=1;
evalin('base','options_.logged_steady_state=0;')
else
logged_steady_state_indicator=0;
end
[oo_.dr,info,M_.params] = compute_decision_rules(M_,options_,oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
@ -92,7 +87,6 @@ else
end
end
for j=1:replic
[ys, oo_.exo_simul] = simult(y0,oo_.dr,M_,options_);%do simulation
oo_=disp_moments(ys, options_.varobs,M_,options_,oo_); %get moments
@ -106,8 +100,5 @@ for j=1:replic
end
dyn_waitbar_close(h);
if logged_steady_state_indicator
evalin('base','options_.logged_steady_state=1;') %reset base workspace option to conform to base oo_
end
cmm = cov(mm');
disp('Simulated moment uncertainty ... done!')