Added new Monte Carlo filtering utility, factorizing all Smirnov and correlation tests and plots.
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function mcf_analysis(lpmat, ibeha, inobeha, options_mcf, DynareOptions)
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%
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% Written by Marco Ratto
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% Joint Research Centre, The European Commission,
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% marco.ratto@jrc.ec.europa.eu
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%
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% Copyright (C) 2014 European Commission
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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pvalue_ks = options_mcf.pvalue_ks;
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pvalue_corr = options_mcf.pvalue_corr;
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alpha2 = options_mcf.alpha2;
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param_names = options_mcf.param_names;
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amcf_name = options_mcf.amcf_name;
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amcf_title = options_mcf.amcf_title;
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beha_title = options_mcf.beha_title;
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nobeha_title = options_mcf.nobeha_title;
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title = options_mcf.title;
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fname_ = options_mcf.fname_;
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OutputDirectoryName = options_mcf.OutputDirectoryName;
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[proba, dproba] = stab_map_1(lpmat, ibeha, inobeha, [],0);
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% indindet=find(dproba>ksstat);
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indmcf=find(proba<pvalue_ks);
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[tmp,jtmp] = sort(proba(indmcf),2,'ascend');
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indmcf = indmcf(jtmp);
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if ~isempty(indmcf)
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disp(['Smirnov statistics in driving ', title])
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for j=1:length(indmcf),
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disp([param_names(indmcf(j),:),' d-stat = ', num2str(dproba(indmcf(j)),'%1.3f'),' p-value = ', num2str(proba(indmcf(j)),'%1.3f')])
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end
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skipline()
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end
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if length(ibeha)>10 && length(inobeha)>10,
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indcorr1 = stab_map_2(lpmat(ibeha,:),alpha2, pvalue_corr, beha_title);
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indcorr2 = stab_map_2(lpmat(inobeha,:),alpha2, pvalue_corr, nobeha_title);
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indcorr = union(indcorr1(:), indcorr2(:));
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indcorr = indcorr(~ismember(indcorr(:),indmcf));
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indmcf = [indmcf(:); indcorr(:)];
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end
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if ~isempty(indmcf)
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skipline()
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scatter_mcf(lpmat(ibeha,indmcf),lpmat(inobeha,indmcf), param_names(indmcf,:), ...
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'.', [fname_,'_',amcf_name], OutputDirectoryName, amcf_title,[], DynareOptions, ...
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beha_title, nobeha_title)
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end
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