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Create LaTeX output for Smirnov tests

time-shift
Johannes Pfeifer 2016-05-31 11:42:24 +02:00
parent 9b82c72e4f
commit f5c08fc0e8
4 changed files with 43 additions and 13 deletions
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12
matlab/collect_LaTeX_Files.m
View File

@ -9,7 +9,7 @@ function collect_LaTeX_Files(M_)
% - The packages loaded enable pdflatex to run
% - The _dynamic and _static TeX-model files are not included as they are standalone TeX-files
% Copyright (C) 2015-2016 Dynare Team
% Copyright (C) 2015-16 Dynare Team
%
% This file is part of Dynare.
%
@ -79,6 +79,16 @@ for ii=1:length(TeX_Files)
end
end
%% Identification/Output directory
TeX_Files=dir([M_.dname filesep 'identification' filesep 'Output' filesep M_.fname '*.TeX']);
for ii=1:length(TeX_Files)
[pathstr,f_name,ext] = fileparts(TeX_Files(ii).name);
if ~strcmp(TeX_Files(ii).name,f_name_binder)
fprintf(fid,'%s \n',['\include{', M_.dname '/identification/Output' '/',f_name,'}']);
end
end
%% GSA directory
TeX_Files=dir([M_.dname filesep 'gsa' filesep M_.fname '*.tex']);
for ii=1:length(TeX_Files)

13
matlab/dynare_identification.m
View File

@ -368,6 +368,7 @@ if iload <=0,
return
else
parameters = 'Random_prior_params';
parameters_TeX = 'Random prior parameter draw';
end
end
idehess_point.params=params;
@ -381,7 +382,7 @@ if iload <=0,
save([IdentifDirectoryName '/' M_.fname '_' parameters '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident')
disp_identification(params, idemodel_point, idemoments_point, name, advanced);
if ~options_.nograph,
plot_identification(params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName,parameters_TeX);
plot_identification(params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName,parameters_TeX,name_tex);
end
if SampleSize > 1,
@ -556,7 +557,7 @@ if iload,
disp(['Testing ',parameters])
disp_identification(idehess_point.params, idemodel_point, idemoments_point, name,advanced);
if ~options_.nograph,
plot_identification(idehess_point.params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName);
plot_identification(idehess_point.params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName,[],name_tex);
end
end
if SampleSize > 1,
@ -564,7 +565,7 @@ if SampleSize > 1,
disp('Testing MC sample')
disp_identification(pdraws, idemodel, idemoments, name);
if ~options_.nograph,
plot_identification(pdraws,idemoments,idehess_point,idemodel,idelre,advanced,'MC sample ',name, IdentifDirectoryName);
plot_identification(pdraws,idemoments,idehess_point,idemodel,idelre,advanced,'MC sample ',name, IdentifDirectoryName,[],name_tex);
end
if advanced,
jcrit=find(idemoments.ino);
@ -583,7 +584,7 @@ if SampleSize > 1,
disp_identification(pdraws(jmax,:), idemodel_max, idemoments_max, name,1);
close all,
if ~options_.nograph,
plot_identification(pdraws(jmax,:),idemoments_max,idehess_max,idemodel_max,idelre_max,1,tittxt,name,IdentifDirectoryName,tittxt);
plot_identification(pdraws(jmax,:),idemoments_max,idehess_max,idemodel_max,idelre_max,1,tittxt,name,IdentifDirectoryName,tittxt,name_tex);
end
[dum,jmin]=min(idemoments.cond);
fprintf('\n')
@ -598,7 +599,7 @@ if SampleSize > 1,
disp_identification(pdraws(jmin,:), idemodel_min, idemoments_min, name,1);
close all,
if ~options_.nograph,
plot_identification(pdraws(jmin,:),idemoments_min,idehess_min,idemodel_min,idelre_min,1,tittxt,name,IdentifDirectoryName,tittxt);
plot_identification(pdraws(jmin,:),idemoments_min,idehess_min,idemodel_min,idelre_min,1,tittxt,name,IdentifDirectoryName,tittxt,name_tex);
end
else
for j=1:length(jcrit),
@ -612,7 +613,7 @@ if SampleSize > 1,
disp_identification(pdraws(jcrit(j),:), idemodel_(j), idemoments_(j), name,1);
close all,
if ~options_.nograph,
plot_identification(pdraws(jcrit(j),:),idemoments_(j),idehess_(j),idemodel_(j),idelre_(j),1,tittxt,name,IdentifDirectoryName,tittxt);
plot_identification(pdraws(jcrit(j),:),idemoments_(j),idehess_(j),idemodel_(j),idelre_(j),1,tittxt,name,IdentifDirectoryName,tittxt,name_tex);
end
end
if ~iload,

19
matlab/gsa/mcf_analysis.m
View File

@ -6,6 +6,7 @@ function indmcf = mcf_analysis(lpmat, ibeha, inobeha, options_mcf, DynareOptions
%
% Copyright (C) 2014 European Commission
% Copyright (C) 2016 Dynare Team
%
% This file is part of Dynare.
%
@ -26,6 +27,7 @@ pvalue_ks = options_mcf.pvalue_ks;
pvalue_corr = options_mcf.pvalue_corr;
alpha2 = options_mcf.alpha2;
param_names = options_mcf.param_names;
param_names_tex = options_mcf.param_names_tex;
amcf_name = options_mcf.amcf_name;
amcf_title = options_mcf.amcf_title;
beha_title = options_mcf.beha_title;
@ -44,12 +46,21 @@ indmcf=find(proba<pvalue_ks);
[tmp,jtmp] = sort(proba(indmcf),2,'ascend');
indmcf = indmcf(jtmp);
if ~isempty(indmcf)
disp(['Smirnov statistics in driving ', title])
for j=1:length(indmcf),
disp([param_names(indmcf(j),:),' d-stat = ', num2str(dproba(indmcf(j)),'%1.3f'),' p-value = ', num2str(proba(indmcf(j)),'%1.3f')])
end
skipline()
headers=char('Parameter','d-stat','p-value');
labels=char(param_names(indmcf,:));
data_mat=[dproba(indmcf)' proba(indmcf)'];
options_temp.noprint=0;
dyntable(options_temp,['Smirnov statistics in driving ', title],headers,labels,data_mat,size(labels,2)+2,16,3);
if DynareOptions.TeX
labels_TeX=param_names_tex(indmcf,:);
M_temp.dname=OutputDirectoryName ;
M_temp.fname=fname_;
dyn_latex_table(M_temp,options_temp,['Smirnov statistics in driving ', title],amcf_name,headers,labels_TeX,data_mat,size(labels,2)+2,16,6);
end
end
if length(ibeha)>10 && length(inobeha)>10,
indcorr1 = stab_map_2(lpmat(ibeha,:),alpha2, pvalue_corr, beha_title);
indcorr2 = stab_map_2(lpmat(inobeha,:),alpha2, pvalue_corr, nobeha_title);

12
matlab/plot_identification.m
View File

@ -1,4 +1,4 @@
function plot_identification(params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName,tit_TeX)
function plot_identification(params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName,tit_TeX,name_tex)
% function plot_identification(params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName)
%
% INPUTS
@ -12,7 +12,7 @@ function plot_identification(params,idemoments,idehess,idemodel, idelre, advance
% o name [char] list of names
% o IdentifDirectoryName [char] directory name
% o tittxt [char] TeX-name of the results to plot
%
% o name_tex [char] TeX-names of the parameters
% OUTPUTS
% None
%
@ -38,6 +38,13 @@ function plot_identification(params,idemoments,idehess,idemodel, idelre, advance
global M_ options_
if nargin <10 || isempty(tit_TeX)
tit_TeX=tittxt;
end
if nargin <11
name_TeX=name;
end
[SampleSize, nparam]=size(params);
siJnorm = idemoments.siJnorm;
@ -358,6 +365,7 @@ else
options_mcf.pvalue_corr = 0.001;
options_mcf.alpha2 = 0;
options_mcf.param_names = name;
options_mcf.param_names_tex = name_tex;
options_mcf.fname_ = M_.fname;
options_mcf.OutputDirectoryName = IdentifDirectoryName;
options_mcf.beha_title = 'LOW condition nbr';