Create LaTeX output for Smirnov tests
parent
9b82c72e4f
commit
f5c08fc0e8
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@ -9,7 +9,7 @@ function collect_LaTeX_Files(M_)
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% - The packages loaded enable pdflatex to run
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% - The packages loaded enable pdflatex to run
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% - The _dynamic and _static TeX-model files are not included as they are standalone TeX-files
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% - The _dynamic and _static TeX-model files are not included as they are standalone TeX-files
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% Copyright (C) 2015-2016 Dynare Team
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% Copyright (C) 2015-16 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -79,6 +79,16 @@ for ii=1:length(TeX_Files)
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end
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end
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end
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end
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%% Identification/Output directory
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TeX_Files=dir([M_.dname filesep 'identification' filesep 'Output' filesep M_.fname '*.TeX']);
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for ii=1:length(TeX_Files)
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[pathstr,f_name,ext] = fileparts(TeX_Files(ii).name);
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if ~strcmp(TeX_Files(ii).name,f_name_binder)
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fprintf(fid,'%s \n',['\include{', M_.dname '/identification/Output' '/',f_name,'}']);
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end
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end
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%% GSA directory
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%% GSA directory
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TeX_Files=dir([M_.dname filesep 'gsa' filesep M_.fname '*.tex']);
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TeX_Files=dir([M_.dname filesep 'gsa' filesep M_.fname '*.tex']);
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for ii=1:length(TeX_Files)
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for ii=1:length(TeX_Files)
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@ -368,6 +368,7 @@ if iload <=0,
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return
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return
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else
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else
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parameters = 'Random_prior_params';
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parameters = 'Random_prior_params';
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parameters_TeX = 'Random prior parameter draw';
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end
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end
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end
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end
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idehess_point.params=params;
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idehess_point.params=params;
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@ -381,7 +382,7 @@ if iload <=0,
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save([IdentifDirectoryName '/' M_.fname '_' parameters '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident')
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save([IdentifDirectoryName '/' M_.fname '_' parameters '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident')
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disp_identification(params, idemodel_point, idemoments_point, name, advanced);
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disp_identification(params, idemodel_point, idemoments_point, name, advanced);
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if ~options_.nograph,
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if ~options_.nograph,
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plot_identification(params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName,parameters_TeX);
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plot_identification(params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName,parameters_TeX,name_tex);
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end
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end
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if SampleSize > 1,
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if SampleSize > 1,
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@ -556,7 +557,7 @@ if iload,
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disp(['Testing ',parameters])
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disp(['Testing ',parameters])
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disp_identification(idehess_point.params, idemodel_point, idemoments_point, name,advanced);
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disp_identification(idehess_point.params, idemodel_point, idemoments_point, name,advanced);
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if ~options_.nograph,
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if ~options_.nograph,
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plot_identification(idehess_point.params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName);
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plot_identification(idehess_point.params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName,[],name_tex);
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end
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end
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end
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end
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if SampleSize > 1,
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if SampleSize > 1,
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@ -564,7 +565,7 @@ if SampleSize > 1,
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disp('Testing MC sample')
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disp('Testing MC sample')
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disp_identification(pdraws, idemodel, idemoments, name);
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disp_identification(pdraws, idemodel, idemoments, name);
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if ~options_.nograph,
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if ~options_.nograph,
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plot_identification(pdraws,idemoments,idehess_point,idemodel,idelre,advanced,'MC sample ',name, IdentifDirectoryName);
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plot_identification(pdraws,idemoments,idehess_point,idemodel,idelre,advanced,'MC sample ',name, IdentifDirectoryName,[],name_tex);
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end
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end
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if advanced,
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if advanced,
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jcrit=find(idemoments.ino);
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jcrit=find(idemoments.ino);
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@ -583,7 +584,7 @@ if SampleSize > 1,
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disp_identification(pdraws(jmax,:), idemodel_max, idemoments_max, name,1);
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disp_identification(pdraws(jmax,:), idemodel_max, idemoments_max, name,1);
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close all,
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close all,
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if ~options_.nograph,
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if ~options_.nograph,
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plot_identification(pdraws(jmax,:),idemoments_max,idehess_max,idemodel_max,idelre_max,1,tittxt,name,IdentifDirectoryName,tittxt);
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plot_identification(pdraws(jmax,:),idemoments_max,idehess_max,idemodel_max,idelre_max,1,tittxt,name,IdentifDirectoryName,tittxt,name_tex);
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end
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end
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[dum,jmin]=min(idemoments.cond);
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[dum,jmin]=min(idemoments.cond);
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fprintf('\n')
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fprintf('\n')
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@ -598,7 +599,7 @@ if SampleSize > 1,
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disp_identification(pdraws(jmin,:), idemodel_min, idemoments_min, name,1);
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disp_identification(pdraws(jmin,:), idemodel_min, idemoments_min, name,1);
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close all,
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close all,
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if ~options_.nograph,
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if ~options_.nograph,
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plot_identification(pdraws(jmin,:),idemoments_min,idehess_min,idemodel_min,idelre_min,1,tittxt,name,IdentifDirectoryName,tittxt);
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plot_identification(pdraws(jmin,:),idemoments_min,idehess_min,idemodel_min,idelre_min,1,tittxt,name,IdentifDirectoryName,tittxt,name_tex);
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end
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end
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else
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else
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for j=1:length(jcrit),
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for j=1:length(jcrit),
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@ -612,7 +613,7 @@ if SampleSize > 1,
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disp_identification(pdraws(jcrit(j),:), idemodel_(j), idemoments_(j), name,1);
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disp_identification(pdraws(jcrit(j),:), idemodel_(j), idemoments_(j), name,1);
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close all,
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close all,
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if ~options_.nograph,
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if ~options_.nograph,
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plot_identification(pdraws(jcrit(j),:),idemoments_(j),idehess_(j),idemodel_(j),idelre_(j),1,tittxt,name,IdentifDirectoryName,tittxt);
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plot_identification(pdraws(jcrit(j),:),idemoments_(j),idehess_(j),idemodel_(j),idelre_(j),1,tittxt,name,IdentifDirectoryName,tittxt,name_tex);
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end
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end
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end
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end
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if ~iload,
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if ~iload,
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@ -6,6 +6,7 @@ function indmcf = mcf_analysis(lpmat, ibeha, inobeha, options_mcf, DynareOptions
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%
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%
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% Copyright (C) 2014 European Commission
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% Copyright (C) 2014 European Commission
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% Copyright (C) 2016 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -26,6 +27,7 @@ pvalue_ks = options_mcf.pvalue_ks;
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pvalue_corr = options_mcf.pvalue_corr;
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pvalue_corr = options_mcf.pvalue_corr;
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alpha2 = options_mcf.alpha2;
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alpha2 = options_mcf.alpha2;
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param_names = options_mcf.param_names;
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param_names = options_mcf.param_names;
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param_names_tex = options_mcf.param_names_tex;
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amcf_name = options_mcf.amcf_name;
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amcf_name = options_mcf.amcf_name;
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amcf_title = options_mcf.amcf_title;
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amcf_title = options_mcf.amcf_title;
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beha_title = options_mcf.beha_title;
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beha_title = options_mcf.beha_title;
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@ -44,12 +46,21 @@ indmcf=find(proba<pvalue_ks);
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[tmp,jtmp] = sort(proba(indmcf),2,'ascend');
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[tmp,jtmp] = sort(proba(indmcf),2,'ascend');
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indmcf = indmcf(jtmp);
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indmcf = indmcf(jtmp);
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if ~isempty(indmcf)
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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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skipline()
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headers=char('Parameter','d-stat','p-value');
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labels=char(param_names(indmcf,:));
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data_mat=[dproba(indmcf)' proba(indmcf)'];
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options_temp.noprint=0;
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dyntable(options_temp,['Smirnov statistics in driving ', title],headers,labels,data_mat,size(labels,2)+2,16,3);
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if DynareOptions.TeX
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labels_TeX=param_names_tex(indmcf,:);
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M_temp.dname=OutputDirectoryName ;
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M_temp.fname=fname_;
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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);
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end
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end
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end
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if length(ibeha)>10 && length(inobeha)>10,
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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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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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indcorr2 = stab_map_2(lpmat(inobeha,:),alpha2, pvalue_corr, nobeha_title);
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@ -1,4 +1,4 @@
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function plot_identification(params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName,tit_TeX)
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function plot_identification(params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName,tit_TeX,name_tex)
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% function plot_identification(params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName)
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% function plot_identification(params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName)
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%
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%
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% INPUTS
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% INPUTS
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@ -12,7 +12,7 @@ function plot_identification(params,idemoments,idehess,idemodel, idelre, advance
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% o name [char] list of names
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% o name [char] list of names
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% o IdentifDirectoryName [char] directory name
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% o IdentifDirectoryName [char] directory name
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% o tittxt [char] TeX-name of the results to plot
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% o tittxt [char] TeX-name of the results to plot
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%
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% o name_tex [char] TeX-names of the parameters
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% OUTPUTS
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% OUTPUTS
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% None
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% None
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%
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%
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@ -38,6 +38,13 @@ function plot_identification(params,idemoments,idehess,idemodel, idelre, advance
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global M_ options_
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global M_ options_
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if nargin <10 || isempty(tit_TeX)
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tit_TeX=tittxt;
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end
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if nargin <11
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name_TeX=name;
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end
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[SampleSize, nparam]=size(params);
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[SampleSize, nparam]=size(params);
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siJnorm = idemoments.siJnorm;
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siJnorm = idemoments.siJnorm;
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@ -358,6 +365,7 @@ else
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options_mcf.pvalue_corr = 0.001;
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options_mcf.pvalue_corr = 0.001;
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options_mcf.alpha2 = 0;
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options_mcf.alpha2 = 0;
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options_mcf.param_names = name;
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options_mcf.param_names = name;
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options_mcf.param_names_tex = name_tex;
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options_mcf.fname_ = M_.fname;
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options_mcf.fname_ = M_.fname;
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options_mcf.OutputDirectoryName = IdentifDirectoryName;
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options_mcf.OutputDirectoryName = IdentifDirectoryName;
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options_mcf.beha_title = 'LOW condition nbr';
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options_mcf.beha_title = 'LOW condition nbr';
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