function redform_screen(dirname) %function redform_map(dirname) % inputs (from opt_gsa structure % anamendo = options_gsa_.namendo; % anamlagendo = options_gsa_.namlagendo; % anamexo = options_gsa_.namexo; % iload = options_gsa_.load_redform; % % Part of the Sensitivity Analysis Toolbox for DYNARE % % Written by Marco Ratto, 2006 % Joint Research Centre, The European Commission, % (http://eemc.jrc.ec.europa.eu/), % marco.ratto@jrc.it % % Disclaimer: This software is not subject to copyright protection and is in the public domain. % It is an experimental system. The Joint Research Centre of European Commission % assumes no responsibility whatsoever for its use by other parties % and makes no guarantees, expressed or implied, about its quality, reliability, or any other % characteristic. We would appreciate acknowledgement if the software is used. % Reference: % M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006. % global M_ oo_ estim_params_ options_ bayestopt_ options_gsa_ = options_.opt_gsa; anamendo = options_gsa_.namendo; anamlagendo = options_gsa_.namlagendo; anamexo = options_gsa_.namexo; iload = options_gsa_.load_redform; nliv = options_gsa_.morris_nliv; pnames = M_.param_names(estim_params_.param_vals(:,1),:); if nargin==0, dirname=''; end load([dirname,'\',M_.fname,'_prior'],'lpmat','istable','T'); nspred=oo_.dr.nspred; [kn, np]=size(lpmat); offset = length(bayestopt_.pshape)-np; pshape = bayestopt_.pshape(offset+1:end); pd = [bayestopt_.p1(offset+1:end) bayestopt_.p2(offset+1:end) bayestopt_.p3(offset+1:end) bayestopt_.p4(offset+1:end)]; nsok = length(find(M_.lead_lag_incidence(M_.maximum_lag,:))); js=0; for j=1:size(anamendo,1), namendo=deblank(anamendo(j,:)); iendo=strmatch(namendo,M_.endo_names(oo_.dr.order_var,:),'exact'); iplo=0; ifig=0; for jx=1:size(anamexo,1) namexo=deblank(anamexo(jx,:)); iexo=strmatch(namexo,M_.exo_names,'exact'); if ~isempty(iexo), y0=teff(T(iendo,iexo+nspred,:),kn,istable); if ~isempty(y0), if mod(iplo,9)==0, ifig=ifig+1; figure('name',[namendo,' vs. shocks ',int2str(ifig)]), iplo=0; end iplo=iplo+1; js=js+1; subplot(3,3,iplo), [SAmeas, SAMorris] = Morris_Measure_Groups(estim_params_.np, lpmat, y0,nliv); SAM = squeeze(SAMorris(:,1)); SA(:,js)=SAM./(max(SAM)+eps); [saso, iso] = sort(-SA(:,js)); bar(SA(iso(1:10),js)) %set(gca,'xticklabel',pnames(iso(1:10),:),'fontsize',8) set(gca,'xticklabel',' ','fontsize',10) set(gca,'xlim',[0.5 10.5]) for ip=1:10, text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none') end title([namendo,' vs. ',namexo],'interpreter','none') if iplo==9, saveas(gcf,[dirname,'\',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)]) eval(['print -depsc2 ' dirname,'\',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)]); eval(['print -dpdf ' dirname,'\',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)]); close(gcf) end end end end if iplo<9 & iplo>0 & ifig, saveas(gcf,[dirname,'\',M_.fname,'_', namendo,'_vs_shocks_',num2str(ifig)]) eval(['print -depsc2 ' dirname,'\',M_.fname,'_', namendo,'_vs_shocks_',num2str(ifig)]); eval(['print -dpdf ' dirname,'\',M_.fname,'_', namendo,'_vs_shocks_',num2str(ifig)]); close(gcf) end iplo=0; ifig=0; for je=1:size(anamlagendo,1) namlagendo=deblank(anamlagendo(je,:)); ilagendo=strmatch(namlagendo,M_.endo_names(oo_.dr.order_var(oo_.dr.nstatic+1:oo_.dr.nstatic+nsok),:),'exact'); if ~isempty(ilagendo), y0=teff(T(iendo,ilagendo,:),kn,istable); if ~isempty(y0), if mod(iplo,9)==0, ifig=ifig+1; figure('name',[namendo,' vs. lagged endogenous ',int2str(ifig)]), iplo=0; end iplo=iplo+1; js=js+1; subplot(3,3,iplo), [SAmeas, SAMorris] = Morris_Measure_Groups(estim_params_.np, lpmat, y0,nliv); SAM = squeeze(SAMorris(:,1)); SA(:,js)=SAM./(max(SAM)+eps); [saso, iso] = sort(-SA(:,js)); bar(SA(iso(1:10),js)) %set(gca,'xticklabel',pnames(iso(1:10),:),'fontsize',8) set(gca,'xticklabel',' ','fontsize',10) set(gca,'xlim',[0.5 10.5]) for ip=1:10, text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none') end title([namendo,' vs. ',namlagendo,'(-1)'],'interpreter','none') if iplo==9, saveas(gcf,[dirname,'\',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)]) eval(['print -depsc2 ' dirname,'\',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)]); eval(['print -dpdf ' dirname,'\',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)]); close(gcf) end end end end if iplo<9 & iplo>0 & ifig, saveas(gcf,[dirname,'\',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)]) eval(['print -depsc2 ' dirname,'\',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)]); eval(['print -dpdf ' dirname,'\',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)]); close(gcf) end end figure, %bar(SA) boxplot(SA','whis',10,'symbol','r.') set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np]) set(gca,'xlim',[0.5 np+0.5]) set(gca,'ylim',[0 1]) set(gca,'position',[0.13 0.2 0.775 0.7]) for ip=1:np, text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none') end xlabel(' ') ylabel('Elementary Effects') title('Reduced form screening') saveas(gcf,[dirname,'\',M_.fname,'_redform_screen']) eval(['print -depsc2 ' dirname,'\',M_.fname,'_redform_screen']); eval(['print -dpdf ' dirname,'\',M_.fname,'_redform_screen']);