%function stab_map_2(x,alpha2,istab,fnam) function stab_map_2(x,alpha2,fnam, dirname) % function stab_map_2(x,alpha2,fnam, dirname) % % 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 bayestopt_ estim_params_ dr_ options_ ys_ fname_ global bayestopt_ estim_params_ options_ oo_ M_ npar=size(x,2); ishock= npar>estim_params_.np; if nargin<3, fnam=''; end if nargin<4, dirname=''; end ys_ = oo_.dr.ys; dr_ = oo_.dr; fname_ = M_.fname; nshock = estim_params_.nvx; nshock = nshock + estim_params_.nvn; nshock = nshock + estim_params_.ncx; nshock = nshock + estim_params_.ncn; c0=corrcoef(x); c00=tril(c0,-1); fig_nam_=[fname_,'_',fnam,'_corr_']; ifig=0; j2=0; if ishock==0 npar=estim_params_.np; else npar=estim_params_.np+nshock; end for j=1:npar, i2=find(abs(c00(:,j))>alpha2); if length(i2)>0, for jx=1:length(i2), j2=j2+1; if mod(j2,12)==1, ifig=ifig+1; figure('name',['Correlations in the ',fnam,' sample ', num2str(ifig)]), end subplot(3,4,j2-(ifig-1)*12) % bar(c0(i2,j)), % set(gca,'xticklabel',bayestopt_.name(i2)), % set(gca,'xtick',[1:length(i2)]) %plot(stock_par(ixx(nfilt+1:end,i),j),stock_par(ixx(nfilt+1:end,i),i2(jx)),'.k') %hold on, plot(x(:,j),x(:,i2(jx)),'.') % xlabel(deblank(estim_params_.param_names(j,:)),'interpreter','none'), % ylabel(deblank(estim_params_.param_names(i2(jx),:)),'interpreter','none'), if ishock, xlabel(bayestopt_.name{j},'interpreter','none'), ylabel(bayestopt_.name{i2(jx)},'interpreter','none'), else xlabel(bayestopt_.name{j+nshock},'interpreter','none'), ylabel(bayestopt_.name{i2(jx)+nshock},'interpreter','none'), end title(['cc = ',num2str(c0(i2(jx),j))]) if (mod(j2,12)==0) & j2>0, saveas(gcf,[dirname,'\',fig_nam_,int2str(ifig)]) eval(['print -depsc2 ' dirname '\' fig_nam_ int2str(ifig)]); eval(['print -dpdf ' dirname '\' fig_nam_ int2str(ifig)]); if options_.nograph, close(gcf), end end end end if (j==(npar)) & j2>0, saveas(gcf,[dirname,'\',fig_nam_,int2str(ifig)]) eval(['print -depsc2 ' dirname '\' fig_nam_ int2str(ifig)]); eval(['print -dpdf ' dirname '\' fig_nam_ int2str(ifig)]); if options_.nograph, close(gcf), end end end if ifig==0, disp(['No correlation term >', num2str(alpha2),' found for ',fnam]) end %close all