function redform_screen(dirname, options_gsa_, estim_params_, M_, dr, options_, bayestopt_) % redform_screen(dirname, options_gsa_, estim_params_, M_, dr, options_, bayestopt_) % Conduct reduced form screening % Inputs: % - dirname [string] name of the output directory % - options_gsa_ [structure] GSA options_ % - estim_params [structure] describing the estimated parameters % - M_ [structure] describing the model % - dr [structure] decision rules % - options_ [structure] describing the options % - bayestopt_ [structure] describing the priors % % Written by Marco Ratto % Joint Research Centre, The European Commission, % marco.ratto@ec.europa.eu % Copyright © 2012-2016 European Commission % Copyright © 2012-2023 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . anamendo = options_gsa_.namendo; anamlagendo = options_gsa_.namlagendo; anamexo = options_gsa_.namexo; anamendo_tex = options_gsa_.namendo_tex; anamlagendo_tex = options_gsa_.namlagendo_tex; anamexo_tex = options_gsa_.namexo_tex; nliv = options_gsa_.morris_nliv; pnames = M_.param_names(estim_params_.param_vals(:,1)); if options_.TeX for par_iter=1:size(estim_params_.param_vals(:,1),1) [~,tex_names{par_iter,1}]=get_the_name(estim_params_.param_vals(par_iter,1),options_.TeX, M_, estim_params_, options_.varobs); end end if nargin==0 dirname=''; end load([dirname,'/',M_.fname,'_prior'],'lpmat','lpmat0','istable','T'); nspred=M_.nspred; [kn, np]=size(lpmat); nshock = length(bayestopt_.pshape)-np; nsok = length(find(M_.lead_lag_incidence(M_.maximum_lag,:))); js=0; for j=1:size(anamendo,1) namendo = anamendo{j,:}; namendo_tex = anamendo_tex{j,:}; iendo = strmatch(namendo, M_.endo_names(dr.order_var), 'exact'); iplo=0; ifig=0; for jx=1:size(anamexo,1) namexo = anamexo{jx}; namexo_tex = anamexo_tex{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; hh_fig = dyn_figure(options_.nodisplay, 'name', [namendo,' vs. shocks ', int2str(ifig)]); iplo = 0; end iplo = iplo+1; js = js+1; subplot(3, 3, iplo) [~, SAMorris] = Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0, nliv); SAM = squeeze(SAMorris(nshock+1:end,1)); SA(:,js) = SAM./(max(SAM)+eps); [~, iso] = sort(-SA(:,js)); bar(SA(iso(1:min(np,10)),js)) set(gca,'xticklabel',' ','fontsize',10) set(gca,'xlim',[0.5 10.5]) for ip=1:min(np,10) if options_.TeX text(ip,-0.02,tex_names(iso(ip)),'rotation',90,'HorizontalAlignment','right','interpreter','latex') else text(ip,-0.02,pnames(iso(ip)),'rotation',90,'HorizontalAlignment','right','interpreter','none') end end if options_.TeX title([namendo_tex,' vs. ',namexo_tex],'interpreter','latex') else title([namendo,' vs. ',namexo],'interpreter','none') end if iplo==9 dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],options_.nodisplay,options_.graph_format); create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],ifig,[namendo,' vs. shocks ',int2str(ifig)],[namendo,'_vs_shock'],1) end end end end if iplo<9 && iplo>0 && ifig dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_', namendo,'_vs_shocks_',num2str(ifig)],options_.nodisplay,options_.graph_format); create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],ifig,[namendo,' vs. shocks ',int2str(ifig)],[namendo,'_vs_shock'],options_.figures.textwidth*min(iplo/3)) end iplo=0; ifig=0; for je=1:size(anamlagendo,1) namlagendo=anamlagendo{je}; namlagendo_tex=anamlagendo_tex{je}; ilagendo=strmatch(namlagendo, M_.endo_names(dr.order_var(M_.nstatic+1:M_.nstatic+nsok)), 'exact'); if ~isempty(ilagendo) y0=teff(T(iendo,ilagendo,:),kn,istable); if ~isempty(y0) if mod(iplo,9)==0 ifig=ifig+1; hh_fig=dyn_figure(options_.nodisplay,'name',[namendo,' vs. lagged endogenous ',int2str(ifig)]); iplo=0; end iplo=iplo+1; js=js+1; subplot(3,3,iplo), [~, SAMorris] = Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0,nliv); SAM = squeeze(SAMorris(nshock+1:end,1)); SA(:,js)=SAM./(max(SAM)+eps); [~, iso] = sort(-SA(:,js)); bar(SA(iso(1:min(np,10)),js)) set(gca,'xticklabel',' ','fontsize',10) set(gca,'xlim',[0.5 10.5]) for ip=1:min(np,10) if options_.TeX text(ip,-0.02,tex_names(iso(ip)),'rotation',90,'HorizontalAlignment','right','interpreter','latex') else text(ip,-0.02,pnames{iso(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none') end end if options_.TeX title([namendo_tex,' vs. ',namlagendo_tex,'(-1)'],'interpreter','latex') else title([namendo,' vs. ',namlagendo,'(-1)'],'interpreter','none') end if iplo==9 dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],options_.nodisplay,options_.graph_format); create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],ifig,[namendo,' vs. lagged endogenous ',int2str(ifig)],[namendo,'_vs_lags'],1) end end end end if iplo<9 && iplo>0 && ifig dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],options_.nodisplay,options_.graph_format); create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],ifig,[namendo,' vs. lagged endogenous ',int2str(ifig)],[namendo,'_vs_lags'],options_.figures.textwidth*min(iplo/3)) end end hh_fig=dyn_figure(options_.nodisplay,'Name','Reduced form screening'); myboxplot(SA',[],'.',[],10) 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 if options_.TeX text(ip,-0.02,tex_names(ip),'rotation',90,'HorizontalAlignment','right','interpreter','latex') else text(ip,-0.02,pnames{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none') end end xlabel(' ') ylabel('Elementary Effects') title('Reduced form screening') dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_redform_screen'],options_.nodisplay,options_.graph_format); create_TeX_loader(options_,[dirname,'/',M_.fname,'_redform_screen'],1,'Reduced form screening','redform_screen',1) function []=create_TeX_loader(options_,figpath,label_number,caption,label_name,scale_factor) if nargin<6 scale_factor=1; end if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format))) fidTeX = fopen([figpath '.tex'],'w'); fprintf(fidTeX,'%% TeX eps-loader file generated by redform_screen.m (Dynare).\n'); fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']); fprintf(fidTeX,'\\begin{figure}[H]\n'); fprintf(fidTeX,'\\centering \n'); fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s}\n',scale_factor,strrep(figpath,'\','/')); fprintf(fidTeX,'\\caption{%s.}',caption); fprintf(fidTeX,'\\label{Fig:%s:%u}\n',label_name,label_number); fprintf(fidTeX,'\\end{figure}\n\n'); fprintf(fidTeX,'%% End Of TeX file. \n'); fclose(fidTeX); end