function redform_screen(dirname, options_gsa_) %function redform_map(dirname, options_gsa_) % inputs (from opt_gsa structure % anamendo = options_gsa_.namendo; % anamlagendo = options_gsa_.namlagendo; % anamexo = options_gsa_.namexo; % iload = options_gsa_.load_redform; % % Written by Marco Ratto % Joint Research Centre, The European Commission, % (http://eemc.jrc.ec.europa.eu/), % marco.ratto@jrc.it % % Reference: % M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006. % Copyright (C) 2012-2013 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 . 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','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=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; hh=dyn_figure(options_,'name',[namendo,' vs. shocks ',int2str(ifig)]); iplo=0; end iplo=iplo+1; js=js+1; subplot(3,3,iplo), [SAmeas, SAMorris] = Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0,nliv); SAM = squeeze(SAMorris(nshock+1:end,1)); SA(:,js)=SAM./(max(SAM)+eps); [saso, iso] = sort(-SA(:,js)); bar(SA(iso(1:min(np,10)),js)) %set(gca,'xticklabel',pnames(iso(1:min(np,10)),:),'fontsize',8) set(gca,'xticklabel',' ','fontsize',10) set(gca,'xlim',[0.5 10.5]) for ip=1:min(np,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, dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],options_); end end end end if iplo<9 && iplo>0 && ifig, dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_shocks_',num2str(ifig)],options_); 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(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=dyn_figure(options_,'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(np+nshock, [lpmat0 lpmat], y0,nliv); SAM = squeeze(SAMorris(nshock+1:end,1)); SA(:,js)=SAM./(max(SAM)+eps); [saso, iso] = sort(-SA(:,js)); bar(SA(iso(1:min(np,10)),js)) %set(gca,'xticklabel',pnames(iso(1:min(np,10)),:),'fontsize',8) set(gca,'xticklabel',' ','fontsize',10) set(gca,'xlim',[0.5 10.5]) for ip=1:min(np,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, dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],options_); end end end end if iplo<9 && iplo>0 && ifig, dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],options_); end end hh=dyn_figure(options_); %bar(SA) % boxplot(SA','whis',10,'symbol','r.') 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, text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none') end xlabel(' ') ylabel('Elementary Effects') title('Reduced form screening') dyn_saveas(hh,[dirname,'/',M_.fname,'_redform_screen'],options_);