function plot_identification(params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName) % function plot_identification(params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName) % % INPUTS % o params [array] parameter values for identification checks % o idemoments [structure] identification results for the moments % o idehess [structure] identification results for the Hessian % o idemodel [structure] identification results for the reduced form solution % o idelre [structure] identification results for the LRE model % o advanced [integer] flag for advanced identification checks % o tittxt [char] name of the results to plot % o name [char] list of names % o IdentifDirectoryName [char] directory name % % OUTPUTS % None % % SPECIAL REQUIREMENTS % None % Copyright (C) 2008-2013 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_ options_ [SampleSize, nparam]=size(params); siJnorm = idemoments.siJnorm; siHnorm = idemodel.siHnorm; siLREnorm = idelre.siLREnorm; % if prior_exist, % tittxt = 'Prior mean - '; % else % tittxt = ''; % end tittxt1=regexprep(tittxt, ' ', '_'); tittxt1=strrep(tittxt1, '.', ''); if SampleSize == 1, siJ = idemoments.siJ; hh = dyn_figure(options_,'Name',[tittxt, ' - Identification using info from observables']); subplot(211) mmm = (idehess.ide_strength_J); [ss, is] = sort(mmm); bar(log([idehess.ide_strength_J(:,is)' idehess.ide_strength_J_prior(:,is)'])) set(gca,'xlim',[0 nparam+1]) set(gca,'xticklabel','') dy = get(gca,'ylim'); for ip=1:nparam, text(ip,dy(1),name{is(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none') end legend('relative to param value','relative to prior std','Location','Best') if idehess.flag_score, title('Identification strength with asymptotic Information matrix (log-scale)') else title('Identification strength with moments Information matrix (log-scale)') end subplot(212) bar(log([idehess.deltaM(is) idehess.deltaM_prior(is)])) set(gca,'xlim',[0 nparam+1]) set(gca,'xticklabel','') dy = get(gca,'ylim'); for ip=1:nparam, text(ip,dy(1),name{is(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none') end legend('relative to param value','relative to prior std','Location','Best') if idehess.flag_score, title('Sensitivity component with asymptotic Information matrix (log-scale)') else title('Sensitivity component with moments Information matrix (log-scale)') end dyn_saveas(hh,[IdentifDirectoryName '/' M_.fname '_ident_strength_' tittxt1],options_); if advanced, if ~options_.nodisplay, skipline() disp('Press ENTER to plot advanced diagnostics'), pause(5), end hh = dyn_figure(options_,'Name',[tittxt, ' - Sensitivity plot']); subplot(211) mmm = (siJnorm)'./max(siJnorm); mmm1 = (siHnorm)'./max(siHnorm); mmm=[mmm mmm1]; mmm1 = (siLREnorm)'./max(siLREnorm); offset=length(siHnorm)-length(siLREnorm); mmm1 = [NaN(offset,1); mmm1]; mmm=[mmm mmm1]; bar(log(mmm(is,:).*100)) set(gca,'xlim',[0 nparam+1]) set(gca,'xticklabel','') dy = get(gca,'ylim'); for ip=1:nparam, text(ip,dy(1),name{is(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none') end legend('Moments','Model','LRE model','Location','Best') title('Sensitivity bars using derivatives (log-scale)') dyn_saveas(hh,[IdentifDirectoryName '/' M_.fname '_sensitivity_' tittxt1 ],options_); % identificaton patterns for j=1:size(idemoments.cosnJ,2), pax=NaN(nparam,nparam); % fprintf('\n') % disp(['Collinearity patterns with ', int2str(j) ,' parameter(s)']) % fprintf('%-15s [%-*s] %10s\n','Parameter',(15+1)*j,' Expl. params ','cosn') for i=1:nparam, namx=''; for in=1:j, dumpindx = idemoments.pars{i,j}(in); if isnan(dumpindx), namx=[namx ' ' sprintf('%-15s','--')]; else namx=[namx ' ' sprintf('%-15s',name{dumpindx})]; pax(i,dumpindx)=idemoments.cosnJ(i,j); end end % fprintf('%-15s [%s] %10.3f\n',name{i},namx,idemoments.cosnJ(i,j)) end hh = dyn_figure(options_,'Name',[tittxt,' - Collinearity patterns with ', int2str(j) ,' parameter(s)']); imagesc(pax,[0 1]); set(gca,'xticklabel','') set(gca,'yticklabel','') for ip=1:nparam, text(ip,(0.5),name{ip},'rotation',90,'HorizontalAlignment','left','interpreter','none') text(0.5,ip,name{ip},'rotation',0,'HorizontalAlignment','right','interpreter','none') end colorbar; ax=colormap; ax(1,:)=[0.9 0.9 0.9]; colormap(ax); if nparam>10, set(gca,'xtick',(5:5:nparam)) set(gca,'ytick',(5:5:nparam)) end set(gca,'xgrid','on') set(gca,'ygrid','on') xlabel([tittxt,' - Collinearity patterns with ', int2str(j) ,' parameter(s)'],'interpreter','none') dyn_saveas(hh,[ IdentifDirectoryName '/' M_.fname '_ident_collinearity_' tittxt1 '_' int2str(j) ],options_); end skipline() if idehess.flag_score, [U,S,V]=svd(idehess.AHess,0); S=diag(S); if nparam<5, f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (Information matrix)']); else f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (Information matrix): SMALLEST SV']); f2 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (Information matrix): HIGHEST SV']); end else S = idemoments.S; V = idemoments.V; if nparam<5, f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments)']); else f1 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments): SMALLEST SV']); f2 = dyn_figure(options_,'Name',[tittxt,' - Identification patterns (moments): HIGHEST SV']); end end for j=1:min(nparam,8), if j<5, set(0,'CurrentFigure',f1), jj=j; else set(0,'CurrentFigure',f2), jj=j-4; end subplot(4,1,jj), if j<5 bar(abs(V(:,end-j+1))), Stit = S(end-j+1); else bar(abs(V(:,jj))), Stit = S(jj); end set(gca,'xticklabel','') if j==4 || j==nparam || j==8, for ip=1:nparam, text(ip,-0.02,name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none') end end title(['Singular value ',num2str(Stit)]) end dyn_saveas(f1,[ IdentifDirectoryName '/' M_.fname '_ident_pattern_' tittxt1 '_1' ],options_); if nparam>4, dyn_saveas(f2,[ IdentifDirectoryName '/' M_.fname '_ident_pattern_' tittxt1 '_2' ],options_); end end else hh = dyn_figure(options_,'Name',['MC sensitivities']); subplot(211) mmm = (idehess.ide_strength_J); [ss, is] = sort(mmm); mmm = mean(siJnorm)'; mmm = mmm./max(mmm); if advanced, mmm1 = mean(siHnorm)'; mmm=[mmm mmm1./max(mmm1)]; mmm1 = mean(siLREnorm)'; offset=size(siHnorm,2)-size(siLREnorm,2); mmm1 = [NaN(offset,1); mmm1./max(mmm1)]; mmm=[mmm mmm1]; end bar(mmm(is,:)) set(gca,'xlim',[0 nparam+1]) set(gca,'xticklabel','') dy = get(gca,'ylim'); for ip=1:nparam, text(ip,dy(1),name{is(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none') end if advanced, legend('Moments','Model','LRE model','Location','Best') end title('MC mean of sensitivity measures') dyn_saveas(hh,[ IdentifDirectoryName '/' M_.fname '_MC_sensitivity' ],options_); if advanced, if ~options_.nodisplay, skipline() disp('Press ENTER to display advanced diagnostics'), pause(5), end % options_.nograph=1; hh = dyn_figure(options_,'Name','MC Condition Number'); subplot(221) hist(log10(idemodel.cond)) title('log10 of Condition number in the model') subplot(222) hist(log10(idemoments.cond)) title('log10 of Condition number in the moments') subplot(223) hist(log10(idelre.cond)) title('log10 of Condition number in the LRE model') dyn_saveas(hh,[IdentifDirectoryName '/' M_.fname '_ident_COND' ],options_); ncut=floor(SampleSize/10*9); [dum,is]=sort(idelre.cond); [proba, dproba] = stab_map_1(params, is(1:ncut), is(ncut+1:end), 'MC_HighestCondNumberLRE', 1, [], IdentifDirectoryName, 0.1); [dum,is]=sort(idemodel.cond); [proba, dproba] = stab_map_1(params, is(1:ncut), is(ncut+1:end), 'MC_HighestCondNumberModel', 1, [], IdentifDirectoryName, 0.1); [dum,is]=sort(idemoments.cond); [proba, dproba] = stab_map_1(params, is(1:ncut), is(ncut+1:end), 'MC_HighestCondNumberMoments', 1, [], IdentifDirectoryName, 0.1); % [proba, dproba] = stab_map_1(idemoments.Mco', is(1:ncut), is(ncut+1:end), 'HighestCondNumberMoments_vs_Mco', 1, [], IdentifDirectoryName); % for j=1:nparam, % % ibeh=find(idemoments.Mco(j,:)<0.9); % % inonbeh=find(idemoments.Mco(j,:)>=0.9); % % if ~isempty(ibeh) && ~isempty(inonbeh) % % [proba, dproba] = stab_map_1(params, ibeh, inonbeh, ['HighestMultiCollinearity_',name{j}], 1, [], IdentifDirectoryName); % % end % [~,is]=sort(idemoments.Mco(:,j)); % [proba, dproba] = stab_map_1(params, is(1:ncut), is(ncut+1:end), ['MC_HighestMultiCollinearity_',name{j}], 1, [], IdentifDirectoryName, 0.15); % end if nparam<5, f1 = dyn_figure(options_,'Name',[tittxt,' - MC Identification patterns (moments): HIGHEST SV']); else f1 = dyn_figure(options_,'Name',[tittxt,' - MC Identification patterns (moments): SMALLEST SV']); f2 = dyn_figure(options_,'Name',[tittxt,' - MC Identification patterns (moments): HIGHEST SV']); end nplots=min(nparam,8); if nplots>4, nsubplo=ceil(nplots/2); else nsubplo=nplots; end for j=1:nplots, if (nparam>4 && j<=ceil(nplots/2)) || nparam<5, set(0,'CurrentFigure',f1), jj=j; VVV=squeeze(abs(idemoments.V(:,:,end-j+1))); SSS = idemoments.S(:,end-j+1); else set(0,'CurrentFigure',f2), jj=j-ceil(nplots/2); VVV=squeeze(abs(idemoments.V(:,:,jj))); SSS = idemoments.S(:,jj); end subplot(nsubplo,1,jj), for i=1:nparam, [post_mean, post_median(:,i), post_var, hpd_interval(i,:), post_deciles] = posterior_moments(VVV(:,i),0,0.9); end bar(post_median) hold on, plot(hpd_interval,'--*r'), Stit=mean(SSS); set(gca,'xticklabel','') if j==4 || j==nparam || j==8, for ip=1:nparam, text(ip,-0.02,name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none') end end title(['MEAN Singular value ',num2str(Stit)]) end dyn_saveas(f1,[IdentifDirectoryName '/' M_.fname '_MC_ident_pattern_1' ],options_); if nparam>4, dyn_saveas(f2,[ IdentifDirectoryName '/' M_.fname '_MC_ident_pattern_2' ],options_); end end end % disp_identification(params, idemodel, idemoments, name)