102 lines
3.7 KiB
Matlab
102 lines
3.7 KiB
Matlab
function [pars, cosnJ] = ident_bruteforce(J,n,TeX, pnames_TeX)
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% function [pars, cosnJ] = ident_bruteforce(J,n,TeX, pnames_TeX)
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%
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% given the Jacobian matrix J of moment derivatives w.r.t. parameters
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% computes, for each column of J, the groups of columns from 1 to n that
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% can repliate at best the derivatives of that column
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%
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% OUTPUTS
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% pars : cell array with groupf of params for each column of J for 1 to n
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% cosnJ : the cosn of each column with the selected group of columns
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% Copyright (C) 2009-2011 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licen
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global M_ options_
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OutputDirectoryName = CheckPath('Identification',M_.dname);
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k = size(J,2); % number of parameters
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if nargin<2 || isempty(n)
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n = 4; % max n-tuple
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end
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if nargin<3 || isempty(TeX)
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TeX = 0; % max n-tuple
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end
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cosnJ=zeros(k,n);
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pars{k,n}=[];
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for ll = 1:n,
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h = dyn_waitbar(0,['Brute force collinearity for ' int2str(ll) ' parameters.']);
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for ii = 1:k
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tmp = find([1:k]~=ii);
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tmp2 = nchoosek(tmp,ll);
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cosnJ2=zeros(size(tmp2,1),1);
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b=[];
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for jj = 1:size(tmp2,1)
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[cosnJ2(jj,1), b(:,jj)] = cosn([J(:,ii),J(:,tmp2(jj,:))]);
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end
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cosnJ(ii,ll) = max(cosnJ2(:,1));
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if cosnJ(ii,ll)>1.e-8,
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if ll>1 && ((cosnJ(ii,ll)-cosnJ(ii,ll-1))<1.e-8),
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pars{ii,ll} = [pars{ii,ll-1} NaN];
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cosnJ(ii,ll) = cosnJ(ii,ll-1);
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else
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pars{ii,ll} = tmp2(find(cosnJ2(:,1)==max(cosnJ2(:,1))),:);
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end
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else
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pars{ii,ll} = NaN(1,ll);
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end
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dyn_waitbar(ii/k,h)
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end
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dyn_waitbar_close(h);
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if TeX
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filename = [OutputDirectoryName '/' M_.fname '_collinearity_patterns' int2str(ll) '.TeX'];
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fidTeX = fopen(filename,'w');
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fprintf(fidTeX,'%% TeX-table generated by ident_bruteforce (Dynare).\n');
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fprintf(fidTeX,['%% Collinearity patterns with ',int2str(ll),' parameter(s)\n']);
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fprintf(fidTeX,['%% ' datestr(now,0)]);
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fprintf(fidTeX,' \n');
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fprintf(fidTeX,' \n');
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fprintf(fidTeX,'{\\tiny \n');
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fprintf(fidTeX,'\\begin{table}\n');
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fprintf(fidTeX,'\\centering\n');
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fprintf(fidTeX,'\\begin{tabular}{l|lc} \n');
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fprintf(fidTeX,'\\hline\\hline \\\\ \n');
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fprintf(fidTeX,' Parameter & Explanatory & cosn \\\\ \n');
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fprintf(fidTeX,' & parameter(s) & \\\\ \n');
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fprintf(fidTeX,'\\hline \\\\ \n');
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for i=1:k,
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plist='';
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for ii=1:ll,
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plist = [plist ' $' pnames_TeX(pars{i,ll}(ii),:) '$ '];
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end
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fprintf(fidTeX,'$%s$ & [%s] & %7.3f \\\\ \n',...
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pnames_TeX(i,:),...
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plist,...
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cosnJ(i,ll));
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end
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fprintf(fidTeX,'\\hline\\hline \n');
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fprintf(fidTeX,'\\end{tabular}\n ');
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fprintf(fidTeX,['\\caption{Collinearity patterns with ',int2str(ll),' parameter(s)}\n ']);
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fprintf(fidTeX,['\\label{Table:CollinearityPatterns:',int2str(ll),'}\n']);
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fprintf(fidTeX,'\\end{table}\n');
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fprintf(fidTeX,'} \n');
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fprintf(fidTeX,'%% End of TeX file.\n');
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fclose(fidTeX);
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end
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end |