488 lines
32 KiB
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488 lines
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > stab_map_.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>stab_map_
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong></strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function x0 = stab_map_(Nsam, fload, ksstat, alpha2, prepSA, pprior, ilptau, OutputDirectoryName) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment">
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function x0 = stab_map_(Nsam, fload, alpha2, prepSA, pprior)
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Mapping of stability regions in the prior ranges applying
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Monte Carlo filtering techniques.
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M. Ratto, Global Sensitivity Analysis for Macroeconomic models
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I. Mapping stability, MIMEO, 2005.
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INPUTS
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Nsam = MC sample size
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fload = 0 to run new MC; 1 to load prevoiusly generated analysis
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alpha2 = significance level for bivariate sensitivity analysis
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[abs(corrcoef) > alpha2]
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prepSA = 1: save transition matrices for mapping reduced form
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= 0: no transition matrix saved (default)
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pprior = 1: sample from prior ranges (default): sample saved in
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_prior.mat file
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= 0: sample from posterior ranges: sample saved in
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_mc.mat file
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OUTPUT:
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x0: one parameter vector for which the model is stable.
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GRAPHS
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1) Pdf's of marginal distributions under the stability (dotted
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lines) and unstability (solid lines) regions
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2) Cumulative distributions of:
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- stable subset (dotted lines)
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- unacceptable subset (solid lines)
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3) Bivariate plots of significant correlation patterns
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( abs(corrcoef) > alpha2) under the stable and unacceptable subsets
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USES lptauSEQ,
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stab_map_1, stab_map_2
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Copyright (C) 2005 Marco Ratto
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THIS PROGRAM WAS WRITTEN FOR MATLAB BY
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Marco Ratto,
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Unit of Econometrics and Statistics AF
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(http://www.jrc.cec.eu.int/uasa/),
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IPSC, Joint Research Centre
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The European Commission,
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TP 361, 21020 ISPRA(VA), ITALY
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marco.ratto@jrc.it
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ALL COPIES MUST BE PROVIDED FREE OF CHARGE AND MUST INCLUDE THIS COPYRIGHT
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NOTICE.</pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="lptauSEQ.html" class="code" title="function [lpmat] = lptauSEQ(Nsam,Nvar)">lptauSEQ</a> [lpmat] = lptauSEQ(Nsam,Nvar)</li><li><a href="stab_map_1.html" class="code" title="function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname)">stab_map_1</a> function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname)</li><li><a href="stab_map_2.html" class="code" title="function stab_map_2(x,alpha2,fnam, dirname)">stab_map_2</a> function stab_map_2(x,alpha2,istab,fnam)</li><li><a href="stoch_simul.html" class="code" title="function info=stoch_simul(var_list)">stoch_simul</a> Copyright (C) 2001 Michel Juillard</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="dynare_sensitivity.html" class="code" title="function x0=dynare_sensitivity()">dynare_sensitivity</a> copyright Marco Ratto 2006</li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function x0 = stab_map_(Nsam, fload, ksstat, alpha2, prepSA, pprior, ilptau, OutputDirectoryName)</a>
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0002 <span class="comment">%</span>
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0003 <span class="comment">% function x0 = stab_map_(Nsam, fload, alpha2, prepSA, pprior)</span>
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0004 <span class="comment">%</span>
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0005 <span class="comment">% Mapping of stability regions in the prior ranges applying</span>
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0006 <span class="comment">% Monte Carlo filtering techniques.</span>
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0007 <span class="comment">%</span>
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0008 <span class="comment">% M. Ratto, Global Sensitivity Analysis for Macroeconomic models</span>
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0009 <span class="comment">% I. Mapping stability, MIMEO, 2005.</span>
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0010 <span class="comment">%</span>
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0011 <span class="comment">% INPUTS</span>
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0012 <span class="comment">% Nsam = MC sample size</span>
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0013 <span class="comment">% fload = 0 to run new MC; 1 to load prevoiusly generated analysis</span>
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0014 <span class="comment">% alpha2 = significance level for bivariate sensitivity analysis</span>
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0015 <span class="comment">% [abs(corrcoef) > alpha2]</span>
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0016 <span class="comment">% prepSA = 1: save transition matrices for mapping reduced form</span>
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0017 <span class="comment">% = 0: no transition matrix saved (default)</span>
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0018 <span class="comment">% pprior = 1: sample from prior ranges (default): sample saved in</span>
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0019 <span class="comment">% _prior.mat file</span>
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0020 <span class="comment">% = 0: sample from posterior ranges: sample saved in</span>
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0021 <span class="comment">% _mc.mat file</span>
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0022 <span class="comment">% OUTPUT:</span>
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0023 <span class="comment">% x0: one parameter vector for which the model is stable.</span>
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0024 <span class="comment">%</span>
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0025 <span class="comment">% GRAPHS</span>
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0026 <span class="comment">% 1) Pdf's of marginal distributions under the stability (dotted</span>
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0027 <span class="comment">% lines) and unstability (solid lines) regions</span>
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0028 <span class="comment">% 2) Cumulative distributions of:</span>
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0029 <span class="comment">% - stable subset (dotted lines)</span>
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0030 <span class="comment">% - unacceptable subset (solid lines)</span>
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0031 <span class="comment">% 3) Bivariate plots of significant correlation patterns</span>
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0032 <span class="comment">% ( abs(corrcoef) > alpha2) under the stable and unacceptable subsets</span>
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0033 <span class="comment">%</span>
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0034 <span class="comment">% USES lptauSEQ,</span>
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0035 <span class="comment">% stab_map_1, stab_map_2</span>
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0036 <span class="comment">%</span>
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0037 <span class="comment">% Copyright (C) 2005 Marco Ratto</span>
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0038 <span class="comment">% THIS PROGRAM WAS WRITTEN FOR MATLAB BY</span>
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0039 <span class="comment">% Marco Ratto,</span>
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0040 <span class="comment">% Unit of Econometrics and Statistics AF</span>
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0041 <span class="comment">% (http://www.jrc.cec.eu.int/uasa/),</span>
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0042 <span class="comment">% IPSC, Joint Research Centre</span>
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0043 <span class="comment">% The European Commission,</span>
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0044 <span class="comment">% TP 361, 21020 ISPRA(VA), ITALY</span>
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0045 <span class="comment">% marco.ratto@jrc.it</span>
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0046 <span class="comment">%</span>
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0047 <span class="comment">% ALL COPIES MUST BE PROVIDED FREE OF CHARGE AND MUST INCLUDE THIS COPYRIGHT</span>
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0048 <span class="comment">% NOTICE.</span>
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0049 <span class="comment">%</span>
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0050
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0051 <span class="comment">%global bayestopt_ estim_params_ dr_ options_ ys_ fname_</span>
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0052 <span class="keyword">global</span> bayestopt_ estim_params_ options_ oo_ M_
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0053
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0054 dr_ = oo_.dr;
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0055 <span class="keyword">if</span> isfield(dr_,<span class="string">'ghx'</span>),
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0056 ys_ = oo_.dr.ys;
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0057 nspred = size(dr_.ghx,2);
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0058 nboth = dr_.nboth;
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0059 nfwrd = dr_.nfwrd;
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0060 <span class="keyword">end</span>
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0061 fname_ = M_.fname;
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0062
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0063 nshock = estim_params_.nvx;
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0064 nshock = nshock + estim_params_.nvn;
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0065 nshock = nshock + estim_params_.ncx;
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0066 nshock = nshock + estim_params_.ncn;
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0067
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0068
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0069 <span class="keyword">if</span> nargin==0,
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0070 Nsam=2000; <span class="comment">%2^13; %256;</span>
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0071 <span class="keyword">end</span>
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0072 <span class="keyword">if</span> nargin<2,
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0073 fload=0;
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0074 <span class="keyword">end</span>
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0075 <span class="keyword">if</span> nargin<3,
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0076 ksstat=0.1;
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0077 <span class="keyword">end</span>
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0078 <span class="keyword">if</span> nargin<4,
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0079 alpha2=0.3;
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0080 <span class="keyword">end</span>
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0081 <span class="keyword">if</span> nargin<5,
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0082 prepSA=0;
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0083 <span class="keyword">end</span>
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0084 <span class="keyword">if</span> nargin<6,
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0085 pprior=1;
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0086 <span class="keyword">end</span>
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0087 <span class="keyword">if</span> nargin<7,
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0088 ilptau=1;
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0089 <span class="keyword">end</span>
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0090 <span class="keyword">if</span> nargin<8,
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0091 OutputDirectoryName=<span class="string">''</span>;
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0092 <span class="keyword">end</span>
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0093
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0094 options_.periods=0;
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0095 options_.nomoments=1;
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0096 options_.irf=0;
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0097 options_.noprint=1;
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0098
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0099 <span class="keyword">if</span> fload==0 | nargin<2 | isempty(fload),
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0100 <span class="keyword">if</span> prepSA
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0101 T=zeros(size(dr_.ghx,1),size(dr_.ghx,2)+size(dr_.ghu,2),Nsam/2);
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0102 <span class="keyword">end</span>
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0103
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0104
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0105 <span class="keyword">if</span> estim_params_.np<52 & ilptau,
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0106 [lpmat] = <a href="lptauSEQ.html" class="code" title="function [lpmat] = lptauSEQ(Nsam,Nvar)">lptauSEQ</a>(Nsam,estim_params_.np);
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0107 <span class="keyword">if</span> estim_params_.np>30
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0108 <span class="keyword">for</span> j=1:estim_params_.np,
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0109 lpmat(:,j)=lpmat(randperm(Nsam),j);
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0110 <span class="keyword">end</span>
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0111 <span class="keyword">end</span>
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0112 <span class="keyword">else</span>
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0113 <span class="comment">%[lpmat] = rand(Nsam,estim_params_.np);</span>
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0114 <span class="keyword">for</span> j=1:estim_params_.np,
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0115 lpmat(:,j) = randperm(Nsam)'./(Nsam+1); <span class="comment">%latin hypercube</span>
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0116 <span class="keyword">end</span>
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0117 <span class="keyword">end</span>
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0118
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0119 <span class="keyword">if</span> pprior,
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0120 <span class="keyword">for</span> j=1:nshock,
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0121 lpmat0(:,j) = randperm(Nsam)'./(Nsam+1); <span class="comment">%latin hypercube</span>
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0122 lpmat0(:,j)=lpmat0(:,j).*(bayestopt_.ub(j)-bayestopt_.lb(j))+bayestopt_.lb(j);
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0123 <span class="keyword">end</span>
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0124 <span class="keyword">for</span> j=1:estim_params_.np,
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0125 lpmat(:,j)=lpmat(:,j).*(bayestopt_.ub(j+nshock)-bayestopt_.lb(j+nshock))+bayestopt_.lb(j+nshock);
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0126 <span class="keyword">end</span>
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0127 <span class="keyword">else</span>
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0128 <span class="comment">% for j=1:nshock,</span>
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0129 <span class="comment">% xparam1(j) = oo_.posterior_mode.shocks_std.(bayestopt_.name{j});</span>
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0130 <span class="comment">% sd(j) = oo_.posterior_std.shocks_std.(bayestopt_.name{j});</span>
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0131 <span class="comment">% lpmat0(:,j) = randperm(Nsam)'./(Nsam+1); %latin hypercube</span>
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0132 <span class="comment">% lb = max(bayestopt_.lb(j), xparam1(j)-2*sd(j));</span>
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0133 <span class="comment">% ub1=xparam1(j)+(xparam1(j) - lb); % define symmetric range around the mode!</span>
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0134 <span class="comment">% ub = min(bayestopt_.ub(j),ub1);</span>
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0135 <span class="comment">% if ub<ub1,</span>
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0136 <span class="comment">% lb=xparam1(j)-(ub-xparam1(j)); % define symmetric range around the mode!</span>
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0137 <span class="comment">% end</span>
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0138 <span class="comment">% lpmat0(:,j) = lpmat0(:,j).*(ub-lb)+lb;</span>
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0139 <span class="comment">% end</span>
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0140 <span class="comment">% %</span>
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0141 <span class="comment">% for j=1:estim_params_.np,</span>
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0142 <span class="comment">% xparam1(j+nshock) = oo_.posterior_mode.parameters.(bayestopt_.name{j+nshock});</span>
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0143 <span class="comment">% sd(j+nshock) = oo_.posterior_std.parameters.(bayestopt_.name{j+nshock});</span>
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0144 <span class="comment">% lb = max(bayestopt_.lb(j+nshock),xparam1(j+nshock)-2*sd(j+nshock));</span>
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0145 <span class="comment">% ub1=xparam1(j+nshock)+(xparam1(j+nshock) - lb); % define symmetric range around the mode!</span>
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0146 <span class="comment">% ub = min(bayestopt_.ub(j+nshock),ub1);</span>
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0147 <span class="comment">% if ub<ub1,</span>
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0148 <span class="comment">% lb=xparam1(j+nshock)-(ub-xparam1(j+nshock)); % define symmetric range around the mode!</span>
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0149 <span class="comment">% end</span>
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0150 <span class="comment">% %ub = min(bayestopt_.ub(j+nshock),xparam1(j+nshock)+2*sd(j+nshock));</span>
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0151 <span class="comment">% if estim_params_.np>30 & estim_params_.np<52</span>
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0152 <span class="comment">% lpmat(:,j) = lpmat(randperm(Nsam),j).*(ub-lb)+lb;</span>
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0153 <span class="comment">% else</span>
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0154 <span class="comment">% lpmat(:,j) = lpmat(:,j).*(ub-lb)+lb;</span>
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0155 <span class="comment">% end</span>
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0156 <span class="comment">% end</span>
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0157 <span class="comment">%load([fname_,'_mode'])</span>
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0158 eval([<span class="string">'load '</span> options_.mode_file <span class="string">';'</span>]');
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0159 d = chol(inv(hh));
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0160 lp=randn(Nsam*2,nshock+estim_params_.np)*d+kron(ones(Nsam*2,1),xparam1');
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0161 <span class="keyword">for</span> j=1:Nsam*2,
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0162 lnprior(j) = any(lp(j,:)'<=bayestopt_.lb | lp(j,:)'>=bayestopt_.ub);
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0163 <span class="keyword">end</span>
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0164 ireal=[1:2*Nsam];
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0165 ireal=ireal(find(lnprior==0));
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0166 lp=lp(ireal,:);
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0167 Nsam=min(Nsam, length(ireal));
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0168 lpmat0=lp(1:Nsam,1:nshock);
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0169 lpmat=lp(1:Nsam,nshock+1:end);
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0170 clear lp lnprior ireal;
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0171 <span class="keyword">end</span>
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0172 <span class="comment">%</span>
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0173 h = waitbar(0,<span class="string">'Please wait...'</span>);
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0174 istable=[1:Nsam];
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0175 jstab=0;
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0176 iunstable=[1:Nsam];
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0177 iindeterm=zeros(1,Nsam);
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0178 iwrong=zeros(1,Nsam);
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0179 <span class="keyword">for</span> j=1:Nsam,
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0180 M_.params(estim_params_.param_vals(:,1)) = lpmat(j,:)';
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0181 <a href="stoch_simul.html" class="code" title="function info=stoch_simul(var_list)">stoch_simul</a>([]);
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0182 dr_ = oo_.dr;
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0183 <span class="keyword">if</span> isfield(dr_,<span class="string">'ghx'</span>),
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0184 egg(:,j) = sort(dr_.eigval);
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0185 iunstable(j)=0;
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0186 <span class="keyword">if</span> prepSA
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0187 jstab=jstab+1;
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0188 T(:,:,jstab) = [dr_.ghx dr_.ghu];
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0189 <span class="keyword">end</span>
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0190 <span class="keyword">if</span> ~exist(<span class="string">'nspred'</span>),
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0191 nspred = size(dr_.ghx,2);
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0192 nboth = dr_.nboth;
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0193 nfwrd = dr_.nfwrd;
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0194 <span class="keyword">end</span>
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0195 <span class="keyword">else</span>
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0196 istable(j)=0;
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0197 <span class="keyword">if</span> isfield(dr_,<span class="string">'eigval'</span>)
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0198 egg(:,j) = sort(dr_.eigval);
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0199 <span class="keyword">if</span> any(isnan(egg(1:nspred,j)))
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0200 iwrong(j)=j;
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0201 <span class="keyword">else</span>
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0202 <span class="keyword">if</span> (nboth | nfwrd) & abs(egg(nspred+1,j))<=options_.qz_criterium,
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0203 iindeterm(j)=j;
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0204 <span class="keyword">end</span>
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0205 <span class="keyword">end</span>
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0206 <span class="keyword">else</span>
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0207 egg(:,j)=ones(size(egg,1),1).*1.1;
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0208 iwrong(j)=j;
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0209 <span class="keyword">end</span>
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0210 <span class="keyword">end</span>
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0211 ys_=real(dr_.ys);
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0212 yys(:,j) = ys_;
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0213 ys_=yys(:,1);
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0214 waitbar(j/Nsam,h,[<span class="string">'MC iteration '</span>,int2str(j),<span class="string">'/'</span>,int2str(Nsam)])
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0215 <span class="keyword">end</span>
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0216 close(h)
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0217 <span class="keyword">if</span> prepSA,
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0218 T=T(:,:,1:jstab);
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0219 <span class="keyword">end</span>
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0220 istable=istable(find(istable)); <span class="comment">% stable params</span>
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0221 iunstable=iunstable(find(iunstable)); <span class="comment">% unstable params</span>
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0222 iindeterm=iindeterm(find(iindeterm)); <span class="comment">% indeterminacy</span>
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0223 iwrong=iwrong(find(iwrong)); <span class="comment">% dynare could not find solution</span>
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0224
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0225 <span class="comment">% % map stable samples</span>
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0226 <span class="comment">% istable=[1:Nsam];</span>
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0227 <span class="comment">% for j=1:Nsam,</span>
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0228 <span class="comment">% if any(isnan(egg(1:nspred,j)))</span>
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0229 <span class="comment">% istable(j)=0;</span>
|
|
0230 <span class="comment">% else</span>
|
|
0231 <span class="comment">% if abs(egg(nspred,j))>=options_.qz_criterium; %(1-(options_.qz_criterium-1)); %1-1.e-5;</span>
|
|
0232 <span class="comment">% istable(j)=0;</span>
|
|
0233 <span class="comment">% %elseif (dr_.nboth | dr_.nfwrd) & abs(egg(nspred+1,j))<=options_.qz_criterium; %1+1.e-5;</span>
|
|
0234 <span class="comment">% elseif (nboth | nfwrd) & abs(egg(nspred+1,j))<=options_.qz_criterium; %1+1.e-5;</span>
|
|
0235 <span class="comment">% istable(j)=0;</span>
|
|
0236 <span class="comment">% end</span>
|
|
0237 <span class="comment">% end</span>
|
|
0238 <span class="comment">% end</span>
|
|
0239 <span class="comment">% istable=istable(find(istable)); % stable params</span>
|
|
0240 <span class="comment">%</span>
|
|
0241 <span class="comment">% % map unstable samples</span>
|
|
0242 <span class="comment">% iunstable=[1:Nsam];</span>
|
|
0243 <span class="comment">% for j=1:Nsam,</span>
|
|
0244 <span class="comment">% %if abs(egg(dr_.npred+1,j))>1+1.e-5 & abs(egg(dr_.npred,j))<1-1.e-5;</span>
|
|
0245 <span class="comment">% %if (dr_.nboth | dr_.nfwrd),</span>
|
|
0246 <span class="comment">% if ~any(isnan(egg(1:5,j)))</span>
|
|
0247 <span class="comment">% if (nboth | nfwrd),</span>
|
|
0248 <span class="comment">% if abs(egg(nspred+1,j))>options_.qz_criterium & abs(egg(nspred,j))<options_.qz_criterium; %(1-(options_.qz_criterium-1));</span>
|
|
0249 <span class="comment">% iunstable(j)=0;</span>
|
|
0250 <span class="comment">% end</span>
|
|
0251 <span class="comment">% else</span>
|
|
0252 <span class="comment">% if abs(egg(nspred,j))<options_.qz_criterium; %(1-(options_.qz_criterium-1));</span>
|
|
0253 <span class="comment">% iunstable(j)=0;</span>
|
|
0254 <span class="comment">% end</span>
|
|
0255 <span class="comment">% end</span>
|
|
0256 <span class="comment">% end</span>
|
|
0257 <span class="comment">% end</span>
|
|
0258 <span class="comment">% iunstable=iunstable(find(iunstable)); % unstable params</span>
|
|
0259 <span class="keyword">if</span> pprior,
|
|
0260 <span class="keyword">if</span> ~prepSA
|
|
0261 save([OutputDirectoryName <span class="string">'\'</span> fname_ <span class="string">'_prior'</span>],<span class="string">'lpmat'</span>,<span class="string">'lpmat0'</span>,<span class="string">'iunstable'</span>,<span class="string">'istable'</span>,<span class="string">'iindeterm'</span>,<span class="string">'iwrong'</span>,<span class="string">'egg'</span>,<span class="string">'yys'</span>,<span class="string">'nspred'</span>,<span class="string">'nboth'</span>,<span class="string">'nfwrd'</span>)
|
|
0262 <span class="keyword">else</span>
|
|
0263 save([OutputDirectoryName <span class="string">'\'</span> fname_ <span class="string">'_prior'</span>],<span class="string">'lpmat'</span>,<span class="string">'lpmat0'</span>,<span class="string">'iunstable'</span>,<span class="string">'istable'</span>,<span class="string">'iindeterm'</span>,<span class="string">'iwrong'</span>,<span class="string">'egg'</span>,<span class="string">'yys'</span>,<span class="string">'T'</span>,<span class="string">'nspred'</span>,<span class="string">'nboth'</span>,<span class="string">'nfwrd'</span>)
|
|
0264 <span class="keyword">end</span>
|
|
0265
|
|
0266 <span class="keyword">else</span>
|
|
0267 <span class="keyword">if</span> ~prepSA
|
|
0268 save([OutputDirectoryName <span class="string">'\'</span> fname_ <span class="string">'_mc'</span>], <span class="keyword">...</span>
|
|
0269 <span class="string">'lpmat'</span>,<span class="string">'lpmat0'</span>,<span class="string">'iunstable'</span>,<span class="string">'istable'</span>,<span class="string">'iindeterm'</span>,<span class="string">'iwrong'</span>,<span class="string">'egg'</span>,<span class="string">'yys'</span>,<span class="string">'nspred'</span>,<span class="string">'nboth'</span>,<span class="string">'nfwrd'</span>)
|
|
0270 <span class="keyword">else</span>
|
|
0271 save([OutputDirectoryName <span class="string">'\'</span> fname_ <span class="string">'_mc'</span>], <span class="keyword">...</span>
|
|
0272 <span class="string">'lpmat'</span>,<span class="string">'lpmat0'</span>,<span class="string">'iunstable'</span>,<span class="string">'istable'</span>,<span class="string">'iindeterm'</span>,<span class="string">'iwrong'</span>,<span class="string">'egg'</span>,<span class="string">'yys'</span>,<span class="string">'T'</span>,<span class="string">'nspred'</span>,<span class="string">'nboth'</span>,<span class="string">'nfwrd'</span>)
|
|
0273 <span class="keyword">end</span>
|
|
0274 <span class="keyword">end</span>
|
|
0275 <span class="keyword">else</span>
|
|
0276 <span class="keyword">if</span> pprior,
|
|
0277 filetoload=[OutputDirectoryName <span class="string">'\'</span> fname_ <span class="string">'_prior'</span>];
|
|
0278 <span class="keyword">else</span>
|
|
0279 filetoload=[OutputDirectoryName <span class="string">'\'</span> fname_ <span class="string">'_mc'</span>];
|
|
0280 <span class="keyword">end</span>
|
|
0281 load(filetoload,<span class="string">'lpmat'</span>,<span class="string">'lpmat0'</span>,<span class="string">'iunstable'</span>,<span class="string">'istable'</span>,<span class="string">'iindeterm'</span>,<span class="string">'iwrong'</span>,<span class="string">'egg'</span>,<span class="string">'yys'</span>,<span class="string">'nspred'</span>,<span class="string">'nboth'</span>,<span class="string">'nfwrd'</span>)
|
|
0282 Nsam = size(lpmat,1);
|
|
0283
|
|
0284 <span class="keyword">if</span> prepSA & isempty(strmatch(<span class="string">'T'</span>,who(<span class="string">'-file'</span>, filetoload),<span class="string">'exact'</span>)),
|
|
0285 h = waitbar(0,<span class="string">'Please wait...'</span>);
|
|
0286 options_.periods=0;
|
|
0287 options_.nomoments=1;
|
|
0288 options_.irf=0;
|
|
0289 options_.noprint=1;
|
|
0290 <a href="stoch_simul.html" class="code" title="function info=stoch_simul(var_list)">stoch_simul</a>([]);
|
|
0291 T=zeros(size(dr_.ghx,1),size(dr_.ghx,2)+size(dr_.ghu,2),length(istable));
|
|
0292 ntrans=length(istable);
|
|
0293 <span class="keyword">for</span> j=1:ntrans,
|
|
0294 M_.params(estim_params_.param_vals(:,1)) = lpmat(istable(j),:)';
|
|
0295 <a href="stoch_simul.html" class="code" title="function info=stoch_simul(var_list)">stoch_simul</a>([]);
|
|
0296 dr_ = oo_.dr;
|
|
0297 T(:,:,j) = [dr_.ghx dr_.ghu];
|
|
0298 <span class="keyword">if</span> ~exist(<span class="string">'nspred'</span>)
|
|
0299 nspred = size(dr_.ghx,2);
|
|
0300 nboth = dr_.nboth;
|
|
0301 nfwrd = dr_.nfwrd;
|
|
0302 <span class="keyword">end</span>
|
|
0303 ys_=real(dr_.ys);
|
|
0304 yys(:,j) = ys_;
|
|
0305 ys_=yys(:,1);
|
|
0306 waitbar(j/ntrans,h,[<span class="string">'MC iteration '</span>,int2str(j),<span class="string">'/'</span>,int2str(ntrans)])
|
|
0307 <span class="keyword">end</span>
|
|
0308 close(h)
|
|
0309 save(filetoload,<span class="string">'T'</span>,<span class="string">'-append'</span>)
|
|
0310 <span class="keyword">end</span>
|
|
0311 <span class="keyword">end</span>
|
|
0312
|
|
0313 <span class="keyword">if</span> pprior
|
|
0314 aname=<span class="string">'prior_stab'</span>;
|
|
0315 auname=<span class="string">'prior_unacceptable'</span>;
|
|
0316 aunstname=<span class="string">'prior_unstable'</span>;
|
|
0317 aindname=<span class="string">'prior_indeterm'</span>;
|
|
0318 asname=<span class="string">'prior_stable'</span>;
|
|
0319 <span class="keyword">else</span>
|
|
0320 aname=<span class="string">'mc_stab'</span>;
|
|
0321 auname=<span class="string">'mc_unacceptable'</span>;
|
|
0322 aunstname=<span class="string">'mc_unstable'</span>;
|
|
0323 aindname=<span class="string">'mc_indeterm'</span>;
|
|
0324 asname=<span class="string">'mc_stable'</span>;
|
|
0325 <span class="keyword">end</span>
|
|
0326 delete([OutputDirectoryName,<span class="string">'\'</span>,fname_,<span class="string">'_'</span>,aname,<span class="string">'_*.*'</span>]);
|
|
0327 <span class="comment">%delete([OutputDirectoryName,'\',fname_,'_',aname,'_SA_*.*']);</span>
|
|
0328 delete([OutputDirectoryName,<span class="string">'\'</span>,fname_,<span class="string">'_'</span>,asname,<span class="string">'_corr_*.*'</span>]);
|
|
0329 delete([OutputDirectoryName,<span class="string">'\'</span>,fname_,<span class="string">'_'</span>,auname,<span class="string">'_corr_*.*'</span>]);
|
|
0330 delete([OutputDirectoryName,<span class="string">'\'</span>,fname_,<span class="string">'_'</span>,aunstname,<span class="string">'_corr_*.*'</span>]);
|
|
0331 delete([OutputDirectoryName,<span class="string">'\'</span>,fname_,<span class="string">'_'</span>,aindname,<span class="string">'_corr_*.*'</span>]);
|
|
0332
|
|
0333 <span class="keyword">if</span> length(iunstable)>0 & length(iunstable)<Nsam,
|
|
0334 disp([num2str(length(istable)/Nsam*100),<span class="string">'\% of the prior support is stable.'</span>])
|
|
0335 disp([num2str( (length(iunstable)-length(iwrong)-length(iindeterm) )/Nsam*100),<span class="string">'\% of the prior support is unstable.'</span>])
|
|
0336 <span class="keyword">if</span> ~isempty(iindeterm),
|
|
0337 disp([num2str(length(iindeterm)/Nsam*100),<span class="string">'\% of the prior support gives indeterminacy.'</span>])
|
|
0338 <span class="keyword">end</span>
|
|
0339 <span class="keyword">if</span> ~isempty(iwrong),
|
|
0340 disp(<span class="string">' '</span>);
|
|
0341 disp([<span class="string">'For '</span>,num2str(length(iwrong)/Nsam*100),<span class="string">'\% of the prior support dynare could not find a solution.'</span>])
|
|
0342 <span class="keyword">end</span>
|
|
0343 <span class="comment">% Blanchard Kahn</span>
|
|
0344 [proba, dproba] = <a href="stab_map_1.html" class="code" title="function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname)">stab_map_1</a>(lpmat, istable, iunstable, aname,0);
|
|
0345 indstab=find(dproba>ksstat);
|
|
0346 disp(<span class="string">'The following parameters mostly drive acceptable behaviour'</span>)
|
|
0347 disp(M_.param_names(estim_params_.param_vals(indstab,1),:))
|
|
0348 <a href="stab_map_1.html" class="code" title="function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname)">stab_map_1</a>(lpmat, istable, iunstable, aname, 1, indstab, OutputDirectoryName);
|
|
0349 <span class="keyword">if</span> ~isempty(iindeterm),
|
|
0350 ixun=iunstable(find(~ismember(iunstable,[iindeterm,iwrong])));
|
|
0351 [proba, dproba] = <a href="stab_map_1.html" class="code" title="function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname)">stab_map_1</a>(lpmat, [1:Nsam], iindeterm, [aname, <span class="string">'_indet'</span>],0);
|
|
0352 indindet=find(dproba>ksstat);
|
|
0353 disp(<span class="string">'The following parameters mostly drive indeterminacy'</span>)
|
|
0354 disp(M_.param_names(estim_params_.param_vals(indindet,1),:))
|
|
0355 <a href="stab_map_1.html" class="code" title="function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname)">stab_map_1</a>(lpmat, [1:Nsam], iindeterm, [aname, <span class="string">'_indet'</span>], 1, indindet, OutputDirectoryName);
|
|
0356 <span class="keyword">if</span> ~isempty(ixun),
|
|
0357 [proba, dproba] = <a href="stab_map_1.html" class="code" title="function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname)">stab_map_1</a>(lpmat, [1:Nsam], ixun, [aname, <span class="string">'_unst'</span>],0);
|
|
0358 indunst=find(dproba>ksstat);
|
|
0359 disp(<span class="string">'The following parameters mostly drive instability'</span>)
|
|
0360 disp(M_.param_names(estim_params_.param_vals(indunst,1),:))
|
|
0361 <a href="stab_map_1.html" class="code" title="function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname)">stab_map_1</a>(lpmat, [1:Nsam], ixun, [aname, <span class="string">'_unst'</span>], 1, indunst, OutputDirectoryName);
|
|
0362 <span class="keyword">end</span>
|
|
0363 <span class="keyword">end</span>
|
|
0364
|
|
0365 disp(<span class="string">' '</span>)
|
|
0366 disp(<span class="string">'Starting bivariate analysis:'</span>)
|
|
0367
|
|
0368 c0=corrcoef(lpmat(istable,:));
|
|
0369 c00=tril(c0,-1);
|
|
0370
|
|
0371 <a href="stab_map_2.html" class="code" title="function stab_map_2(x,alpha2,fnam, dirname)">stab_map_2</a>(lpmat(istable,:),alpha2, asname, OutputDirectoryName);
|
|
0372 <a href="stab_map_2.html" class="code" title="function stab_map_2(x,alpha2,fnam, dirname)">stab_map_2</a>(lpmat(iunstable,:),alpha2, auname, OutputDirectoryName);
|
|
0373 <span class="keyword">if</span> ~isempty(iindeterm),
|
|
0374 <a href="stab_map_2.html" class="code" title="function stab_map_2(x,alpha2,fnam, dirname)">stab_map_2</a>(lpmat(iindeterm,:),alpha2, aindname, OutputDirectoryName);
|
|
0375 <span class="keyword">if</span> ~isempty(ixun),
|
|
0376 <a href="stab_map_2.html" class="code" title="function stab_map_2(x,alpha2,fnam, dirname)">stab_map_2</a>(lpmat(ixun,:),alpha2, aunstname, OutputDirectoryName);
|
|
0377 <span class="keyword">end</span>
|
|
0378 <span class="keyword">end</span>
|
|
0379
|
|
0380 x0=0.5.*(bayestopt_.ub(1:nshock)-bayestopt_.lb(1:nshock))+bayestopt_.lb(1:nshock);
|
|
0381 x0 = [x0; lpmat(istable(1),:)'];
|
|
0382 <span class="keyword">if</span> istable(end)~=Nsam
|
|
0383 M_.params(estim_params_.param_vals(:,1)) = lpmat(istable(1),:)';
|
|
0384 <a href="stoch_simul.html" class="code" title="function info=stoch_simul(var_list)">stoch_simul</a>([]);
|
|
0385 <span class="keyword">end</span>
|
|
0386 <span class="keyword">else</span>
|
|
0387 <span class="keyword">if</span> length(iunstable)==0,
|
|
0388 disp(<span class="string">'All parameter values in the specified ranges are stable!'</span>)
|
|
0389 x0=0.5.*(bayestopt_.ub(1:nshock)-bayestopt_.lb(1:nshock))+bayestopt_.lb(1:nshock);
|
|
0390 x0 = [x0; lpmat(istable(1),:)'];
|
|
0391 <span class="keyword">else</span>
|
|
0392 disp(<span class="string">'All parameter values in the specified ranges are not acceptable!'</span>)
|
|
0393 x0=[];
|
|
0394 <span class="keyword">end</span>
|
|
0395
|
|
0396 <span class="keyword">end</span></pre></div>
|
|
<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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