88 lines
2.7 KiB
Matlab
88 lines
2.7 KiB
Matlab
function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname)
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%function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname)
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%
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% lpmat = Monte Carlo matrix
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% ibehaviour = index of behavioural runs
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% inonbehaviour = index of non-behavioural runs
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% aname = label of the analysis
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% iplot = 1 plot cumulative distributions (default)
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% iplot = 0 no plots
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% ipar = index array of parameters to plot
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% dirname = (OPTIONAL) path of the directory where to save
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% (default: current directory)
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%
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% Plots: dotted lines for BEHAVIOURAL
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% solid lines for NON BEHAVIOURAL
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% USES smirnov
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%
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% Part of the Sensitivity Analysis Toolbox for DYNARE
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%
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% Written by Marco Ratto, 2006
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% Joint Research Centre, The European Commission,
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% (http://eemc.jrc.ec.europa.eu/),
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% marco.ratto@jrc.it
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%
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% Disclaimer: This software is not subject to copyright protection and is in the public domain.
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% It is an experimental system. The Joint Research Centre of European Commission
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% assumes no responsibility whatsoever for its use by other parties
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% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
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% characteristic. We would appreciate acknowledgement if the software is used.
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% Reference:
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% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
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%
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global estim_params_ bayestopt_ M_ options_
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if nargin<5,
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iplot=1;
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end
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fname_ = M_.fname;
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if nargin<7,
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dirname='';;
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end
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nshock = estim_params_.nvx;
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nshock = nshock + estim_params_.nvn;
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nshock = nshock + estim_params_.ncx;
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nshock = nshock + estim_params_.ncn;
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npar=size(lpmat,2);
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ishock= npar>estim_params_.np;
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if nargin<6 | isempty(ipar),
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ipar=[1:npar];
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end
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nparplot=length(ipar);
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% Smirnov test for Blanchard;
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for j=1:npar,
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[H,P,KSSTAT] = smirnov(lpmat(ibehaviour,j),lpmat(inonbehaviour,j));
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proba(j)=P;
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dproba(j)=KSSTAT;
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end
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if iplot
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lpmat=lpmat(:,ipar);
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ftit=bayestopt_.name(ipar+nshock*(1-ishock));
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for i=1:ceil(nparplot/12),
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figure('name',aname),
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for j=1+12*(i-1):min(nparplot,12*i),
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subplot(3,4,j-12*(i-1))
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if ~isempty(ibehaviour),
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h=cumplot(lpmat(ibehaviour,j));
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set(h,'color',[0 0 0], 'linestyle',':')
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end
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hold on,
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if ~isempty(inonbehaviour),
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h=cumplot(lpmat(inonbehaviour,j));
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set(h,'color',[0 0 0])
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end
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title([ftit{j},'. D-stat ', num2str(dproba(ipar(j)),2)],'interpreter','none')
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end
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saveas(gcf,[dirname,'\',fname_,'_',aname,'_SA_',int2str(i)])
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eval(['print -depsc2 ' dirname '\' fname_ '_' aname '_SA_' int2str(i)]);
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eval(['print -dpdf ' dirname '\' fname_ '_' aname '_SA_' int2str(i)]);
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if options_.nograph, close(gcf), end
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end
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end
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