186 lines
7.3 KiB
Matlab
186 lines
7.3 KiB
Matlab
function check_plot(fun,xparam,SE_vec,options_,M_,estim_params_,Bounds,bayestopt_,varargin)
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%function check_plot(fun,xparam,SE_vec,options_,M_,estim_params_,Bounds,bayestopt_,varargin)
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% Checks the estimated local minimum of the moment's distance objective
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% Copyright © 2020-2021 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 <https://www.gnu.org/licenses/>.
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TeX = options_.TeX;
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if ~isempty(SE_vec)
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[ s_min, k ] = min(SE_vec);
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end
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fval = feval(fun,xparam,varargin{:});
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if ~isempty(SE_vec)
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skipline()
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disp('LOCAL MINIMUM CHECK')
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skipline()
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fprintf('Fval obtained by the minimization routine: %f', fval);
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skipline()
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if s_min<eps
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fprintf('Most negative variance %f for parameter %d (%s = %f)', s_min, k , bayestopt_.name{k}, xparam(k))
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end
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end
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[nbplt,nr,nc,lr,lc,nstar] = pltorg(length(xparam));
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if ~exist([M_.dname filesep 'graphs'],'dir')
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mkdir(M_.dname,'graphs');
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end
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if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fidTeX = fopen([M_.dname, '/graphs/', M_.fname '_MoMCheckPlots.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by mom.check_plot.m (Dynare).\n');
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fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
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fprintf(fidTeX,' \n');
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end
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ll = options_.mode_check.neighbourhood_size;
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if isinf(ll)
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options_.mode_check.symmetric_plots = false;
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end
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mcheck = struct('cross',struct(),'emin',struct());
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for plt = 1:nbplt
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if TeX
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NAMES = [];
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TeXNAMES = [];
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end
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hh = dyn_figure(options_.nodisplay,'Name','Minimum check plots');
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for k=1:min(nstar,length(xparam)-(plt-1)*nstar)
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subplot(nr,nc,k)
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kk = (plt-1)*nstar+k;
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[name,texname] = get_the_name(kk,TeX,M_,estim_params_,options_);
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xx = xparam;
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if xparam(kk)~=0 || ~isinf(Bounds.lb(kk)) || ~isinf(Bounds.lb(kk))
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l1 = max(Bounds.lb(kk),(1-sign(xparam(kk))*ll)*xparam(kk)); m1 = 0; %lower bound
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l2 = min(Bounds.ub(kk),(1+sign(xparam(kk))*ll)*xparam(kk)); %upper bound
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else
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%size info for 0 parameter is missing, use prior standard
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%deviation
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upper_bound=Bounds.lb(kk);
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if isinf(upper_bound)
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upper_bound=-1e-6*options_.huge_number;
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end
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lower_bound=Bounds.ub(kk);
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if isinf(lower_bound)
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lower_bound=-1e-6*options_.huge_number;
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end
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l1 = max(lower_bound,-bayestopt_.p2(kk)); m1 = 0; %lower bound
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l2 = min(upper_bound,bayestopt_.p2(kk)); %upper bound
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end
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binding_lower_bound=0;
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binding_upper_bound=0;
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if isequal(xparam(kk),Bounds.lb(kk))
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binding_lower_bound=1;
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bound_value=Bounds.lb(kk);
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elseif isequal(xparam(kk),Bounds.ub(kk))
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binding_upper_bound=1;
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bound_value=Bounds.ub(kk);
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end
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if options_.mode_check.symmetric_plots && ~binding_lower_bound && ~binding_upper_bound
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if l2<(1+ll)*xparam(kk) %test whether upper bound is too small due to prior binding
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l1 = xparam(kk) - (l2-xparam(kk)); %adjust lower bound to become closer
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m1 = 1;
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end
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if ~m1 && (l1>(1-ll)*xparam(kk)) && (xparam(kk)+(xparam(kk)-l1)<Bounds.ub(kk)) % if lower bound was truncated and using difference from lower bound does not violate upper bound
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l2 = xparam(kk) + (xparam(kk)-l1); %set upper bound to same distance as lower bound
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end
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end
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z1 = l1:((xparam(kk)-l1)/(options_.mode_check.number_of_points/2)):xparam(kk);
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z2 = xparam(kk):((l2-xparam(kk))/(options_.mode_check.number_of_points/2)):l2;
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z = union(z1,z2);
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if options_.mom.penalized_estimator
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y = zeros(length(z),2);
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dy=(xx-bayestopt_.p1)'/diag(bayestopt_.p2.^2)*(xx-bayestopt_.p1);
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else
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y = zeros(length(z),1);
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end
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for i=1:length(z)
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xx(kk) = z(i);
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[fval, info, exit_flag] = feval(fun,xx,varargin{:});
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if exit_flag
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y(i,1) = fval;
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else
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y(i,1) = NaN;
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if options_.debug
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fprintf('mom.check_plot:: could not solve model for parameter %s at value %4.3f, error code: %u\n',name,z(i),info(1))
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end
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end
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if options_.mom.penalized_estimator
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prior=(xx-bayestopt_.p1)'/diag(bayestopt_.p2.^2)*(xx-bayestopt_.p1);
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y(i,2) = (y(i,1)+prior-dy);
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end
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end
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mcheck.cross = setfield(mcheck.cross, name, [transpose(z), y]);
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mcheck.emin = setfield(mcheck.emin, name, xparam(kk));
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fighandle=plot(z,y);
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hold on
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yl=get(gca,'ylim');
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plot( [xparam(kk) xparam(kk)], yl, 'c', 'LineWidth', 1)
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NaN_index = find(isnan(y(:,1)));
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zNaN = z(NaN_index);
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yNaN = yl(1)*ones(size(NaN_index));
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plot(zNaN,yNaN,'o','MarkerEdgeColor','r','MarkerFaceColor','r','MarkerSize',6);
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if TeX
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title(texname,'interpreter','latex')
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else
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title(name,'interpreter','none')
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end
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axis tight
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if binding_lower_bound || binding_upper_bound
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xl=get(gca,'xlim');
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plot( [bound_value bound_value], yl, 'r--', 'LineWidth', 1)
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xlim([xl(1)-0.5*binding_lower_bound*(xl(2)-xl(1)) xl(2)+0.5*binding_upper_bound*(xl(2)-xl(1))])
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end
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hold off
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drawnow
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end
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if options_.mom.penalized_estimator
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if isoctave
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axes('outerposition',[0.3 0.93 0.42 0.07],'box','on'),
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else
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axes('position',[0.3 0.01 0.42 0.05],'box','on'),
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end
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line_color=get(fighandle,'color');
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plot([0.48 0.68],[0.5 0.5],'color',line_color{2})
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hold on, plot([0.04 0.24],[0.5 0.5],'color',line_color{1})
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set(gca,'xlim',[0 1],'ylim',[0 1],'xtick',[],'ytick',[])
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text(0.25,0.5,'log-post')
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text(0.69,0.5,'log-lik kernel')
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end
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dyn_saveas(hh,[M_.dname, '/graphs/', M_.fname '_MoMCheckPlots' int2str(plt) ],options_.nodisplay,options_.graph_format);
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if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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% TeX eps loader file
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_MoMCheckPlots%s}\n',options_.figures.textwidth*min(k/nc,1),[M_.dname, '/graphs/',M_.fname],int2str(plt));
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fprintf(fidTeX,'\\caption{Method of Moments check plots.}');
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fprintf(fidTeX,'\\label{Fig:MoMCheckPlots:%s}\n',int2str(plt));
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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end
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if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fclose(fidTeX);
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end
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save([M_.dname filesep 'graphs' filesep M_.fname '_MoMCheckPlots_data.mat'],'mcheck');
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