68 lines
2.5 KiB
Matlab
68 lines
2.5 KiB
Matlab
function indmcf = mcf_analysis(lpmat, ibeha, inobeha, options_mcf, DynareOptions)
|
|
%
|
|
% Written by Marco Ratto
|
|
% Joint Research Centre, The European Commission,
|
|
% marco.ratto@jrc.ec.europa.eu
|
|
%
|
|
|
|
% Copyright (C) 2014 European Commission
|
|
%
|
|
% 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 <http://www.gnu.org/licenses/>.
|
|
|
|
pvalue_ks = options_mcf.pvalue_ks;
|
|
pvalue_corr = options_mcf.pvalue_corr;
|
|
alpha2 = options_mcf.alpha2;
|
|
param_names = options_mcf.param_names;
|
|
amcf_name = options_mcf.amcf_name;
|
|
amcf_title = options_mcf.amcf_title;
|
|
beha_title = options_mcf.beha_title;
|
|
nobeha_title = options_mcf.nobeha_title;
|
|
title = options_mcf.title;
|
|
fname_ = options_mcf.fname_;
|
|
xparam1=[];
|
|
if isfield(options_mcf,'xparam1'),
|
|
xparam1=options_mcf.xparam1;
|
|
end
|
|
OutputDirectoryName = options_mcf.OutputDirectoryName;
|
|
|
|
[proba, dproba] = stab_map_1(lpmat, ibeha, inobeha, [],0);
|
|
% indindet=find(dproba>ksstat);
|
|
indmcf=find(proba<pvalue_ks);
|
|
[tmp,jtmp] = sort(proba(indmcf),2,'ascend');
|
|
indmcf = indmcf(jtmp);
|
|
if ~isempty(indmcf)
|
|
disp(['Smirnov statistics in driving ', title])
|
|
for j=1:length(indmcf),
|
|
disp([param_names(indmcf(j),:),' d-stat = ', num2str(dproba(indmcf(j)),'%1.3f'),' p-value = ', num2str(proba(indmcf(j)),'%1.3f')])
|
|
end
|
|
skipline()
|
|
end
|
|
if length(ibeha)>10 && length(inobeha)>10,
|
|
indcorr1 = stab_map_2(lpmat(ibeha,:),alpha2, pvalue_corr, beha_title);
|
|
indcorr2 = stab_map_2(lpmat(inobeha,:),alpha2, pvalue_corr, nobeha_title);
|
|
indcorr = union(indcorr1(:), indcorr2(:));
|
|
indcorr = indcorr(~ismember(indcorr(:),indmcf));
|
|
indmcf = [indmcf(:); indcorr(:)];
|
|
end
|
|
if ~isempty(indmcf) && ~DynareOptions.nograph,
|
|
skipline()
|
|
xx=[];
|
|
if ~ isempty(xparam1), xx=xparam1(indmcf); end
|
|
scatter_mcf(lpmat(ibeha,indmcf),lpmat(inobeha,indmcf), param_names(indmcf,:), ...
|
|
'.', [fname_,'_',amcf_name], OutputDirectoryName, amcf_title,xx, DynareOptions, ...
|
|
beha_title, nobeha_title)
|
|
end
|