116 lines
4.8 KiB
Matlab
116 lines
4.8 KiB
Matlab
function indmcf = monte_carlo_filtering_analysis(lpmat, ibeha, inobeha, options_mcf, M_, options_, bayestopt_, estim_params_)
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% indmcf = monte_carlo_filtering_analysis(lpmat, ibeha, inobeha, options_mcf, M_, options_, bayestopt_, estim_params_)
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% Inputs:
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% - lpmat [double] Monte Carlo matrix
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% - ibeha [integer] index of behavioural runs
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% - inobeha [integer] index of non-behavioural runs
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% - options_gsa_ [structure] GSA options_
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% - M_ [structure] describing the model
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% - options_ [structure] describing the options
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% - bayestopt_ [structure] describing the priors
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% - estim_params_ [structure] characterizing parameters to be estimated
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%
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% Outputs:
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% - indmcf [double] results of matrix
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% Written by Marco Ratto
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% Joint Research Centre, The European Commission,
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% marco.ratto@ec.europa.eu
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%
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% Copyright © 2014 European Commission
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% Copyright © 2016-2023 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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pvalue_ks = options_mcf.pvalue_ks;
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pvalue_corr = options_mcf.pvalue_corr;
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alpha2 = options_mcf.alpha2;
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param_names = options_mcf.param_names;
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if options_.TeX
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if ~isfield(options_mcf,'param_names_tex')
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param_names_tex = options_mcf.param_names;
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else
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param_names_tex = options_mcf.param_names_tex;
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end
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else
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param_names_tex = strrep(options_mcf.param_names,'_','\_');
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end
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amcf_name = options_mcf.amcf_name;
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amcf_title = options_mcf.amcf_title;
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beha_title = options_mcf.beha_title;
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nobeha_title = options_mcf.nobeha_title;
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if options_.TeX
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beha_title_latex = options_mcf.beha_title_latex;
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nobeha_title_latex = options_mcf.nobeha_title_latex;
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end
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title = options_mcf.title;
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fname_ = options_mcf.fname_;
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xparam1=[];
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if isfield(options_mcf,'xparam1')
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xparam1=options_mcf.xparam1;
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end
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OutputDirectoryName = options_mcf.OutputDirectoryName;
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[proba, dproba] = gsa.stability_mapping_univariate(lpmat, ibeha, inobeha, [],fname_, options_, bayestopt_.name, estim_params_,0);
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indmcf=find(proba<pvalue_ks);
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[~,jtmp] = sort(proba(indmcf),1,'ascend');
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indmcf = indmcf(jtmp);
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if ~isempty(indmcf)
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skipline()
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headers = {'Parameter','d-stat','p-value'};
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labels = param_names(indmcf);
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data_mat=[dproba(indmcf) proba(indmcf)];
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options_temp.noprint=0;
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dyntable(options_temp,['Smirnov statistics in driving ', title],headers,labels,data_mat,size(labels,2)+2,16,3);
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if options_.TeX
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labels_TeX=param_names_tex(indmcf);
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M_temp.dname=OutputDirectoryName ;
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M_temp.fname=fname_;
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dyn_latex_table(M_temp,options_temp,['Smirnov statistics in driving ', strrep(title,'_','\\_')],amcf_name,headers,labels_TeX,data_mat,size(labels,2)+2,16,6);
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end
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end
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if length(ibeha)>10 && length(inobeha)>10
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if options_.TeX
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indcorr1 = gsa.stability_mapping_bivariate(lpmat(ibeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, beha_title, beha_title_latex);
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indcorr2 = gsa.stability_mapping_bivariate(lpmat(inobeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, nobeha_title, nobeha_title_latex);
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else
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indcorr1 = gsa.stability_mapping_bivariate(lpmat(ibeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, beha_title);
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indcorr2 = gsa.stability_mapping_bivariate(lpmat(inobeha,:),alpha2, pvalue_corr, M_, options_, bayestopt_, estim_params_, nobeha_title);
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end
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indcorr = union(indcorr1(:), indcorr2(:));
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indcorr = indcorr(~ismember(indcorr(:),indmcf));
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indmcf = [indmcf(:); indcorr(:)];
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end
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if ~isempty(indmcf) && ~options_.nograph
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skipline()
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xx=[];
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if ~ isempty(xparam1)
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xx=xparam1(indmcf);
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end
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if options_.TeX
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gsa.scatter_mcf(lpmat(ibeha,indmcf),lpmat(inobeha,indmcf), param_names_tex(indmcf), ...
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'.', [fname_,'_',amcf_name], OutputDirectoryName, amcf_title,xx, options_, ...
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beha_title, nobeha_title, beha_title_latex, nobeha_title_latex)
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else
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gsa.scatter_mcf(lpmat(ibeha,indmcf),lpmat(inobeha,indmcf), param_names_tex(indmcf), ...
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'.', [fname_,'_',amcf_name], OutputDirectoryName, amcf_title,xx, options_, ...
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beha_title, nobeha_title)
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end
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end
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