dynare/matlab/gsa/redform_screen.m

function redform_screen(dirname, options_gsa_)
%function redform_map(dirname, options_gsa_)
% inputs (from opt_gsa structure
% anamendo    = options_gsa_.namendo;
% anamlagendo = options_gsa_.namlagendo;
% anamexo     = options_gsa_.namexo;
% iload       = options_gsa_.load_redform;
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.

% Copyright (C) 2012-2013 Dynare Team
%
% 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/>.

global M_ oo_ estim_params_ options_ bayestopt_

% options_gsa_ = options_.opt_gsa;

anamendo = options_gsa_.namendo;
anamlagendo = options_gsa_.namlagendo;
anamexo = options_gsa_.namexo;
iload = options_gsa_.load_redform;
nliv = options_gsa_.morris_nliv;

pnames = M_.param_names(estim_params_.param_vals(:,1),:);
if nargin==0,
  dirname='';
end

load([dirname,'/',M_.fname,'_prior'],'lpmat','lpmat0','istable','T');

nspred=M_.nspred;

[kn, np]=size(lpmat);
nshock = length(bayestopt_.pshape)-np;

nsok = length(find(M_.lead_lag_incidence(M_.maximum_lag,:)));

js=0;
for j=1:size(anamendo,1),
  namendo=deblank(anamendo(j,:));
  iendo=strmatch(namendo,M_.endo_names(oo_.dr.order_var,:),'exact');

  iplo=0;
  ifig=0;
  for jx=1:size(anamexo,1)
    namexo=deblank(anamexo(jx,:));
    iexo=strmatch(namexo,M_.exo_names,'exact');

    if ~isempty(iexo),
      y0=teff(T(iendo,iexo+nspred,:),kn,istable);
      if ~isempty(y0),
        if mod(iplo,9)==0,
          ifig=ifig+1;
          hh=dyn_figure(options_,'name',[namendo,' vs. shocks ',int2str(ifig)]);
          iplo=0;
        end
        iplo=iplo+1;
        js=js+1;
        subplot(3,3,iplo),
        [SAmeas, SAMorris] = Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0,nliv);
        SAM = squeeze(SAMorris(nshock+1:end,1));
        SA(:,js)=SAM./(max(SAM)+eps);
        [saso, iso] = sort(-SA(:,js));
        bar(SA(iso(1:min(np,10)),js))
        %set(gca,'xticklabel',pnames(iso(1:min(np,10)),:),'fontsize',8)
        set(gca,'xticklabel',' ','fontsize',10)
        set(gca,'xlim',[0.5 10.5])
        for ip=1:min(np,10),
          text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
        end
        title([namendo,' vs. ',namexo],'interpreter','none')
        if iplo==9,
          dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],options_);  
        end

      end
    end
  end
  if iplo<9 && iplo>0 && ifig,
    dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_shocks_',num2str(ifig)],options_);
  end

  iplo=0;
  ifig=0;
  for je=1:size(anamlagendo,1)
    namlagendo=deblank(anamlagendo(je,:));
    ilagendo=strmatch(namlagendo,M_.endo_names(oo_.dr.order_var(M_.nstatic+1:M_.nstatic+nsok),:),'exact');

    if ~isempty(ilagendo),
      y0=teff(T(iendo,ilagendo,:),kn,istable);
      if ~isempty(y0),
        if mod(iplo,9)==0,
          ifig=ifig+1;
          hh=dyn_figure(options_,'name',[namendo,' vs. lagged endogenous ',int2str(ifig)]);
          iplo=0;
        end
        iplo=iplo+1;
        js=js+1;
        subplot(3,3,iplo),
        [SAmeas, SAMorris] = Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0,nliv);
        SAM = squeeze(SAMorris(nshock+1:end,1));
        SA(:,js)=SAM./(max(SAM)+eps);
        [saso, iso] = sort(-SA(:,js));
        bar(SA(iso(1:min(np,10)),js))
        %set(gca,'xticklabel',pnames(iso(1:min(np,10)),:),'fontsize',8)
        set(gca,'xticklabel',' ','fontsize',10)
        set(gca,'xlim',[0.5 10.5])
        for ip=1:min(np,10),
          text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
        end

        title([namendo,' vs. ',namlagendo,'(-1)'],'interpreter','none')
        if iplo==9,
          dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],options_);  
        end
      end
    end
  end
  if iplo<9 && iplo>0 && ifig,
    dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],options_);      
  end
end

hh=dyn_figure(options_); 
%bar(SA)
% boxplot(SA','whis',10,'symbol','r.')
myboxplot(SA',[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
set(gca,'xlim',[0.5 np+0.5])
set(gca,'ylim',[0 1])
set(gca,'position',[0.13 0.2 0.775 0.7])
for ip=1:np,
  text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
xlabel(' ')
ylabel('Elementary Effects')
title('Reduced form screening')
dyn_saveas(hh,[dirname,'/',M_.fname,'_redform_screen'],options_);