106 lines
3.1 KiB
Matlab
106 lines
3.1 KiB
Matlab
function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname, pcrit, atitle)
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%function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname, pcrit)
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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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% pcrit = (OPTIONAL) critical value of the pvalue below which show the plots
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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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% Written by Marco Ratto
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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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% Reference:
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% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
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% Copyright (C) 2012-2013 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 <http://www.gnu.org/licenses/>.
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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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if nargin<9,
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atitle=aname;
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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,
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ipar=[];
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end
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if nargin<8 || isempty(pcrit),
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pcrit=1;
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end
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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 isempty(ipar),
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% ipar=find(dproba>dcrit);
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ipar=find(proba<pcrit);
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end
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nparplot=length(ipar);
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if iplot && ~options_.nograph
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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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hh=dyn_figure(options_,'name',atitle);
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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 1], 'linestyle',':','LineWidth',1.5)
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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],'LineWidth',1.5)
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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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title([ftit{j},'. p-value ', num2str(proba(ipar(j)),2)],'interpreter','none')
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end
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dyn_saveas(hh,[dirname,filesep,fname_,'_',aname,'_SA_',int2str(i)],options_);
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end
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end
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