dynare/matlab/gsa/stab_map_1.m

133 lines
5.1 KiB
Matlab

function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname, pcrit, atitle)
%function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname, pcrit)
%
% lpmat = Monte Carlo matrix
% ibehaviour = index of behavioural runs
% inonbehaviour = index of non-behavioural runs
% aname = label of the analysis
% iplot = 1 plot cumulative distributions (default)
% iplot = 0 no plots
% ipar = index array of parameters to plot
% dirname = (OPTIONAL) path of the directory where to save
% (default: current directory)
% pcrit = (OPTIONAL) critical value of the pvalue below which show the plots
%
% Plots: dotted lines for BEHAVIOURAL
% solid lines for NON BEHAVIOURAL
% USES smirnov
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright © 2012-2016 European Commission
% Copyright © 2012-2023 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 <https://www.gnu.org/licenses/>.
global estim_params_ bayestopt_ M_ options_
if nargin<5
iplot=1;
end
fname_ = M_.fname;
if nargin<7
dirname='';
end
if nargin<9,
atitle=aname;
end
nshock = estim_params_.nvx;
nshock = nshock + estim_params_.nvn;
nshock = nshock + estim_params_.ncx;
nshock = nshock + estim_params_.ncn;
npar=size(lpmat,2);
ishock= npar>estim_params_.np;
if nargin<6
ipar=[];
end
if nargin<8 || isempty(pcrit)
pcrit=1;
end
% Smirnov test for Blanchard;
for j=1:npar
[H,P,KSSTAT] = smirnov(lpmat(ibehaviour,j),lpmat(inonbehaviour,j));
proba(j)=P;
dproba(j)=KSSTAT;
end
if isempty(ipar)
% ipar=find(dproba>dcrit);
ipar=find(proba<pcrit);
end
nparplot=length(ipar);
if iplot && ~options_.nograph
lpmat=lpmat(:,ipar);
ftit=bayestopt_.name(ipar+nshock*(1-ishock));
for i=1:ceil(nparplot/12)
hh_fig=dyn_figure(options_.nodisplay,'name',atitle);
for j=1+12*(i-1):min(nparplot,12*i)
subplot(3,4,j-12*(i-1))
if ~isempty(ibehaviour)
h=cumplot(lpmat(ibehaviour,j));
set(h,'color',[0 0 1], 'linestyle',':','LineWidth',1.5)
end
hold on
if ~isempty(inonbehaviour)
h=cumplot(lpmat(inonbehaviour,j));
set(h,'color',[0 0 0],'LineWidth',1.5)
end
% title([ftit{j},'. D-stat ', num2str(dproba(ipar(j)),2)],'interpreter','none')
title([ftit{j},'. p-value ', num2str(proba(ipar(j)),2)],'interpreter','none')
end
if nparplot>12
dyn_saveas(hh_fig,[dirname,filesep,fname_,'_',aname,'_SA_',int2str(i)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([dirname,filesep,fname_,'_',aname,'_SA_',int2str(i) '.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by stab_map_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s}\n',strrep([dirname,filesep,fname_,'_',aname,'_SA_',int2str(i)],'\','/'));
fprintf(fidTeX,'\\caption{%s.}',atitle);
fprintf(fidTeX,'\\label{Fig:%s:%u}\n',atitle,i);
fprintf(fidTeX,'\\end{figure}\n\n');
fprintf(fidTeX,'%% End Of TeX file. \n');
fclose(fidTeX);
end
else
dyn_saveas(hh_fig,[dirname,filesep,fname_,'_',aname,'_SA'],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([dirname,filesep,fname_,'_',aname,'_SA.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by stab_map_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s}\n',options_.figures.textwidth*min((j-12*(i-1))/3,1),strrep([dirname,filesep,fname_,'_',aname,'_SA'],'\','/'));
fprintf(fidTeX,'\\caption{%s.}',atitle);
fprintf(fidTeX,'\\label{Fig:%s}\n',atitle);
fprintf(fidTeX,'\\end{figure}\n\n');
fprintf(fidTeX,'%% End Of TeX file. \n');
fclose(fidTeX);
end
end
end
end