560 lines
26 KiB
Matlab
560 lines
26 KiB
Matlab
function map_calibration(OutputDirectoryName, Model, DynareOptions, DynareResults, EstimatedParameters, BayesInfo)
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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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% Copyright (C) 2014-2016 European Commission
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% Copyright (C) 2014-2018 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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fname_ = Model.fname;
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np = EstimatedParameters.np;
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nshock = EstimatedParameters.nvx + EstimatedParameters.nvn + EstimatedParameters.ncx + EstimatedParameters.ncn;
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pnames=cell(np,1);
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pnames_tex=cell(np,1);
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for jj=1:np
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if DynareOptions.TeX
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[param_name_temp, param_name_tex_temp]= get_the_name(nshock+jj, DynareOptions.TeX, Model, EstimatedParameters, DynareOptions);
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pnames_tex{jj,1} = strrep(param_name_tex_temp,'$','');
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pnames{jj,1} = param_name_temp;
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else
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param_name_temp = get_the_name(nshock+jj, DynareOptions.TeX, Model, EstimatedParameters, DynareOptions);
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pnames{jj,1} = param_name_temp;
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end
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end
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pvalue_ks = DynareOptions.opt_gsa.pvalue_ks;
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indx_irf = [];
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indx_moment = [];
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DynareOptions.nodisplay = 1;
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init = ~DynareOptions.opt_gsa.load_stab;
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options_mcf.pvalue_ks = DynareOptions.opt_gsa.pvalue_ks;
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options_mcf.pvalue_corr = DynareOptions.opt_gsa.pvalue_corr;
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options_mcf.alpha2 = DynareOptions.opt_gsa.alpha2_stab;
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options_mcf.param_names = pnames;
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if DynareOptions.TeX
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options_mcf.param_names_tex = pnames_tex;
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end
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options_mcf.fname_ = fname_;
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options_mcf.OutputDirectoryName = OutputDirectoryName;
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skipline()
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disp('Sensitivity analysis for calibration criteria')
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if DynareOptions.opt_gsa.ppost
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filetoload=dir([Model.dname filesep 'metropolis' filesep fname_ '_param_irf*.mat']);
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lpmat=[];
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for j=1:length(filetoload)
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load([Model.dname filesep 'metropolis' filesep fname_ '_param_irf',int2str(j),'.mat'])
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lpmat = [lpmat; stock];
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clear stock
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end
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type = 'post';
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else
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if DynareOptions.opt_gsa.pprior
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filetoload=[OutputDirectoryName '/' fname_ '_prior'];
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load(filetoload,'lpmat','lpmat0','istable','iunstable','iindeterm','iwrong' ,'infox')
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lpmat = [lpmat0 lpmat];
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type = 'prior';
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else
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filetoload=[OutputDirectoryName '/' fname_ '_mc'];
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load(filetoload,'lpmat','lpmat0','istable','iunstable','iindeterm','iwrong' ,'infox')
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lpmat = [lpmat0 lpmat];
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type = 'mc';
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end
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end
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[Nsam, np] = size(lpmat);
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npar = size(pnames,1);
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nshock = np - npar;
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nbr_irf_restrictions = size(DynareOptions.endogenous_prior_restrictions.irf,1);
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nbr_moment_restrictions = size(DynareOptions.endogenous_prior_restrictions.moment,1);
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if init
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mat_irf=cell(nbr_irf_restrictions,1);
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for ij=1:nbr_irf_restrictions
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mat_irf{ij}=NaN(Nsam,length(DynareOptions.endogenous_prior_restrictions.irf{ij,3}));
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end
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mat_moment=cell(nbr_moment_restrictions,1);
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for ij=1:nbr_moment_restrictions
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mat_moment{ij}=NaN(Nsam,length(DynareOptions.endogenous_prior_restrictions.moment{ij,3}));
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end
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irestrictions = [1:Nsam];
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h = dyn_waitbar(0,'Please wait...');
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for j=1:Nsam
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Model = set_all_parameters(lpmat(j,:)',EstimatedParameters,Model);
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if nbr_moment_restrictions
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[Tt,Rr,SteadyState,info,Model,DynareOptions,DynareResults] = dynare_resolve(Model,DynareOptions,DynareResults);
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else
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[Tt,Rr,SteadyState,info,Model,DynareOptions,DynareResults] = dynare_resolve(Model,DynareOptions,DynareResults,'restrict');
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end
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if info(1)==0
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[info, info_irf, info_moment, data_irf, data_moment]=endogenous_prior_restrictions(Tt,Rr,Model,DynareOptions,DynareResults);
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if ~isempty(info_irf)
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for ij=1:nbr_irf_restrictions
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mat_irf{ij}(j,:)=data_irf{ij}(:,2)';
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end
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indx_irf(j,:)=info_irf(:,1);
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end
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if ~isempty(info_moment)
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for ij=1:nbr_moment_restrictions
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mat_moment{ij}(j,:)=data_moment{ij}(:,2)';
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end
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indx_moment(j,:)=info_moment(:,1);
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end
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else
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irestrictions(j)=0;
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end
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dyn_waitbar(j/Nsam,h,['MC iteration ',int2str(j),'/',int2str(Nsam)])
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end
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dyn_waitbar_close(h);
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irestrictions=irestrictions(find(irestrictions));
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xmat=lpmat(irestrictions,:);
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skipline()
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endo_prior_restrictions=DynareOptions.endogenous_prior_restrictions;
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save([OutputDirectoryName,filesep,fname_,'_',type,'_restrictions'],'xmat','mat_irf','mat_moment','irestrictions','indx_irf','indx_moment','endo_prior_restrictions');
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else
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load([OutputDirectoryName,filesep,fname_,'_',type,'_restrictions'],'xmat','mat_irf','mat_moment','irestrictions','indx_irf','indx_moment','endo_prior_restrictions');
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end
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if ~isempty(indx_irf)
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skipline()
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disp('Deleting old IRF calibration plots ...')
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_irf_calib*.eps']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
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end
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_irf_calib*.fig']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
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end
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_irf_calib*.pdf']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
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end
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_irf_restrictions.eps']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
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end
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_irf_restrictions.fig']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
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end
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_irf_restrictions.pdf']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
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end
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disp('done !')
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skipline()
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% For single legend search which has maximum nbr of restrictions
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all_irf_couples = cellstr([char(endo_prior_restrictions.irf(:,1)) char(endo_prior_restrictions.irf(:,2))]);
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irf_couples = unique(all_irf_couples);
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nbr_irf_couples = size(irf_couples,1);
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plot_indx = NaN(nbr_irf_couples,1);
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time_matrix=cell(nbr_irf_couples,1);
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indx_irf_matrix=zeros(length(irestrictions),nbr_irf_couples);
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irf_matrix=cell(nbr_irf_couples,1);
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irf_mean=cell(nbr_irf_couples,1);
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irf_median=cell(nbr_irf_couples,1);
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irf_var=cell(nbr_irf_couples,1);
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irf_HPD=cell(nbr_irf_couples,1);
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irf_distrib=cell(nbr_irf_couples,1);
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maxijv=0;
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for ij=1:nbr_irf_restrictions
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if length(endo_prior_restrictions.irf{ij,3})>maxijv
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maxij=ij;maxijv=length(endo_prior_restrictions.irf{ij,3});
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end
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plot_indx(ij) = find(strcmp(irf_couples,all_irf_couples(ij,:)));
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time_matrix{plot_indx(ij)} = [time_matrix{plot_indx(ij)} endo_prior_restrictions.irf{ij,3}];
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end
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iplot_indx = ones(size(plot_indx));
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indx_irf = indx_irf(irestrictions,:);
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if ~DynareOptions.nograph
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h1=dyn_figure(DynareOptions.nodisplay,'name',[type ' evaluation of irf restrictions']);
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nrow=ceil(sqrt(nbr_irf_couples));
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ncol=nrow;
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if nrow*(nrow-1)>nbr_irf_couples
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ncol=nrow-1;
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end
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end
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for ij=1:nbr_irf_restrictions
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mat_irf{ij}=mat_irf{ij}(irestrictions,:);
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irf_matrix{plot_indx(ij)} = [irf_matrix{plot_indx(ij)} mat_irf{ij}];
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indx_irf_matrix(:,plot_indx(ij)) = indx_irf_matrix(:,plot_indx(ij)) + indx_irf(:,ij);
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for ik=1:size(mat_irf{ij},2)
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[Mean,Median,Var,HPD,Distrib] = ...
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posterior_moments(mat_irf{ij}(:,ik),0,DynareOptions.mh_conf_sig);
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irf_mean{plot_indx(ij)} = [irf_mean{plot_indx(ij)}; Mean];
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irf_median{plot_indx(ij)} = [irf_median{plot_indx(ij)}; Median];
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irf_var{plot_indx(ij)} = [irf_var{plot_indx(ij)}; Var];
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irf_HPD{plot_indx(ij)} = [irf_HPD{plot_indx(ij)}; HPD];
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irf_distrib{plot_indx(ij)} = [irf_distrib{plot_indx(ij)}; Distrib'];
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end
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leg = num2str(endo_prior_restrictions.irf{ij,3}(1));
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aleg = num2str(endo_prior_restrictions.irf{ij,3}(1));
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if size(mat_irf{ij},2)>1
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leg = [leg,':' ,num2str(endo_prior_restrictions.irf{ij,3}(end))];
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aleg = [aleg,'-' ,num2str(endo_prior_restrictions.irf{ij,3}(end))];
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iplot_indx(ij)=0;
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end
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if ~DynareOptions.nograph && length(time_matrix{plot_indx(ij)})==1
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set(0,'currentfigure',h1),
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subplot(nrow,ncol, plot_indx(ij)),
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hc = cumplot(mat_irf{ij}(:,ik));
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a=axis;
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delete(hc);
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x1val=max(endo_prior_restrictions.irf{ij,4}(1),a(1));
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x2val=min(endo_prior_restrictions.irf{ij,4}(2),a(2));
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hp = patch([x1val x2val x2val x1val],a([3 3 4 4]),'b');
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hold all,
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set(hp,'FaceColor', [0.7 0.8 1])
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hc = cumplot(mat_irf{ij}(:,ik));
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set(hc,'color','k','linewidth',2)
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hold off,
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% hold off,
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title([endo_prior_restrictions.irf{ij,1},' vs ',endo_prior_restrictions.irf{ij,2}, '(', leg,')'],'interpreter','none'),
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%set(legend_h,'Xlim',[0 1]);
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% if ij==maxij
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% leg1 = num2str(endo_prior_restrictions.irf{ij,3}(:));
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% [legend_h,object_h,plot_h,text_strings]=legend(leg1);
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% Position=get(legend_h,'Position');Position(1:2)=[-0.055 0.95-Position(4)];
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% set(legend_h,'Position',Position);
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% end
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end
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% hc = get(h,'Children');
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%for i=2:2:length(hc)
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%end
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indx1 = find(indx_irf(:,ij)==0);
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indx2 = find(indx_irf(:,ij)~=0);
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atitle0=[endo_prior_restrictions.irf{ij,1},' vs ',endo_prior_restrictions.irf{ij,2}, '(', leg,')'];
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fprintf(['%4.1f%% of the ',type,' support matches IRF ',atitle0,' inside [%4.1f, %4.1f]\n'],length(indx1)/length(irestrictions)*100,endo_prior_restrictions.irf{ij,4})
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% aname=[type '_irf_calib_',int2str(ij)];
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aname=[type '_irf_calib_',endo_prior_restrictions.irf{ij,1},'_vs_',endo_prior_restrictions.irf{ij,2},'_',aleg];
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atitle=[type ' IRF Calib: Parameter(s) driving ',endo_prior_restrictions.irf{ij,1},' vs ',endo_prior_restrictions.irf{ij,2}, '(', leg,')'];
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options_mcf.amcf_name = aname;
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options_mcf.amcf_title = atitle;
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options_mcf.beha_title = 'IRF restriction';
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options_mcf.nobeha_title = 'NO IRF restriction';
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options_mcf.title = atitle0;
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if ~isempty(indx1) && ~isempty(indx2)
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mcf_analysis(xmat(:,nshock+1:end), indx1, indx2, options_mcf, DynareOptions);
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end
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% [proba, dproba] = stab_map_1(xmat, indx1, indx2, aname, 0);
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% indplot=find(proba<pvalue_ks);
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% if ~isempty(indplot)
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% stab_map_1(xmat, indx1, indx2, aname, 1, indplot, OutputDirectoryName,[],atitle);
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% end
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end
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for ij=1:nbr_irf_couples
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if length(time_matrix{ij})>1
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if ~DynareOptions.nograph
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set(0,'currentfigure',h1);
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subplot(nrow,ncol, ij)
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itmp = (find(plot_indx==ij));
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htmp = plot(time_matrix{ij},[max(irf_matrix{ij})' min(irf_matrix{ij})'],'k--','linewidth',2);
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a=axis;
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delete(htmp);
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tmp=[];
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for ir=1:length(itmp)
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for it=1:length(endo_prior_restrictions.irf{itmp(ir),3})
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temp_index = find(time_matrix{ij}==endo_prior_restrictions.irf{itmp(ir),3}(it));
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tmp(temp_index,:) = endo_prior_restrictions.irf{itmp(ir),4};
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end
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end
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% tmp = cell2mat(endo_prior_restrictions.irf(itmp,4));
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tmp(isinf(tmp(:,1)),1)=a(3);
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tmp(isinf(tmp(:,2)),2)=a(4);
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hp = patch([time_matrix{ij} time_matrix{ij}(end:-1:1)],[tmp(:,1); tmp(end:-1:1,2)],'c');
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set(hp,'FaceColor',[0.7 0.8 1])
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hold on,
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plot(time_matrix{ij},[max(irf_matrix{ij})' min(irf_matrix{ij})'],'k--','linewidth',2)
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plot(time_matrix{ij},irf_median{ij},'k','linewidth',2)
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plot(time_matrix{ij},[irf_distrib{ij}],'k-')
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plot(a(1:2),[0 0],'r')
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hold off
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axis([max(1,a(1)) a(2:4)])
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box on
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%set(gca,'xtick',sort(time_matrix{ij}))
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itmp = min(itmp);
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title([endo_prior_restrictions.irf{itmp,1},' vs ',endo_prior_restrictions.irf{itmp,2}],'interpreter','none'),
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end
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if any(iplot_indx.*plot_indx==ij)
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% MCF of the couples with logical AND
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itmp = min(find(plot_indx==ij));
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indx1 = find(indx_irf_matrix(:,ij)==0);
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indx2 = find(indx_irf_matrix(:,ij)~=0);
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leg = num2str(time_matrix{ij}(1));
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leg = [leg '...' num2str(time_matrix{ij}(end))];
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aleg = 'ALL';
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atitle0=[endo_prior_restrictions.irf{itmp,1},' vs ',endo_prior_restrictions.irf{itmp,2}, '(', leg,')'];
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fprintf(['%4.1f%% of the ',type,' support matches IRF restrictions ',atitle0,'\n'],length(indx1)/length(irestrictions)*100)
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% aname=[type '_irf_calib_',int2str(ij)];
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aname=[type '_irf_calib_',endo_prior_restrictions.irf{itmp,1},'_vs_',endo_prior_restrictions.irf{itmp,2},'_',aleg];
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atitle=[type ' IRF Calib: Parameter(s) driving ',endo_prior_restrictions.irf{itmp,1},' vs ',endo_prior_restrictions.irf{itmp,2}, '(', leg,')'];
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options_mcf.amcf_name = aname;
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options_mcf.amcf_title = atitle;
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options_mcf.beha_title = 'IRF restriction';
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options_mcf.nobeha_title = 'NO IRF restriction';
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options_mcf.title = atitle0;
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if ~isempty(indx1) && ~isempty(indx2)
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mcf_analysis(xmat(:,nshock+1:end), indx1, indx2, options_mcf, DynareOptions);
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end
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end
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end
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end
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if ~DynareOptions.nograph
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dyn_saveas(h1,[OutputDirectoryName,filesep,fname_,'_',type,'_irf_restrictions'],DynareOptions.nodisplay,DynareOptions.graph_format);
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create_TeX_loader(DynareOptions,[OutputDirectoryName,filesep,fname_,'_',type,'_irf_restrictions'],[type ' evaluation of irf restrictions'],'irf_restrictions',type,DynareOptions.figures.textwidth*min(ij/ncol,1))
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end
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skipline()
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end
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if ~isempty(indx_moment)
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skipline()
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disp('Deleting old MOMENT calibration plots ...')
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_moment_calib*.eps']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
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end
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_moment_calib*.fig']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
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end
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_moment_calib*.pdf']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
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end
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_moment_restrictions.eps']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
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end
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_moment_restrictions.fig']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
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end
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a=dir([OutputDirectoryName,filesep,fname_,'_',type,'_moment_restrictions.pdf']);
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for j=1:length(a)
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delete([OutputDirectoryName,filesep,a(j).name]);
|
|
end
|
|
disp('done !')
|
|
skipline()
|
|
|
|
%get parameter names including standard deviations
|
|
np=size(BayesInfo.name,1);
|
|
name=cell(np,1);
|
|
name_tex=cell(np,1);
|
|
for jj=1:np
|
|
if DynareOptions.TeX
|
|
[param_name_temp, param_name_tex_temp]= get_the_name(jj,DynareOptions.TeX,Model,EstimatedParameters,DynareOptions);
|
|
name_tex{jj,1} = strrep(param_name_tex_temp,'$','');
|
|
name{jj,1} = param_name_temp;
|
|
else
|
|
param_name_temp = get_the_name(jj,DynareOptions.TeX,Model,EstimatedParameters,DynareOptions);
|
|
name{jj,1} = param_name_temp;
|
|
end
|
|
end
|
|
options_mcf.param_names = name;
|
|
if DynareOptions.TeX
|
|
options_mcf.param_names_tex = name_tex;
|
|
end
|
|
options_mcf.param_names = BayesInfo.name;
|
|
all_moment_couples = cellstr([char(endo_prior_restrictions.moment(:,1)) char(endo_prior_restrictions.moment(:,2))]);
|
|
moment_couples = unique(all_moment_couples);
|
|
nbr_moment_couples = size(moment_couples,1);
|
|
plot_indx = NaN(nbr_moment_couples,1);
|
|
time_matrix=cell(nbr_moment_couples,1);
|
|
indx_moment_matrix=zeros(length(irestrictions),nbr_moment_couples);
|
|
moment_matrix=cell(nbr_moment_couples,1);
|
|
moment_mean=cell(nbr_moment_couples,1);
|
|
moment_median=cell(nbr_moment_couples,1);
|
|
moment_var=cell(nbr_moment_couples,1);
|
|
moment_HPD=cell(nbr_moment_couples,1);
|
|
moment_distrib=cell(nbr_moment_couples,1);
|
|
% For single legend search which has maximum nbr of restrictions
|
|
maxijv=0;
|
|
for ij=1:nbr_moment_restrictions
|
|
if length(endo_prior_restrictions.moment{ij,3})>maxijv
|
|
maxij=ij;maxijv=length(endo_prior_restrictions.moment{ij,3});
|
|
end
|
|
plot_indx(ij) = find(strcmp(moment_couples,all_moment_couples(ij,:)));
|
|
time_matrix{plot_indx(ij)} = [time_matrix{plot_indx(ij)} endo_prior_restrictions.moment{ij,3}];
|
|
end
|
|
iplot_indx = ones(size(plot_indx));
|
|
|
|
indx_moment = indx_moment(irestrictions,:);
|
|
if ~DynareOptions.nograph
|
|
h2=dyn_figure(DynareOptions.nodisplay,'name',[type ' evaluation of moment restrictions']);
|
|
nrow=ceil(sqrt(nbr_moment_couples));
|
|
ncol=nrow;
|
|
if nrow*(nrow-1)>nbr_moment_couples
|
|
ncol=nrow-1;
|
|
end
|
|
end
|
|
|
|
for ij=1:nbr_moment_restrictions
|
|
mat_moment{ij}=mat_moment{ij}(irestrictions,:);
|
|
moment_matrix{plot_indx(ij)} = [moment_matrix{plot_indx(ij)} mat_moment{ij}];
|
|
indx_moment_matrix(:,plot_indx(ij)) = indx_moment_matrix(:,plot_indx(ij)) + indx_moment(:,ij);
|
|
for ik=1:size(mat_moment{ij},2)
|
|
[Mean,Median,Var,HPD,Distrib] = ...
|
|
posterior_moments(mat_moment{ij}(:,ik),0,DynareOptions.mh_conf_sig);
|
|
moment_mean{plot_indx(ij)} = [moment_mean{plot_indx(ij)}; Mean];
|
|
moment_median{plot_indx(ij)} = [moment_median{plot_indx(ij)}; Median];
|
|
moment_var{plot_indx(ij)} = [moment_var{plot_indx(ij)}; Var];
|
|
moment_HPD{plot_indx(ij)} = [moment_HPD{plot_indx(ij)}; HPD];
|
|
moment_distrib{plot_indx(ij)} = [moment_distrib{plot_indx(ij)}; Distrib'];
|
|
end
|
|
leg = num2str(endo_prior_restrictions.moment{ij,3}(1));
|
|
aleg = num2str(endo_prior_restrictions.moment{ij,3}(1));
|
|
if size(mat_moment{ij},2)>1
|
|
leg = [leg,':' ,num2str(endo_prior_restrictions.moment{ij,3}(end))];
|
|
aleg = [aleg,'_' ,num2str(endo_prior_restrictions.moment{ij,3}(end))];
|
|
iplot_indx(ij)=0;
|
|
end
|
|
if ~DynareOptions.nograph && length(time_matrix{plot_indx(ij)})==1
|
|
set(0,'currentfigure',h2);
|
|
subplot(nrow,ncol,plot_indx(ij)),
|
|
hc = cumplot(mat_moment{ij}(:,ik));
|
|
a=axis; delete(hc),
|
|
% hist(mat_moment{ij}),
|
|
x1val=max(endo_prior_restrictions.moment{ij,4}(1),a(1));
|
|
x2val=min(endo_prior_restrictions.moment{ij,4}(2),a(2));
|
|
hp = patch([x1val x2val x2val x1val],a([3 3 4 4]),'b');
|
|
set(hp,'FaceColor', [0.7 0.8 1])
|
|
hold all
|
|
hc = cumplot(mat_moment{ij}(:,ik));
|
|
set(hc,'color','k','linewidth',2)
|
|
hold off
|
|
title([endo_prior_restrictions.moment{ij,1},' vs ',endo_prior_restrictions.moment{ij,2},'(',leg,')'],'interpreter','none'),
|
|
% if ij==maxij
|
|
% leg1 = num2str(endo_prior_restrictions.moment{ij,3}(:));
|
|
% [legend_h,object_h,plot_h,text_strings]=legend(leg1);
|
|
% Position=get(legend_h,'Position');Position(1:2)=[-0.055 0.95-Position(4)];
|
|
% set(legend_h,'Position',Position);
|
|
% end
|
|
end
|
|
indx1 = find(indx_moment(:,ij)==0);
|
|
indx2 = find(indx_moment(:,ij)~=0);
|
|
atitle0=[endo_prior_restrictions.moment{ij,1},' vs ',endo_prior_restrictions.moment{ij,2}, '(', leg,')'];
|
|
fprintf(['%4.1f%% of the ',type,' support matches MOMENT ',atitle0,' inside [%4.1f, %4.1f]\n'],length(indx1)/length(irestrictions)*100,endo_prior_restrictions.moment{ij,4})
|
|
% aname=[type '_moment_calib_',int2str(ij)];
|
|
aname=[type '_moment_calib_',endo_prior_restrictions.moment{ij,1},'_vs_',endo_prior_restrictions.moment{ij,2},'_',aleg];
|
|
atitle=[type ' MOMENT Calib: Parameter(s) driving ',endo_prior_restrictions.moment{ij,1},' vs ',endo_prior_restrictions.moment{ij,2}, '(', leg,')'];
|
|
options_mcf.amcf_name = aname;
|
|
options_mcf.amcf_title = atitle;
|
|
options_mcf.beha_title = 'moment restriction';
|
|
options_mcf.nobeha_title = 'NO moment restriction';
|
|
options_mcf.title = atitle0;
|
|
if ~isempty(indx1) && ~isempty(indx2)
|
|
mcf_analysis(xmat, indx1, indx2, options_mcf, DynareOptions);
|
|
end
|
|
|
|
% [proba, dproba] = stab_map_1(xmat, indx1, indx2, aname, 0);
|
|
% indplot=find(proba<pvalue_ks);
|
|
% if ~isempty(indplot)
|
|
% stab_map_1(xmat, indx1, indx2, aname, 1, indplot, OutputDirectoryName,[],atitle);
|
|
% end
|
|
end
|
|
for ij=1:nbr_moment_couples
|
|
if length(time_matrix{ij})>1
|
|
if ~DynareOptions.nograph
|
|
itmp = (find(plot_indx==ij));
|
|
set(0,'currentfigure',h2);
|
|
subplot(nrow,ncol, ij)
|
|
htmp = plot(time_matrix{ij},[max(moment_matrix{ij})' min(moment_matrix{ij})'],'k--','linewidth',2);
|
|
a=axis;
|
|
delete(htmp);
|
|
tmp=[];
|
|
for ir=1:length(itmp)
|
|
for it=1:length(endo_prior_restrictions.moment{itmp(ir),3})
|
|
temp_index = find(time_matrix{ij}==endo_prior_restrictions.moment{itmp(ir),3}(it));
|
|
tmp(temp_index,:) = endo_prior_restrictions.moment{itmp(ir),4};
|
|
end
|
|
end
|
|
% tmp = cell2mat(endo_prior_restrictions.moment(itmp,4));
|
|
tmp(isinf(tmp(:,1)),1)=a(3);
|
|
tmp(isinf(tmp(:,2)),2)=a(4);
|
|
hp = patch([time_matrix{ij} time_matrix{ij}(end:-1:1)],[tmp(:,1); tmp(end:-1:1,2)],'b');
|
|
set(hp,'FaceColor',[0.7 0.8 1])
|
|
hold on
|
|
plot(time_matrix{ij},[max(moment_matrix{ij})' min(moment_matrix{ij})'],'k--','linewidth',2)
|
|
plot(time_matrix{ij},moment_median{ij},'k','linewidth',2)
|
|
plot(time_matrix{ij},[moment_distrib{ij}],'k-')
|
|
plot(a(1:2),[0 0],'r')
|
|
hold off
|
|
axis(a)
|
|
box on
|
|
set(gca,'xtick',sort(time_matrix{ij}))
|
|
itmp = min(itmp);
|
|
title([endo_prior_restrictions.moment{itmp,1},' vs ',endo_prior_restrictions.moment{itmp,2}],'interpreter','none'),
|
|
end
|
|
if any(iplot_indx.*plot_indx==ij)
|
|
% MCF of the couples with logical AND
|
|
itmp = min(find(plot_indx==ij));
|
|
indx1 = find(indx_moment_matrix(:,ij)==0);
|
|
indx2 = find(indx_moment_matrix(:,ij)~=0);
|
|
leg = num2str(time_matrix{ij}(1));
|
|
leg = [leg '...' num2str(time_matrix{ij}(end))];
|
|
aleg = 'ALL';
|
|
atitle0=[endo_prior_restrictions.moment{itmp,1},' vs ',endo_prior_restrictions.moment{itmp,2}, '(', leg,')'];
|
|
fprintf(['%4.1f%% of the ',type,' support matches MOMENT restrictions ',atitle0,'\n'],length(indx1)/length(irestrictions)*100)
|
|
% aname=[type '_moment_calib_',int2str(ij)];
|
|
aname=[type '_moment_calib_',endo_prior_restrictions.moment{itmp,1},'_vs_',endo_prior_restrictions.moment{itmp,2},'_',aleg];
|
|
atitle=[type ' MOMENT Calib: Parameter(s) driving ',endo_prior_restrictions.moment{itmp,1},' vs ',endo_prior_restrictions.moment{itmp,2}, '(', leg,')'];
|
|
options_mcf.amcf_name = aname;
|
|
options_mcf.amcf_title = atitle;
|
|
options_mcf.beha_title = 'moment restriction';
|
|
options_mcf.nobeha_title = 'NO moment restriction';
|
|
options_mcf.title = atitle0;
|
|
if ~isempty(indx1) && ~isempty(indx2)
|
|
mcf_analysis(xmat, indx1, indx2, options_mcf, DynareOptions);
|
|
end
|
|
end
|
|
end
|
|
end
|
|
if ~DynareOptions.nograph
|
|
dyn_saveas(h2,[OutputDirectoryName,filesep,fname_,'_',type,'_moment_restrictions'],DynareOptions.nodisplay,DynareOptions.graph_format);
|
|
create_TeX_loader(DynareOptions,[OutputDirectoryName,filesep,fname_,'_',type,'_moment_restrictions'],[type ' evaluation of moment restrictions'],'moment_restrictions',type,DynareOptions.figures.textwidth*min(ij/ncol,1))
|
|
end
|
|
|
|
skipline()
|
|
end
|
|
return
|
|
|
|
function []=create_TeX_loader(options,figpath,caption,label_name,label_type,scale_factor)
|
|
if options.TeX && any(strcmp('eps',cellstr(options.graph_format)))
|
|
fidTeX = fopen([figpath '.tex'],'w');
|
|
fprintf(fidTeX,'%% TeX eps-loader file generated by map_calibration.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',scale_factor,strrep(figpath,'\','/'));
|
|
fprintf(fidTeX,'\\caption{%s.}',caption);
|
|
fprintf(fidTeX,'\\label{Fig:%s:%s}\n',label_name,label_type);
|
|
fprintf(fidTeX,'\\end{figure}\n\n');
|
|
fprintf(fidTeX,'%% End Of TeX file. \n');
|
|
fclose(fidTeX);
|
|
end
|