1577 lines
62 KiB
Matlab
1577 lines
62 KiB
Matlab
function map_ident_(OutputDirectoryName,opt_gsa)
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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) 2012-2016 European Commission
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% Copyright (C) 2012-2018 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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global bayestopt_ M_ options_ estim_params_ oo_
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% opt_gsa = options_.opt_gsa;
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fname_ = M_.fname;
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nliv = opt_gsa.morris_nliv;
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ntra = opt_gsa.morris_ntra;
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itrans = opt_gsa.trans_ident;
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np = estim_params_.np;
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if opt_gsa.load_ident_files
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gsa_flag=0;
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else
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gsa_flag=-2;
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end
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pnames = M_.param_names(estim_params_.param_vals(:,1));
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if opt_gsa.pprior
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filetoload=[OutputDirectoryName '/' fname_ '_prior'];
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else
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filetoload=[OutputDirectoryName '/' fname_ '_mc'];
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end
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load(filetoload,'lpmat','lpmat0','istable','T','yys','nspred','nboth','nfwrd')
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if ~isempty(lpmat0)
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lpmatx=lpmat0(istable,:);
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else
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lpmatx=[];
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end
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Nsam = size(lpmat,1);
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nshock = size(lpmat0,2);
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npT = np+nshock;
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fname_ = M_.fname;
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if opt_gsa.load_ident_files==0
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% th moments
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% options_.ar = min(3,options_.ar);
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mss = yys(bayestopt_.mfys,:);
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mss = teff(mss(:,istable),Nsam,istable);
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yys = teff(yys(oo_.dr.order_var,istable),Nsam,istable);
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if exist('T')
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[vdec, cc, ac] = mc_moments(T, lpmatx, oo_.dr);
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else
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return
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end
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if opt_gsa.morris==2
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pdraws = dynare_identification(options_.options_ident,[lpmatx lpmat(istable,:)]);
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% [pdraws, TAU, GAM] = dynare_identification(options_.options_ident,[lpmatx lpmat(istable,:)]);
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if ~isempty(pdraws) && max(max(abs(pdraws-[lpmatx lpmat(istable,:)])))==0
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disp(['Sample check OK ', num2str(max(max(abs(pdraws-[lpmatx lpmat(istable,:)]))))]),
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clear pdraws;
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end
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% for j=1:length(istable), gas(:,j)=[vech(cc(:,:,j)); vec(ac(:,:,j))]; end
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% if ~isempty(mss),
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% gas = [mss(istable,:)'; gas];
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% end
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% if max(max(abs(GAM-gas)))<=1.e-8,
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% disp(['Moments check OK ',num2str(max(max(abs(GAM-gas))))]),
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clear GAM gas
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% end
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end
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if opt_gsa.morris~=1 & M_.exo_nbr>1
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ifig=0;
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for j=1:M_.exo_nbr
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if mod(j,6)==1
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hh=dyn_figure(options_.nodisplay,'name',['Variance decomposition shocks']);
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ifig=ifig+1;
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iplo=0;
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end
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iplo=iplo+1;
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subplot(2,3,iplo)
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myboxplot(squeeze(vdec(:,j,:))',[],'.',[],10)
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% boxplot(squeeze(vdec(:,j,:))','whis',10,'symbol','.r')
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set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:size(options_.varobs,1)])
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set(gca,'xlim',[0.5 size(options_.varobs,1)+0.5])
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set(gca,'ylim',[-2 102])
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for ip=1:size(options_.varobs,1)
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text(ip,-4,deblank(options_.varobs(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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xlabel(' ')
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ylabel(' ')
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title(M_.exo_names{j},'interpreter','none')
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if mod(j,6)==0 | j==M_.exo_nbr
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dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_vdec_exo_',int2str(ifig)],options_.nodisplay,options_.graph_format);
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create_TeX_loader(options_,[OutputDirectoryName,'/',fname_,'_vdec_exo_',int2str(ifig)],ifig,['Variance decomposition shocks'],'vdec_exo',options_.figures.textwidth*min(iplo/3,1))
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end
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end
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end
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for j=1:size(cc,1)
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cc(j,j,:)=stand_(squeeze(log(cc(j,j,:))))./2;
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end
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[vdec, j0, ir_vdec, ic_vdec] = teff(vdec,Nsam,istable);
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[cc, j0, ir_cc, ic_cc] = teff(cc,Nsam,istable);
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[ac, j0, ir_ac, ic_ac] = teff(ac,Nsam,istable);
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[nr1, nc1, nnn] = size(T);
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endo_nbr = M_.endo_nbr;
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nstatic = M_.nstatic;
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nspred = M_.nspred;
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iv = (1:endo_nbr)';
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ic = [ nstatic+(1:nspred) endo_nbr+(1:size(oo_.dr.ghx,2)-nspred) ]';
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dr.ghx = T(:, [1:(nc1-M_.exo_nbr)],1);
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dr.ghu = T(:, [(nc1-M_.exo_nbr+1):end], 1);
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[Aa,Bb] = kalman_transition_matrix(dr,iv,ic,M_.exo_nbr);
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% bayestopt_.restrict_var_list, ...
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% bayestopt_.restrict_columns, ...
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% bayestopt_.restrict_aux, M_.exo_nbr);
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A = zeros(size(Aa,1),size(Aa,2)+size(Aa,1),length(istable));
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% Sig(estim_params_.var_exo(:,1))=lpmatx(1,:).^2;
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if ~isempty(lpmatx)
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set_shocks_param(lpmatx(1,:));
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end
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A(:,:,1)=[Aa, triu(Bb*M_.Sigma_e*Bb')];
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for j=2:length(istable)
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dr.ghx = T(:, [1:(nc1-M_.exo_nbr)],j);
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dr.ghu = T(:, [(nc1-M_.exo_nbr+1):end], j);
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[Aa,Bb] = kalman_transition_matrix(dr, iv, ic, M_.exo_nbr);
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% bayestopt_.restrict_var_list, ...
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% bayestopt_.restrict_columns, ...
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% bayestopt_.restrict_aux, M_.exo_nbr);
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if ~isempty(lpmatx)
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set_shocks_param(lpmatx(j,:));
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end
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A(:,:,j)=[Aa, triu(Bb*M_.Sigma_e*Bb')];
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end
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clear T
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clear lpmatx
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[nr,nc,nn]=size(A);
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io=bayestopt_.mf2;
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% T1=A(io,1:nr,:);
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% ino=find(~ismember([1:nr],io));
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% T2=A(ino,1:nr,:);
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R=A(:,nr+1:nc,:);
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% [tadj, iff] = gsa_speed(A(1:nr,1:nr,:),R,io,0.5);
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% [tadj, j0, ir_tadj, ic_tadj] = teff(tadj,Nsam,istable);
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% [iff, j0, ir_if, ic_if] = teff(iff,Nsam,istable);
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[yt, j0]=teff(A,Nsam,istable);
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yt = [yys yt];
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if opt_gsa.morris==2
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% iii=find(std(yt(istable,:))>1.e-8);
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% if max(max(abs(TAU-yt(istable,iii)')))<= 1.e-8,
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% err = max(max(abs(TAU-yt(istable,iii)')));
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% disp(['Model check OK ',num2str(err)]),
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clear TAU A
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% end
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else
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clear A
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end
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% [yt1, j01]=teff(T1,Nsam,istable);
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% [yt2, j02]=teff(T2,Nsam,istable);
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% [ytr, j0r]=teff(R,Nsam,istable);
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%
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% yt=[yt1 yt2 ytr];
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save([OutputDirectoryName,'/',fname_,'_main_eff.mat'],'ac','cc','vdec','yt','mss')
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else
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if opt_gsa.morris==2
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% [pdraws, TAU, GAM] = dynare_identification([1:npT]); %,[lpmatx lpmat(istable,:)]);
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% [pdraws, TAU, GAM] = dynare_identification(options_.options_ident);
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pdraws = dynare_identification(options_.options_ident);
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end
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load([OutputDirectoryName,'/',fname_,'_main_eff.mat'],'ac','cc','vdec','yt','mss')
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end
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% for j=1:nr,
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% for i=1:nc,
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% y0=squeeze(A(j,i,:));
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% if max(y0)-min(y0)>1.e-10,
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% j0=j0+1;
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% y1=ones(size(lpmat,1),1)*NaN;
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% y1(istable,1)=y0;
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% yt(:,j0)=y1;
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% end
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% end
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% end
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% yt = yt(:,j0);
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if opt_gsa.morris==1
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%OutputDir = CheckPath('gsa/screen');
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if ~isempty(vdec)
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if opt_gsa.load_ident_files==0
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SAMorris = [];
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for i=1:size(vdec,2)
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[SAmeas, SAMorris(:,:,i)] = Morris_Measure_Groups(npT, [lpmat0 lpmat], vdec(:,i),nliv);
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end
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SAvdec = squeeze(SAMorris(:,1,:))';
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save([OutputDirectoryName,'/',fname_,'_morris_IDE.mat'],'SAvdec','vdec','ir_vdec','ic_vdec')
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else
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load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAvdec','vdec','ir_vdec','ic_vdec')
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end
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hh = dyn_figure(options_.nodisplay,'name','Screening identification: variance decomposition');
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% boxplot(SAvdec,'whis',10,'symbol','r.')
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myboxplot(SAvdec,[],'.',[],10)
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set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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set(gca,'xlim',[0.5 npT+0.5])
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ydum = get(gca,'ylim');
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set(gca,'ylim',[0 ydum(2)])
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set(gca,'position',[0.13 0.2 0.775 0.7])
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for ip=1:npT
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text(ip,-2,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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xlabel(' ')
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title('Elementary effects variance decomposition')
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dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_vdec'],options_.nodisplay,options_.graph_format);
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create_TeX_loader(options_,[OutputDirectoryName,'/',fname_,'_morris_vdec'],1,'Screening identification: variance decomposition','morris_vdec',1)
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else
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save([OutputDirectoryName,'/',fname_,'_morris_IDE.mat'],'vdec')
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end
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% ifig = 0;
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% for j=1:size(options_.varobs,1)
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% if mod(j,6)==1
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% figure('name',['EET variance decomposition observed variables']);
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% ifig=ifig+1;
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% iplo=0;
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% end
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% iplo=iplo+1;
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% subplot(3,2,iplo)
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% iv = find(ir_vdec==j);
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% if ~isempty(iv)
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% if length(iv)>1
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% % boxplot(SAvdec(iv,:),'whis',3,'symbol','r.');
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% myboxplot(SAvdec(iv,:),[],'.',[],3)
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% else
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% plot(SAvdec(iv,:),'r.');
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% end
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% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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% set(gca,'xlim',[0.5 npT+0.5])
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% ydum = get(gca,'ylim');
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% set(gca,'ylim',[0 ydum(2)])
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% for ip=1:npT,
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% text(ip,-2,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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% end
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% xlabel(' ')
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% end
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% title(options_.varobs(j,:),'interpreter','none')
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% if mod(j,6)==0 | j==size(options_.varobs,1)
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% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_vdec_varobs_',int2str(ifig)])
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% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_vdec_varobs_',int2str(ifig)]);
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% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_vdec_varobs_',int2str(ifig)]);
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% close(gcf)
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% end
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% end
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%
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% ifig = 0;
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% for j=1:M_.exo_nbr,
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% if mod(j,6)==1
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% figure('name',['EET variance decomposition shocks']);
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% ifig=ifig+1;
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% iplo=0;
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% end
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% iplo=iplo+1;
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% subplot(3,2,iplo)
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% iv = find(ic_vdec==j);
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% if ~isempty(iv)
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% if length(iv)>1
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% % boxplot(SAvdec(iv,:),'whis',3,'symbol','r.');
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% myboxplot(SAvdec(iv,:),[],'.',[],3)
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% else
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% plot(SAvdec(iv,:),'r.');
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% end
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% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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% set(gca,'xlim',[0.5 npT+0.5])
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% ydum = get(gca,'ylim');
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% set(gca,'ylim',[0 ydum(2)])
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% for ip=1:npT,
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% text(ip,-2,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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% end
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% xlabel(' ')
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% end
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% title(M_.exo_names(j,:),'interpreter','none')
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% if mod(j,6)==0 | j==M_.exo_nbr,
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% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_vdec_exo_',int2str(ifig)])
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% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_vdec_exo_',int2str(ifig)]);
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% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_vdec_exo_',int2str(ifig)]);
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% close(gcf),
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% end
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% end
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if opt_gsa.load_ident_files==0
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SAMorris = [];
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ccac = [mss cc ac];
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for i=1:size(ccac,2)
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[SAmeas, SAMorris(:,:,i)] = Morris_Measure_Groups(npT, [lpmat0 lpmat], [ccac(:,i)],nliv);
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end
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SAcc = squeeze(SAMorris(:,1,:))';
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SAcc = SAcc./(max(SAcc')'*ones(1,npT));
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save([OutputDirectoryName,'/',fname_,'_morris_IDE.mat'],'SAcc','cc','ir_cc','ic_cc','-append')
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save([OutputDirectoryName,'/',fname_,'_morris_IDE.mat'],'ac','ir_ac','ic_ac','-append')
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else
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load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAcc','cc','ir_cc','ic_cc')
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load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'ac','ir_ac','ic_ac')
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end
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hh=dyn_figure(options_.nodisplay,'name','Screening identification: theoretical moments');
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% boxplot(SAcc,'whis',10,'symbol','r.')
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myboxplot(SAcc,[],'.',[],10)
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set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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set(gca,'xlim',[0.5 npT+0.5])
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ydum = get(gca,'ylim');
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set(gca,'ylim',[0 1])
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set(gca,'position',[0.13 0.2 0.775 0.7])
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for ip=1:npT
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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xlabel(' ')
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title('Elementary effects in the moments')
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dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_moments'],options_.nodisplay,options_.graph_format);
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create_TeX_loader(options_,[OutputDirectoryName,'/',fname_,'_morris_moments'],1,'Screening identification: theoretical moments','morris_moments',1)
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% close(gcf),
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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% MORRIS FOR DERIVATIVES
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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% if opt_gsa.load_ident_files==0,
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% for j=1:npT,
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% SAMorris = [];
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% ddd=NaN(size(lpmat,1),size(JJ,1));
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% ddd(istable,:) = squeeze(JJ(:,j,:))';
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% for i=1:size(ddd,2),
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% [SAmeas, SAMorris(:,:,i)] = Morris_Measure_Groups(npT, [lpmat0 lpmat], [ddd(:,i)],nliv);
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% end
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% SAddd(:,:,j) = squeeze(SAMorris(:,1,:))';
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% SAddd(:,:,j) = SAddd(:,:,j)./(max(SAddd(:,:,j)')'*ones(1,npT));
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% sad(:,j) = median(SAddd(find(~isnan(squeeze(SAddd(:,1,j)))),:,j))';
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% end
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% save([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAddd','sad','-append')
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% else
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% load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAddd','sad')
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% end
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% figure,
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% contourf(sad,10), colorbar
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% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
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% set(gca,'yticklabel',' ','fontsize',10,'ytick',[1:npT])
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% for ip=1:npT,
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% text(ip,0.9,['D(',bayestopt_.name{ip},')'],'rotation',90,'HorizontalAlignment','right','interpreter','none')
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% text(0.9,ip,[bayestopt_.name{ip}],'rotation',0,'HorizontalAlignment','right','interpreter','none')
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% end
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% [m,im]=max(sad);
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% iii = find((im-[1:npT])==0);
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% disp('Most identified params')
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% disp(bayestopt_.name(iii))
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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% END OF MORRIS FOR DERIVATIVES
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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% ifig = 0;
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% for j=1:size(options_.varobs,1)
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% if mod(j,6)==1
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% figure('name',['EET cross-correlations']);
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% ifig=ifig+1;
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% iplo=0;
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|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ir_cc==j);
|
|
% iv = [iv; find(ic_cc==j)];
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAcc(iv,:),'whis',3,'symbol','r.');
|
|
% myboxplot(SAcc(iv,:),[],'.',[],3)
|
|
% else
|
|
% plot(SAcc(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:npT,
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% end
|
|
% title(options_.varobs(j,:),'interpreter','none')
|
|
% if mod(j,6)==0 | j==size(options_.varobs,1)
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_cc_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_cc_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_cc_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
|
|
|
|
% if opt_gsa.load_ident_files==0,
|
|
% SAMorris = [];
|
|
% for i=1:size(ac,2),
|
|
% [SAmeas, SAMorris(:,:,i)] = Morris_Measure_Groups(npT, [lpmat0 lpmat], ac(:,i),nliv);
|
|
% end
|
|
% %end
|
|
% SAac = squeeze(SAMorris(:,1,:))';
|
|
% save([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAac','ac','ir_ac','ic_ac','-append')
|
|
% else
|
|
% load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAac','ac','ir_ac','ic_ac')
|
|
% end
|
|
% figure,
|
|
% % boxplot(SAac,'whis',10,'symbol','r.')
|
|
% myboxplot(SAac,[],'.',[],10)
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% set(gca,'position',[0.13 0.2 0.775 0.7])
|
|
% for ip=1:npT,
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% title('EET All auto-correlations')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_ac'])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_ac']);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_ac']);
|
|
% close(gcf),
|
|
|
|
% ifig = 0;
|
|
% for j=1:size(options_.varobs,1)
|
|
% if mod(j,6)==1
|
|
% figure('name',['EET auto-correlations']);
|
|
% ifig=ifig+1;
|
|
% iplo=0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ir_ac==j);
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAac(iv,:),'whis',3,'symbol','r.');
|
|
% myboxplot(SAac(iv,:),[],'.',[],3)
|
|
% else
|
|
% plot(SAac(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:npT,
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% end
|
|
% title(options_.varobs(j,:),'interpreter','none')
|
|
% if mod(j,6)==0 | j==size(options_.varobs,1)
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_ac_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_ac_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_ac_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
|
|
% if opt_gsa.load_ident_files==0,
|
|
% js=0;
|
|
% %for j=1:size(tadj,1),
|
|
% SAMorris = [];
|
|
% for i=1:size(tadj,2),
|
|
% js=js+1;
|
|
% [SAmeas, SAMorris(:,:,js)] = Morris_Measure_Groups(npT, [lpmat0 lpmat], tadj(:,i),nliv);
|
|
% end
|
|
% %end
|
|
% SAM = squeeze(SAMorris(nshock+1:end,1,:));
|
|
% for j=1:js,
|
|
% SAtadj(:,j)=SAM(:,j)./(max(SAM(:,j))+eps);
|
|
% end
|
|
% SAtadj = SAtadj';
|
|
% save([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAtadj','tadj','ir_tadj','ic_tadj','-append')
|
|
% else
|
|
% load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAtadj','tadj','ir_tadj','ic_tadj')
|
|
% end
|
|
% if opt_gsa.load_ident_files==0,
|
|
% js=0;
|
|
% SAMorris = [];
|
|
% for i=1:size(iff,2),
|
|
% js=js+1;
|
|
% [SAmeas, SAMorriss(:,:,js)] = Morris_Measure_Groups(npT, [lpmat0 lpmat], iff(:,i),nliv);
|
|
% end
|
|
% SAM = squeeze(SAMorriss(nshock+1:end,1,:));
|
|
% for j=1:js,
|
|
% SAIF(:,j)=SAM(:,j)./(max(SAM(:,j))+eps);
|
|
% end
|
|
% SAIF = SAIF';
|
|
% save([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAIF','iff','ir_if','ic_if','-append')
|
|
% else
|
|
% load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAIF','iff','ir_if','ic_if')
|
|
% end
|
|
% figure,
|
|
% %bar(SAtadj),
|
|
% % boxplot(SAtadj,'whis',10,'symbol','r.')
|
|
% myboxplot(SAtadj,[],'.',[],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(' ')
|
|
% title('All half-life')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_tadj'])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_tadj']);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_tadj']);
|
|
% close(gcf),
|
|
|
|
% ifig = 0;
|
|
% for j=1:size(options_.varobs,1)
|
|
% if mod(j,6)==1
|
|
% figure('name',['EET speed of adjustment observed variables']);
|
|
% ifig=ifig+1;
|
|
% iplo=0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ir_tadj==j);
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAtadj(iv,:),'whis',3,'symbol','r.');
|
|
% myboxplot(SAtadj(iv,:),[],'.',[],3)
|
|
% else
|
|
% plot(SAtadj(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:np,
|
|
% text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% end
|
|
% title(options_.varobs(j,:),'interpreter','none')
|
|
% if mod(j,6)==0 | j==size(options_.varobs,1)
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_tadj_varobs_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_tadj_varobs_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_tadj_varobs_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
|
|
% ifig = 0;
|
|
% for j=1:M_.exo_nbr,
|
|
% if mod(j,6)==1
|
|
% figure('name',['EET speed of adjustment shocks']);
|
|
% ifig=ifig+1;
|
|
% iplo=0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ic_tadj==j);
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAtadj(iv,:),'whis',3,'symbol','r.');
|
|
% myboxplot(SAtadj(iv,:),[],'.',[],3)
|
|
% else
|
|
% plot(SAtadj(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:np,
|
|
% text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% end
|
|
% title(M_.exo_names(j,:),'interpreter','none')
|
|
% if mod(j,6)==0 | j==M_.exo_nbr,
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_tadj_exo_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_tadj_exo_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_tadj_exo_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
|
|
% figure,
|
|
% %bar(SAIF),
|
|
% % boxplot(SAIF,'whis',10,'symbol','r.')
|
|
% myboxplot(SAIF,[],'.',[],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('Steady state gains (impact factors)')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_gain'])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_gain']);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_gain']);
|
|
% close(gcf),
|
|
%figure, bar(SAIF'), title('All Gain Relationships')
|
|
% ifig = 0;
|
|
% for j=1:size(options_.varobs,1)
|
|
% if mod(j,6)==1
|
|
% figure('name',['EET steady state gain observed series']);
|
|
% ifig=ifig+1;
|
|
% iplo=0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ir_if==j);
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAIF(iv,:),'whis',10,'symbol','r.');
|
|
% myboxplot(SAIF(iv,:),[],'.',[],10)
|
|
% else
|
|
% plot(SAIF(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:np,
|
|
% text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% end
|
|
% title(options_.varobs(j,:),'interpreter','none')
|
|
% if mod(j,6)==0 | j==size(options_.varobs,1)
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_gain_varobs_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_gain_varobs_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_gain_varobs_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
%
|
|
% ifig = 0;
|
|
% for j=1:M_.exo_nbr,
|
|
% if mod(j,6)==1
|
|
% figure('name',['EET steady state gain shocks']);
|
|
% ifig=ifig+1;
|
|
% iplo=0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ic_if==j);
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAIF(iv,:),'whis',3,'symbol','r.');
|
|
% myboxplot(SAIF(iv,:),[],'.',[],3)
|
|
% else
|
|
% plot(SAIF(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:np,
|
|
% text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% end
|
|
% title(M_.exo_names(j,:),'interpreter','none')
|
|
% if mod(j,6)==0 | j==M_.exo_nbr,
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_gain_exo_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_gain_exo_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_gain_exo_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
|
|
|
|
if opt_gsa.load_ident_files==0
|
|
SAMorris = [];
|
|
for j=1:j0
|
|
[SAmeas, SAMorris(:,:,j)] = Morris_Measure_Groups(npT, [lpmat0 lpmat], yt(:,j),nliv);
|
|
end
|
|
|
|
% SAM = squeeze(SAMorris(nshock+1:end,1,:));
|
|
SAM = squeeze(SAMorris(1:end,1,:));
|
|
for j=1:j0
|
|
SAnorm(:,j)=SAM(:,j)./max(SAM(:,j));
|
|
irex(j)=length(find(SAnorm(:,j)>0.01));
|
|
end
|
|
[dum, irel]=sort(irex);
|
|
|
|
% SAMmu = squeeze(SAMorris(nshock+1:end,2,:));
|
|
SAMmu = squeeze(SAMorris(1:end,2,:));
|
|
for j=1:j0
|
|
SAmunorm(:,j)=SAMmu(:,j)./max(SAM(:,j)); % normalised w.r.t. mu*
|
|
end
|
|
% SAMsig = squeeze(SAMorris(nshock+1:end,3,:));
|
|
SAMsig = squeeze(SAMorris(1:end,3,:));
|
|
for j=1:j0
|
|
SAsignorm(:,j)=SAMsig(:,j)./max(SAMsig(:,j));
|
|
end
|
|
save([OutputDirectoryName,'/',fname_,'_morris_IDE.mat'],'SAnorm','SAmunorm','SAsignorm','-append')
|
|
else
|
|
load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAnorm','SAmunorm','SAsignorm')
|
|
end
|
|
hh=dyn_figure(options_.nodisplay,'name','Screening identification: model'); %bar(SAnorm(:,irel))
|
|
% boxplot(SAnorm','whis',10,'symbol','r.')
|
|
myboxplot(SAnorm',[],'.',[],10)
|
|
set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
|
|
set(gca,'xlim',[0.5 npT+0.5])
|
|
set(gca,'ylim',[0 1])
|
|
set(gca,'position',[0.13 0.2 0.775 0.7])
|
|
xlabel(' ')
|
|
for ip=1:npT
|
|
% text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
end
|
|
xlabel(' ')
|
|
title('Elementary effects in the model')
|
|
dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_par'],options_.nodisplay,options_.graph_format);
|
|
create_TeX_loader(options_,[OutputDirectoryName,'/',fname_,'_morris_par'],1,'Screening identification: model','morris_par',1)
|
|
|
|
% hh=dyn_figure(options_.nodisplay); %bar(SAmunorm(:,irel))
|
|
% % boxplot(SAmunorm','whis',10,'symbol','r.')
|
|
% myboxplot(SAmunorm',[],'.',[],10)
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% set(gca,'ylim',[-1 1])
|
|
% set(gca,'position',[0.13 0.2 0.775 0.7])
|
|
% xlabel(' ')
|
|
% for ip=1:npT,
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% title('\mu in the model')
|
|
% dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrismu_par'],options_.nodisplay,options_.graph_format);
|
|
%
|
|
% hh=dyn_figure(options_.nodisplay); %bar(SAsignorm(:,irel))
|
|
% % boxplot(SAsignorm','whis',10,'symbol','r.')
|
|
% myboxplot(SAsignorm',[],'.',[],10)
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% set(gca,'ylim',[0 1])
|
|
% set(gca,'position',[0.13 0.2 0.775 0.7])
|
|
% xlabel(' ')
|
|
% for ip=1:npT,
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% title('\sigma in the model')
|
|
% dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrissig_par'],options_.nodisplay,options_.graph_format);
|
|
|
|
% figure, bar(SAnorm(:,irel)')
|
|
% set(gca,'xtick',[1:j0])
|
|
% set(gca,'xlim',[0.5 j0+0.5])
|
|
% title('Elementary effects relationships')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_morris_redform'])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_morris_redform']);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_morris_redform']);
|
|
|
|
elseif opt_gsa.morris==3
|
|
return
|
|
|
|
np=estim_params_.np;
|
|
na=(4*np+1)*opt_gsa.Nsam;
|
|
for j=1:j0
|
|
[idex(j,:), yd(j,:)] = spop_ide(lpmat, yt(:,j), opt_gsa.Nsam, 5-1);
|
|
end
|
|
iok=find(~isnan(yt(1:opt_gsa.Nsam,1)));
|
|
yr=NaN*ones(size(lpmat,1),j0);
|
|
for j=1:j0,
|
|
ys(j,:)=yd(j,:)./max(yd(j,:));
|
|
[dum, is]=sort(yt(iok,j));
|
|
yr(iok(is),j)=[1:length(iok)]'./length(iok);
|
|
yr(istable(length(iok)+1:end),j) = interp1(yt(iok,j),yr(iok,j),yt(istable(length(iok)+1:end),j),'','extrap');
|
|
ineg=find(yr(:,j)<0);
|
|
if any(ineg)
|
|
[dum, is]=sort(yr(ineg,j));
|
|
yr(ineg(is),j)=-[length(ineg):-1:1]./length(iok);
|
|
end
|
|
[idex_r(j,:), yd_r(j,:)] = spop_ide(lpmat, yr(:,j), opt_gsa.Nsam, 5-1);
|
|
ys_r(j,:)=yd_r(j,:)./max(yd_r(j,:));
|
|
|
|
end,
|
|
figure, bar((idex.*ys)./opt_gsa.Nsam), title('Relationships')
|
|
figure, bar((idex.*ys)'./opt_gsa.Nsam), title('Parameters')
|
|
figure, bar((idex_r.*ys_r)./opt_gsa.Nsam), title('Relationships rank')
|
|
figure, bar((idex_r.*ys_r)'./opt_gsa.Nsam), title('Parameters rank')
|
|
[v0,d0]=eig(corrcoef(yt(iok,:)));
|
|
ee=diag(d0);
|
|
ee=ee([end:-1:1])./j0;
|
|
i0=length(find(ee>0.01));
|
|
v0=v0(:,[end:-1:1]);
|
|
for j=1:i0
|
|
[idex_pc(j,:), yd_pc(j,:)] = spop_ide(lpmat, yt*v0(:,j), opt_gsa.Nsam, 5-1);
|
|
end
|
|
for j=1:i0
|
|
ys_pc(j,:)=yd_pc(j,:)./max(yd_pc(j,:));
|
|
end,
|
|
figure, bar((idex_pc.*ys_pc)./opt_gsa.Nsam), title('Relationships PCA')
|
|
figure, bar((idex_pc.*ys_pc)'./opt_gsa.Nsam), title('Parameters PCA')
|
|
|
|
[vr,dr]=eig(corrcoef(yr(iok,:)));
|
|
er=diag(dr);
|
|
er=er([end:-1:1])./j0;
|
|
ir0=length(find(er>0.01));
|
|
vr=vr(:,[end:-1:1]);
|
|
for j=1:ir0
|
|
[idex_pcr(j,:), yd_pcr(j,:)] = spop_ide(lpmat, yr*vr(:,j), opt_gsa.Nsam, 5-1);
|
|
end
|
|
for j=1:ir0
|
|
ys_pcr(j,:)=yd_pcr(j,:)./max(yd_pcr(j,:));
|
|
end
|
|
figure, bar((idex_pcr.*ys_pcr)./opt_gsa.Nsam), title('Relationships rank PCA')
|
|
figure, bar((idex_pcr.*ys_pcr)'./opt_gsa.Nsam), title('Parameters rank PCA')
|
|
|
|
elseif opt_gsa.morris==2 % ISKREV staff
|
|
return
|
|
|
|
|
|
else % main effects analysis
|
|
|
|
if itrans==0
|
|
fsuffix = '';
|
|
elseif itrans==1
|
|
fsuffix = '_log';
|
|
else
|
|
fsuffix = '_rank';
|
|
end
|
|
|
|
imap=[1:npT];
|
|
|
|
if isempty(lpmat0)
|
|
x0=lpmat(istable,:);
|
|
else
|
|
|
|
x0=[lpmat0(istable,:), lpmat(istable,:)];
|
|
end
|
|
nrun=length(istable);
|
|
nest=min(250,nrun);
|
|
nfit=min(1000,nrun);
|
|
|
|
% opt_gsa.load_ident_files=0;
|
|
|
|
% if opt_gsa.load_ident_files==0,
|
|
% try
|
|
% EET=load([OutputDirectoryName,'/SCREEN/',fname_,'_morris_IDE'],'SAvdec','vdec','ir_vdec','ic_vdec');
|
|
% catch
|
|
% EET=[];
|
|
% end
|
|
% SAvdec=zeros(size(vdec,2),npT);
|
|
%
|
|
% for j=1:size(vdec,2),
|
|
% if itrans==0,
|
|
% y0 = vdec(istable,j);
|
|
% elseif itrans==1,
|
|
% y0 = log_trans_(vdec(istable,j));
|
|
% else
|
|
% y0 = trank(vdec(istable,j));
|
|
% end
|
|
% if ~isempty(EET),
|
|
% % imap=find(EET.SAvdec(j,:));
|
|
% % [dum, isort]=sort(-EET.SAvdec(j,:));
|
|
% imap=find(EET.SAvdec(j,:) >= (0.1.*max(EET.SAvdec(j,:))) );
|
|
% end
|
|
% gsa_(j) = gsa_sdp(y0(1:nest), x0(1:nest,imap), ...
|
|
% 2, [],[],[],0,[OutputDirectoryName,'/map_vdec',fsuffix,int2str(j)], pnames);
|
|
% if nfit>nest,
|
|
% gsa_(j) = gsa_sdp(y0(1:nfit), x0(1:nfit,imap), ...
|
|
% -2, gsa_(j).nvr*nest^3/nfit^3,[],[],0,[OutputDirectoryName,'/map_vdec',fsuffix,int2str(j)], pnames);
|
|
% end
|
|
%
|
|
% SAvdec(j,imap)=gsa_(j).si;
|
|
% imap_vdec{j}=imap;
|
|
% end
|
|
% save([OutputDirectoryName,'/',fname_,'_main_eff'],'imap_vdec','SAvdec','vdec','ir_vdec','ic_vdec','-append')
|
|
% else
|
|
% load([OutputDirectoryName,'/',fname_,'_main_eff'],'imap_vdec','SAvdec','vdec','ir_vdec','ic_vdec')
|
|
% end
|
|
% figure,
|
|
% % boxplot(SAvdec,'whis',10,'symbol','r.')
|
|
% myboxplot(SAvdec,[],'.',[],10)
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% set(gca,'position',[0.13 0.2 0.775 0.7])
|
|
% for ip=1:npT,
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% % text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% title(['Main effects variance decomposition ',fsuffix],'interpreter','none')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_vdec',fsuffix])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_vdec',fsuffix]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_vdec',fsuffix]);
|
|
% close(gcf),
|
|
%
|
|
% ifig = 0;
|
|
% for j=1:size(options_.varobs,1)
|
|
% if mod(j,6)==1
|
|
% figure('name',['Main effects observed variance decomposition ',fsuffix]);
|
|
% ifig=ifig+1;
|
|
% iplo=0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ir_vdec==j);
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAvdec(iv,:),'whis',10,'symbol','r.');
|
|
% myboxplot(SAvdec(iv,:),[],'.',[],10)
|
|
% else
|
|
% plot(SAvdec(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:npT,
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% % text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% end
|
|
% title(options_.varobs(j,:),'interpreter','none')
|
|
% if mod(j,6)==0 | j==size(options_.varobs,1)
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_vdec',fsuffix,'_varobs_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_vdec',fsuffix,'_varobs_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_vdec',fsuffix,'_varobs_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
%
|
|
% ifig = 0;
|
|
% for j=1:M_.exo_nbr,
|
|
% if mod(j,6)==1
|
|
% figure('name',['Main effects shocks variance decomposition ',fsuffix]);
|
|
% ifig=ifig+1;
|
|
% iplo=0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ic_vdec==j);
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAvdec(iv,:),'whis',3,'symbol','r.');
|
|
% myboxplot(SAvdec(iv,:),[],'.',[],10)
|
|
% else
|
|
% plot(SAvdec(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',3,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:npT,
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% % text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% set(gca,'fontsize',10)
|
|
% end
|
|
% title(M_.exo_names(j,:),'interpreter','none','fontsize',10)
|
|
% if mod(j,6)==0 | j==M_.exo_nbr
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_vdec',fsuffix,'_exo_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_vdec',fsuffix,'_exo_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_vdec',fsuffix,'_exo_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
|
|
if opt_gsa.load_ident_files==0
|
|
try
|
|
EET=load([OutputDirectoryName,'/SCREEN/',fname_,'_morris_IDE'],'SAcc','ir_cc','ic_cc');
|
|
catch
|
|
EET=[];
|
|
end
|
|
ccac = stand_([mss cc ac]);
|
|
[pcc, dd] = eig(cov(ccac(istable,:)));
|
|
[latent, isort] = sort(-diag(dd));
|
|
latent = -latent;
|
|
figure, bar(latent)
|
|
title('Eigenvalues in PCA')
|
|
pcc=pcc(:,isort);
|
|
ccac = ccac*pcc;
|
|
% npca = min(40, max(find(cumsum(latent)./length(latent)<0.99))+1);
|
|
npca = max(find(cumsum(latent)./length(latent)<0.99))+1;
|
|
siPCA = (EET.SAcc'*abs(pcc'))';
|
|
% siPCA = siPCA./(max(siPCA')'*ones(1,npT)).*(latent*ones(1,npT));
|
|
siPCA = siPCA./(max(siPCA')'*ones(1,npT));
|
|
% siPCA = sum(siPCA,1);
|
|
% siPCA = siPCA./max(siPCA);
|
|
SAcc=zeros(size(ccac,2),npT);
|
|
for j=1:npca %size(ccac,2),
|
|
if itrans==0
|
|
y0 = ccac(istable,j);
|
|
elseif itrans==1
|
|
y0 = log_trans_(ccac(istable,j));
|
|
else
|
|
y0 = trank(ccac(istable,j));
|
|
end
|
|
if ~isempty(EET)
|
|
% imap=find(EET.SAvdec(j,:));
|
|
% [dum, isort]=sort(-EET.SAvdec(j,:));
|
|
imap=find(siPCA(j,:) >= (0.1.*max(siPCA(j,:))) );
|
|
% imap=find(EET.SAcc(j,:) >= (0.1.*max(EET.SAcc(j,:))) );
|
|
end
|
|
gsa_(j) = gsa_sdp(y0(1:nest), x0(1:nest,imap), ...
|
|
2, [],[],[],0,[OutputDirectoryName,'/map_cc',fsuffix,int2str(j)], pnames);
|
|
% if nfit>nest,
|
|
% gsa_(j) = gsa_sdp(y0(1:nfit), x0(1:nfit,imap), ...
|
|
% -2, gsa_(j).nvr*nest^3/nfit^3,[],[],0,[OutputDirectoryName,'/map_cc',fsuffix,int2str(j)], pnames);
|
|
% end
|
|
SAcc(j,imap)=gsa_(j).si;
|
|
imap_cc{j}=imap;
|
|
|
|
end
|
|
save([OutputDirectoryName,'/map_cc',fsuffix,'.mat'],'gsa_')
|
|
save([OutputDirectoryName,'/',fname_,'_main_eff.mat'],'imap_cc','SAcc','ccac','-append')
|
|
else
|
|
load([OutputDirectoryName,'/',fname_,'_main_eff'],'imap_cc','SAcc','ccac')
|
|
|
|
end
|
|
% figure,
|
|
% % boxplot(SAcc,'whis',10,'symbol','r.')
|
|
% myboxplot(SAcc,[],'.',[],10)
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% set(gca,'position',[0.13 0.2 0.775 0.7])
|
|
% for ip=1:npT,
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% % text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% ylabel(' ')
|
|
% title(['Main effects moments''s PCA ',fsuffix],'interpreter','none')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_cc',fsuffix])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_moments',fsuffix]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_moments',fsuffix]);
|
|
% close(gcf),
|
|
|
|
% ifig = 0;
|
|
% for j=1:size(options_.varobs,1)
|
|
% if mod(j,6)==1
|
|
% figure('name',['Main effects cross-covariances ',fsuffix]);
|
|
% ifig=ifig+1;
|
|
% iplo=0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ir_cc==j);
|
|
% iv = [iv; find(ic_cc==j)];
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAcc(iv,:),'whis',10,'symbol','r.');
|
|
% myboxplot(SAcc(iv,:),[],'.',[],10)
|
|
% else
|
|
% plot(SAcc(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:npT,
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% % text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% set(gca,'fontsize',10)
|
|
% end
|
|
% title(options_.varobs(j,:),'interpreter','none','fontsize',10)
|
|
% if mod(j,6)==0 | j==size(options_.varobs,1)
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_cc',fsuffix,'_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_cc',fsuffix,'_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_cc',fsuffix,'_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
%
|
|
% if opt_gsa.load_ident_files==0,
|
|
% try
|
|
% EET=load([OutputDirectoryName,'/SCREEN/',fname_,'_morris_IDE'],'SAac','ir_ac','ic_ac');
|
|
% catch
|
|
% EET=[];
|
|
% end
|
|
% SAac=zeros(size(ac,2),npT);
|
|
% for j=1:size(ac,2),
|
|
% if itrans==0,
|
|
% y0 = ac(istable,j);
|
|
% elseif itrans==1,
|
|
% y0 = log_trans_(ac(istable,j));
|
|
% else
|
|
% y0 = trank(ac(istable,j));
|
|
% end
|
|
% if ~isempty(EET),
|
|
% imap=find(EET.SAac(j,:) >= (0.1.*max(EET.SAac(j,:))) );
|
|
% end
|
|
% % gsa_(j) = gsa_sdp_dyn( y0, lpmat(istable,:), ...
|
|
% % gsa_flag, [],[],[],0,[OutputDirectoryName,'/map_ac',fsuffix,int2str(j)], pnames);
|
|
% gsa_(j) = gsa_sdp(y0(1:nest), x0(1:nest,imap), ...
|
|
% 2, [],[],[],0,[OutputDirectoryName,'/map_ac',fsuffix,int2str(j)], pnames);
|
|
% if nfit>nest,
|
|
% gsa_(j) = gsa_sdp(y0(1:nfit), x0(1:nfit,imap), ...
|
|
% -2, gsa_(j).nvr*nest^3/nfit^3,[],[],0,[OutputDirectoryName,'/map_ac',fsuffix,int2str(j)], pnames);
|
|
% end
|
|
% SAac(j,imap)=gsa_(j).si;
|
|
% imap_ac{j}=imap;
|
|
%
|
|
% end
|
|
% save([OutputDirectoryName,'/',fname_,'_main_eff'],'imap_ac','SAac','ac','ir_ac','ic_ac','-append')
|
|
% else
|
|
% load([OutputDirectoryName,'/',fname_,'_main_eff'],'imap_ac','SAac','ac','ir_ac','ic_ac')
|
|
% end
|
|
%
|
|
% figure,
|
|
% % boxplot(SAac,'whis',10,'symbol','r.')
|
|
% myboxplot(SAac,[],'.',[],10)
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% 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(' ')
|
|
% title(['Main effects 1 lag auto-covariances ',fsuffix],'interpreter','none')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_ac',fsuffix])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_ac',fsuffix]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_ac',fsuffix]);
|
|
% close(gcf),
|
|
%
|
|
% ifig = 0;
|
|
% for j=1:size(options_.varobs,1)
|
|
% if mod(j,6)==1
|
|
% figure('name',['Main effects auto-covariances ',fsuffix]);
|
|
% ifig=ifig+1;
|
|
% iplo = 0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ir_ac==j);
|
|
% %iv = [iv; find(ic_ac==j)];
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAac(iv,:),'whis',10,'symbol','r.');
|
|
% myboxplot(SAac(iv,:),[],'.',[],10)
|
|
% else
|
|
% plot(SAac(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:npT,
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% % text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% set(gca,'fontsize',10)
|
|
% end
|
|
% title(options_.varobs(j,:),'interpreter','none','fontsize',10)
|
|
% if mod(j,6)==0 | j==size(options_.varobs,1)
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_ac',fsuffix,'_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_ac',fsuffix,'_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_ac',fsuffix,'_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
|
|
% x0=x0(:,nshock+1:end);
|
|
imap=[1:npT];
|
|
|
|
% if opt_gsa.load_ident_files==0,
|
|
% try
|
|
% EET=load([OutputDirectoryName,'/SCREEN/',fname_,'_morris_IDE'],'SAtadj','ir_tadj','ic_tadj');
|
|
% ny=size(EET.SAtadj,1);
|
|
% catch
|
|
% EET=[];
|
|
% end
|
|
% SAtadj=zeros(size(tadj,2),np);
|
|
% for j=1:size(tadj,2),
|
|
% if itrans==0,
|
|
% y0 = tadj(istable,j);
|
|
% elseif itrans==1,
|
|
% y0 = log_trans_(tadj(istable,j));
|
|
% else
|
|
% y0 = trank(tadj(istable,j));
|
|
% end
|
|
% if ~isempty(EET),
|
|
% if size(tadj,2)~=ny,
|
|
% jj=find(EET.ir_tadj==ir_tadj(j));
|
|
% jj=jj(find(EET.ic_tadj(jj)==ic_tadj(j)));
|
|
% if ~isempty(jj),
|
|
% imap=find(EET.SAtadj(jj,:) >= (0.1.*max(EET.SAtadj(jj,:))) );
|
|
% else
|
|
% imap=[1:np];
|
|
% end
|
|
% else
|
|
% imap=find(EET.SAtadj(j,:) >= (0.1.*max(EET.SAtadj(j,:))) );
|
|
% end
|
|
% end
|
|
% % gsa_(j) = gsa_sdp_dyn( y0, lpmat(istable,:), ...
|
|
% % gsa_flag, [],[],[],0,[OutputDirectoryName,'/map_tadj',fsuffix,int2str(j)], pnames);
|
|
% gsa_(j) = gsa_sdp(y0(1:nest), x0(1:nest,imap), ...
|
|
% 2, [],[],[],0,[OutputDirectoryName,'/map_tadj',fsuffix,int2str(j)], pnames);
|
|
% if nfit>nest,
|
|
% gsa_(j) = gsa_sdp(y0(1:nfit), x0(1:nfit,imap), ...
|
|
% -2, gsa_(j).nvr*nest^3/nfit^3,[],[],0,[OutputDirectoryName,'/map_tadj',fsuffix,int2str(j)], pnames);
|
|
% end
|
|
% SAtadj(j,imap)=gsa_(j).si;
|
|
% imap_tadj{j}=imap;
|
|
%
|
|
% end
|
|
% save([OutputDirectoryName,'/',fname_,'_main_eff'],'imap_tadj','SAtadj','tadj','ir_tadj','ic_tadj','-append')
|
|
% else
|
|
% load([OutputDirectoryName,'/',fname_,'_main_eff'],'imap_tadj','SAtadj','tadj','ir_tadj','ic_tadj')
|
|
% end
|
|
%
|
|
% figure,
|
|
% % boxplot(SAtadj,'whis',10,'symbol','r.')
|
|
% myboxplot(SAtadj,[],'.',[],10)
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% 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(' ')
|
|
% title(['Main effects speed of adjustment ',fsuffix],'interpreter','none')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_tadj',fsuffix])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_tadj',fsuffix]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_tadj',fsuffix]);
|
|
% close(gcf),
|
|
%
|
|
% ifig = 0;
|
|
% for j=1:size(options_.varobs,1)
|
|
% if mod(j,6)==1
|
|
% figure('name',['Main effects observed speed adjustment ',fsuffix]);
|
|
% ifig=ifig+1;
|
|
% iplo = 0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ir_tadj==j);
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAtadj(iv,:),'whis',3,'symbol','r.');
|
|
% myboxplot(SAtadj(iv,:),[],'.',[],10)
|
|
% else
|
|
% plot(SAtadj(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:np,
|
|
% text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% end
|
|
% title(options_.varobs(j,:),'interpreter','none')
|
|
% if mod(j,6)==0 | j==size(options_.varobs,1)
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_tadj',fsuffix,'_varobs_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_tadj',fsuffix,'_varobs_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_tadj',fsuffix,'_varobs_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
%
|
|
% ifig = 0;
|
|
% for j=1:M_.exo_nbr,
|
|
% if mod(j,6)==1
|
|
% figure('name',['Main effects shocks speed of adjustment ',fsuffix]);
|
|
% ifig=ifig+1;
|
|
% iplo=0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ic_tadj==j);
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAtadj(iv,:),'whis',3,'symbol','r.');
|
|
% myboxplot(SAtadj(iv,:),[],'.',[],10)
|
|
% else
|
|
% plot(SAtadj(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:np,
|
|
% text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% end
|
|
% title(M_.exo_names(j,:),'interpreter','none')
|
|
% if mod(j,6)==0 | j==M_.exo_nbr,
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_tadj',fsuffix,'_exo_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_tadj',fsuffix,'_exo_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_tadj',fsuffix,'_exo_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
%
|
|
%
|
|
% if opt_gsa.load_ident_files==0,
|
|
% try
|
|
% EET=load([OutputDirectoryName,'/SCREEN/',fname_,'_morris_IDE'],'SAIF','ir_if','ic_if');
|
|
% catch
|
|
% EET=[];
|
|
% end
|
|
% SAif=zeros(size(iff,2),np);
|
|
% for j=1:size(iff,2),
|
|
% if itrans==0,
|
|
% y0 = iff(istable,j);
|
|
% elseif itrans==1,
|
|
% y0 = log_trans_(iff(istable,j));
|
|
% else
|
|
% y0 = trank(iff(istable,j));
|
|
% end
|
|
% if ~isempty(EET),
|
|
% imap=find(EET.SAIF(j,:) >= (0.1.*max(EET.SAIF(j,:))) );
|
|
% end
|
|
% % gsa_(j) = gsa_sdp_dyn( y0, lpmat(istable,:), ...
|
|
% % gsa_flag, [],[],[],0,[OutputDirectoryName,'/map_if',fsuffix,int2str(j)], pnames);
|
|
% gsa_(j) = gsa_sdp(y0(1:nest), x0(1:nest,imap), ...
|
|
% 2, [],[],[],0,[OutputDirectoryName,'/map_if',fsuffix,int2str(j)], pnames);
|
|
% if nfit>nest,
|
|
% gsa_(j) = gsa_sdp(y0(1:nfit), x0(1:nfit,imap), ...
|
|
% -2, gsa_(j).nvr*nest^3/nfit^3,[],[],0,[OutputDirectoryName,'/map_if',fsuffix,int2str(j)], pnames);
|
|
% end
|
|
% SAif(j,imap)=gsa_(j).si;
|
|
% imap_if{j}=imap;
|
|
%
|
|
% end
|
|
% save([OutputDirectoryName,'/',fname_,'_main_eff'],'imap_if','SAif','iff','ir_if','ic_if','-append')
|
|
% else
|
|
% load([OutputDirectoryName,'/',fname_,'_main_eff'],'imap_if','SAif','iff','ir_if','ic_if')
|
|
% end
|
|
%
|
|
% figure,
|
|
% % boxplot(SAif,'whis',10,'symbol','r.')
|
|
% myboxplot(SAif,[],'.',[],10)
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% 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(' ')
|
|
% title(['Main effects impact factors ',fsuffix],'interpreter','none')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_if',fsuffix])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_if',fsuffix]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_if',fsuffix]);
|
|
% close(gcf),
|
|
%
|
|
% ifig = 0;
|
|
% for j=1:size(options_.varobs,1)
|
|
% if mod(j,6)==1
|
|
% figure('name',['Main effects observed impact factors ',fsuffix]);
|
|
% ifig=ifig+1;
|
|
% iplo = 0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ir_if==j);
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAif(iv,:),'whis',3,'symbol','r.');
|
|
% myboxplot(SAif(iv,:),[],'.',[],10)
|
|
% else
|
|
% plot(SAif(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:np,
|
|
% text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% end
|
|
% title(options_.varobs(j,:),'interpreter','none')
|
|
% if mod(j,6)==0 | j==size(options_.varobs,1)
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_if',fsuffix,'_varobs_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_if',fsuffix,'_varobs_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_if',fsuffix,'_varobs_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
%
|
|
% ifig = 0;
|
|
% for j=1:M_.exo_nbr,
|
|
% if mod(j,6)==1
|
|
% figure('name',['Main effects shocks impact factors ',fsuffix]);
|
|
% ifig=ifig+1;
|
|
% iplo=0;
|
|
% end
|
|
% iplo=iplo+1;
|
|
% subplot(3,2,iplo)
|
|
% iv = find(ic_if==j);
|
|
% if ~isempty(iv)
|
|
% if length(iv)>1
|
|
% % boxplot(SAif(iv,:),'whis',3,'symbol','r.');
|
|
% myboxplot(SAif(iv,:),[],'.',[],10)
|
|
% else
|
|
% plot(SAif(iv,:),'r.');
|
|
% end
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% for ip=1:np,
|
|
% text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% end
|
|
% title(M_.exo_names(j,:),'interpreter','none')
|
|
% if mod(j,6)==0 | j==M_.exo_nbr
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_if',fsuffix,'_exo_',int2str(ifig)])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_if',fsuffix,'_exo_',int2str(ifig)]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_if',fsuffix,'_exo_',int2str(ifig)]);
|
|
% close(gcf),
|
|
% end
|
|
% end
|
|
% SAmom = [SAvdec' SAcc' SAac']';
|
|
% SAdyn = [SAtadj' SAif']';
|
|
% SAall = [SAmom(:,nshock+1:end)' SAdyn']';
|
|
%
|
|
% figure,
|
|
% % boxplot(SAtadj,'whis',10,'symbol','r.')
|
|
% myboxplot(SAmom,[],'.',[],10)
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
|
|
% set(gca,'xlim',[0.5 npT+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% set(gca,'position',[0.13 0.2 0.775 0.7])
|
|
% for ip=1:npT,
|
|
% % text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% title(['Main effects theoretical moments ',fsuffix],'interpreter','none')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_moments',fsuffix])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_moments',fsuffix]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_moments',fsuffix]);
|
|
% % close(gcf),
|
|
%
|
|
% figure,
|
|
% % boxplot(SAtadj,'whis',10,'symbol','r.')
|
|
% myboxplot(SAdyn,[],'.',[],10)
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% 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')
|
|
% % text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% title(['Main effects short-long term dynamics ',fsuffix],'interpreter','none')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_dynamics',fsuffix])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_dynamics',fsuffix]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_dynamics',fsuffix]);
|
|
% % close(gcf),
|
|
%
|
|
% figure,
|
|
% % boxplot(SAtadj,'whis',10,'symbol','r.')
|
|
% myboxplot(SAall,[],'.',[],10)
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
|
|
% set(gca,'xlim',[0.5 np+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% 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')
|
|
% % text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% title(['Main effects all ',fsuffix],'interpreter','none')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_map_ALL',fsuffix])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_map_ALL',fsuffix]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_map_ALL',fsuffix]);
|
|
% % close(gcf),
|
|
|
|
% for j=1:size(SAall,1),
|
|
% SAallN(j,:)=SAall(j,:)./max(SAall(j,:));
|
|
% end
|
|
% SAmean=mean(SAallN);
|
|
% for j=1:size(SAmom,1),
|
|
% SAmomN(j,:)=SAmom(j,1:nshock)./max(SAmom(j,1:nshock));
|
|
% end
|
|
% SAmomN(find(isnan(SAmomN)))=0;
|
|
% SAmeanexo=mean(SAmomN(:,1:nshock));
|
|
|
|
% figure, bar(latent'*SAcc),
|
|
hh=dyn_figure(options_.nodisplay,'Name',['Identifiability indices in the ',fsuffix,' moments.']);
|
|
bar(sum(SAcc))
|
|
set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
|
|
set(gca,'xlim',[0.5 npT+0.5])
|
|
ydum = get(gca,'ylim');
|
|
set(gca,'ylim',[0 ydum(2)])
|
|
set(gca,'position',[0.13 0.2 0.775 0.7])
|
|
for ip=1:npT
|
|
text(ip,-0.02*(ydum(2)),bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
end
|
|
xlabel(' ')
|
|
title(['Identifiability indices in the ',fsuffix,' moments.'],'interpreter','none')
|
|
dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_ident_ALL',fsuffix],options_.nodisplay,options_.graph_format);
|
|
create_TeX_loader(options_,[OutputDirectoryName,'/',fname_,'_ident_ALL',fsuffix],1,['Identifiability indices in the ',fsuffix,' moments.'],['ident_ALL',fsuffix]',1)
|
|
|
|
% figure, bar(SAmeanexo),
|
|
% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:nshock])
|
|
% set(gca,'xlim',[0.5 nshock+0.5])
|
|
% ydum = get(gca,'ylim');
|
|
% set(gca,'ylim',[0 ydum(2)])
|
|
% set(gca,'position',[0.13 0.2 0.775 0.7])
|
|
% for ip=1:nshock,
|
|
% % text(ip,-0.02*(ydum(2)),deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% text(ip,-0.02*(ydum(2)),bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
|
|
% end
|
|
% xlabel(' ')
|
|
% title(['Identifiability indices for shocks',fsuffix],'interpreter','none')
|
|
% saveas(gcf,[OutputDirectoryName,'/',fname_,'_ident_SHOCKS',fsuffix])
|
|
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_ident_SHOCKS',fsuffix]);
|
|
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_ident_SHOCKS',fsuffix]);
|
|
end
|
|
|
|
return
|
|
|
|
|
|
function []=create_TeX_loader(options_,figpath,ifig_number,caption,label_name,scale_factor)
|
|
if nargin<6
|
|
scale_factor=1;
|
|
end
|
|
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
|
|
fidTeX = fopen([figpath '.tex'],'w');
|
|
fprintf(fidTeX,'%% TeX eps-loader file generated by map_ident_.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:%u}\n',label_name,ifig_number);
|
|
fprintf(fidTeX,'\\end{figure}\n\n');
|
|
fprintf(fidTeX,'%% End Of TeX file. \n');
|
|
fclose(fidTeX);
|
|
end
|