177 lines
7.3 KiB
Matlab
177 lines
7.3 KiB
Matlab
function redform_screen(dirname, options_gsa_)
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%function redform_map(dirname, options_gsa_)
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% inputs (from opt_gsa structure
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% anamendo = options_gsa_.namendo;
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% anamlagendo = options_gsa_.namlagendo;
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% anamexo = options_gsa_.namexo;
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% iload = options_gsa_.load_redform;
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%
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% Written by Marco Ratto
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% Joint Research Centre, The European Commission,
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% 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 M_ oo_ estim_params_ options_ bayestopt_
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% options_gsa_ = options_.opt_gsa;
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anamendo = options_gsa_.namendo;
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anamlagendo = options_gsa_.namlagendo;
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anamexo = options_gsa_.namexo;
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iload = options_gsa_.load_redform;
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nliv = options_gsa_.morris_nliv;
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pnames = M_.param_names(estim_params_.param_vals(:,1));
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if nargin==0
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dirname='';
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end
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load([dirname,'/',M_.fname,'_prior'],'lpmat','lpmat0','istable','T');
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nspred=M_.nspred;
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[kn, np]=size(lpmat);
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nshock = length(bayestopt_.pshape)-np;
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nsok = length(find(M_.lead_lag_incidence(M_.maximum_lag,:)));
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js=0;
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for j=1:size(anamendo,1)
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namendo = deblank(anamendo(j,:));
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iendo = strmatch(namendo, M_.endo_names(oo_.dr.order_var), 'exact');
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iplo=0;
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ifig=0;
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for jx=1:size(anamexo,1)
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namexo = deblank(anamexo(jx,:));
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iexo = strmatch(namexo, M_.exo_names, 'exact');
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if ~isempty(iexo)
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y0=teff(T(iendo,iexo+nspred,:), kn, istable);
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if ~isempty(y0)
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if mod(iplo,9)==0
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ifig = ifig+1;
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hh = dyn_figure(options_.nodisplay, 'name', [namendo,[' vs. shocks '], int2str(ifig)]);
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iplo = 0;
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end
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iplo = iplo+1;
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js = js+1;
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subplot(3, 3, iplo)
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[SAmeas, SAMorris] = Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0, nliv);
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SAM = squeeze(SAMorris(nshock+1:end,1));
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SA(:,js) = SAM./(max(SAM)+eps);
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[saso, iso] = sort(-SA(:,js));
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bar(SA(iso(1:min(np,10)),js))
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set(gca,'xticklabel',' ','fontsize',10)
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set(gca,'xlim',[0.5 10.5])
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for ip=1:min(np,10)
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text(ip,-0.02,pnames(iso(ip)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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title([namendo,' vs. ',namexo],'interpreter','none')
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if iplo==9
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dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],options_.nodisplay,options_.graph_format);
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create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],ifig,[namendo,' vs. shocks ',int2str(ifig)],[namendo,'_vs_shock'],1)
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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 iplo<9 && iplo>0 && ifig
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dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_shocks_',num2str(ifig)],options_.nodisplay,options_.graph_format);
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create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],ifig,[namendo,' vs. shocks ',int2str(ifig)],[namendo,'_vs_shock'],options_.figures.textwidth*min(iplo/3))
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end
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iplo=0;
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ifig=0;
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for je=1:size(anamlagendo,1)
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namlagendo=deblank(anamlagendo(je,:));
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ilagendo=strmatch(namlagendo, M_.endo_names(oo_.dr.order_var(M_.nstatic+1:M_.nstatic+nsok)), 'exact');
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if ~isempty(ilagendo)
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y0=teff(T(iendo,ilagendo,:),kn,istable);
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if ~isempty(y0)
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if mod(iplo,9)==0
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ifig=ifig+1;
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hh=dyn_figure(options_.nodisplay,'name',[namendo,' vs. lagged endogenous ',int2str(ifig)]);
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iplo=0;
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end
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iplo=iplo+1;
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js=js+1;
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subplot(3,3,iplo),
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[SAmeas, SAMorris] = Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0,nliv);
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SAM = squeeze(SAMorris(nshock+1:end,1));
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SA(:,js)=SAM./(max(SAM)+eps);
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[saso, iso] = sort(-SA(:,js));
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bar(SA(iso(1:min(np,10)),js))
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%set(gca,'xticklabel',pnames(iso(1:min(np,10)),:),'fontsize',8)
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set(gca,'xticklabel',' ','fontsize',10)
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set(gca,'xlim',[0.5 10.5])
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for ip=1:min(np,10)
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text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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title([namendo,' vs. ',namlagendo,'(-1)'],'interpreter','none')
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if iplo==9
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dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],options_.nodisplay,options_.graph_format);
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create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],ifig,[namendo,' vs. lagged endogenous ',int2str(ifig)],[namendo,'_vs_lags'],1)
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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 iplo<9 && iplo>0 && ifig
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dyn_saveas(hh,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],options_.nodisplay,options_.graph_format);
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create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],ifig,[namendo,' vs. lagged endogenous ',int2str(ifig)],[namendo,'_vs_lags'],options_.figures.textwidth*min(iplo/3))
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end
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end
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hh=dyn_figure(options_.nodisplay,'Name','Reduced form screening');
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%bar(SA)
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% boxplot(SA','whis',10,'symbol','r.')
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myboxplot(SA',[],'.',[],10)
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set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
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set(gca,'xlim',[0.5 np+0.5])
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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:np
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text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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xlabel(' ')
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ylabel('Elementary Effects')
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title('Reduced form screening')
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dyn_saveas(hh,[dirname,'/',M_.fname,'_redform_screen'],options_.nodisplay,options_.graph_format);
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create_TeX_loader(options_,[dirname,'/',M_.fname,'_redform_screen'],1,'Reduced form screening','redform_screen',1)
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function []=create_TeX_loader(options_,figpath,label_number,caption,label_name,scale_factor)
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if nargin<6
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scale_factor=1;
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end
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fidTeX = fopen([figpath '.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by redform_screen.m (Dynare).\n');
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fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s}\n',scale_factor,strrep(figpath,'\','/'));
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fprintf(fidTeX,'\\caption{%s.}',caption);
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fprintf(fidTeX,'\\label{Fig:%s:%u}\n',label_name,label_number);
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fprintf(fidTeX,'\\end{figure}\n\n');
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fprintf(fidTeX,'%% End Of TeX file. \n');
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fclose(fidTeX);
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end
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