193 lines
8.8 KiB
Matlab
193 lines
8.8 KiB
Matlab
function indcorr = stab_map_2(x,alpha2, pvalue_crit, fnam, dirname,xparam1,figtitle)
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% function stab_map_2(x, alpha2, pvalue, fnam, dirname,xparam1)
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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) 2011-2016 European Commission
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% Copyright (C) 2011-2018 Dynare Team
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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_ estim_params_ dr_ options_ ys_ fname_
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global bayestopt_ estim_params_ options_ oo_ M_
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npar=size(x,2);
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nsam=size(x,1);
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ishock= npar>estim_params_.np;
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nograph = options_.nograph;
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if nargin<4
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fnam='';
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end
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if nargin<5
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dirname='';
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nograph=1;
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end
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if nargin<6
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xparam1=[];
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end
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if nargin<7
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figtitle=fnam;
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end
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ys_ = oo_.dr.ys;
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dr_ = oo_.dr;
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fname_ = M_.fname;
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nshock = estim_params_.nvx;
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nshock = nshock + estim_params_.nvn;
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nshock = nshock + estim_params_.ncx;
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nshock = nshock + estim_params_.ncn;
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[c0, pvalue] = corrcoef(x);
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c00=tril(c0,-1);
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fig_nam_=[fname_,'_',fnam,'_corr_'];
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fig_nam_tex_table=strrep([fnam,'_corr'],' ','_');
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fig_nam_=strrep(fig_nam_,' ','_');
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ifig=0;
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j2=0;
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if ishock==0
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npar=estim_params_.np;
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if ~isempty(xparam1)
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xparam1=xparam1(nshock+1:end);
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end
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else
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npar=estim_params_.np+nshock;
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end
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skipline();
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title_string=['Correlation analysis for ',fnam];
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title_string_tex=['Correlation analysis for ',strrep(fnam,'_','\\_')];
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indcorr = [];
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entry_iter=1;
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for j=1:npar
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i2=find(abs(c00(:,j))>alpha2);
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if length(i2)>0
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for jx=1:length(i2)
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if pvalue(j,i2(jx))<pvalue_crit
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indcorr = [indcorr; [j i2(jx)]];
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j2=j2+1;
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if ishock
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if options_.TeX
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[param_name_temp1, param_name_tex_temp1]= get_the_name(j,options_.TeX,M_,estim_params_,options_);
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param_name_tex_temp1 = strrep(param_name_tex_temp1,'$','');
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[param_name_temp2, param_name_tex_temp2]= get_the_name(i2(jx),options_.TeX,M_,estim_params_,options_);
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param_name_tex_temp2 = strrep(param_name_tex_temp2,'$','');
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tmp_name=(['[',param_name_temp1,',',param_name_temp2,']']);
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tmp_name_tex=(['[',param_name_tex_temp1,',',param_name_tex_temp2,']']);
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name{entry_iter,1}=tmp_name;
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name_tex{entry_iter,1}=tmp_name_tex;
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else
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[param_name_temp1]= get_the_name(j,options_.TeX,M_,estim_params_,options_);
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[param_name_temp2]= get_the_name(i2(jx),options_.TeX,M_,estim_params_,options_);
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tmp_name=(['[',param_name_temp1,',',param_name_temp2,']']);
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name{entry_iter,1}=tmp_name;
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end
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else
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if options_.TeX
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[param_name_temp1, param_name_tex_temp1]= get_the_name(j+nshock,options_.TeX,M_,estim_params_,options_);
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param_name_tex_temp1 = strrep(param_name_tex_temp1,'$','');
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[param_name_temp2, param_name_tex_temp2]= get_the_name(i2(jx)+nshock,options_.TeX,M_,estim_params_,options_);
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param_name_tex_temp2 = strrep(param_name_tex_temp2,'$','');
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tmp_name=(['[',param_name_temp1,',',param_name_temp2,']']);
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tmp_name_tex=(['[',param_name_tex_temp1,',',param_name_tex_temp2,']']);
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name{entry_iter,1}=tmp_name;
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name_tex{entry_iter,1}=tmp_name_tex;
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else
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[param_name_temp1]= get_the_name(j+nshock,options_.TeX,M_,estim_params_,options_);
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[param_name_temp2]= get_the_name(i2(jx)+nshock,options_.TeX,M_,estim_params_,options_);
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tmp_name=(['[',param_name_temp1,',',param_name_temp2,']']);
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name{entry_iter,1}=tmp_name;
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end
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end
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data_mat(entry_iter,1)=c0(i2(jx),j);
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entry_iter=entry_iter+1;
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if ~nograph
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if mod(j2,12)==1
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ifig=ifig+1;
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hh=dyn_figure(options_.nodisplay,'name',[figtitle,' sample bivariate projection ', num2str(ifig)]);
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end
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subplot(3,4,j2-(ifig-1)*12)
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% bar(c0(i2,j)),
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% set(gca,'xticklabel',bayestopt_.name(i2)),
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% set(gca,'xtick',[1:length(i2)])
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%plot(stock_par(ixx(nfilt+1:end,i),j),stock_par(ixx(nfilt+1:end,i),i2(jx)),'.k')
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%hold on,
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plot(x(:,j),x(:,i2(jx)),'.')
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if ~isempty(xparam1)
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hold on, plot(xparam1(j),xparam1(i2(jx)),'ro')
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end
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% xlabel(deblank(estim_params_.param_names(j,:)),'interpreter','none'),
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% ylabel(deblank(estim_params_.param_names(i2(jx),:)),'interpreter','none'),
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if ishock
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xlabel(bayestopt_.name{j},'interpreter','none'),
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ylabel(bayestopt_.name{i2(jx)},'interpreter','none'),
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else
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xlabel(bayestopt_.name{j+nshock},'interpreter','none'),
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ylabel(bayestopt_.name{i2(jx)+nshock},'interpreter','none'),
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end
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title(['cc = ',num2str(c0(i2(jx),j))])
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if (mod(j2,12)==0) && j2>0
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dyn_saveas(hh,[dirname,filesep,fig_nam_,int2str(ifig)],options_.nodisplay,options_.graph_format);
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fidTeX = fopen([dirname,filesep,fig_nam_,int2str(ifig),'.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by stab_map_2.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=0.8\\textwidth]{%s}\n',strrep([dirname,'/',fig_nam_,int2str(ifig)],'\','/'));
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fprintf(fidTeX,'\\caption{%s.}',[figtitle,' sample bivariate projection ', num2str(ifig)]);
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fprintf(fidTeX,'\\label{Fig:%s:%u}\n',fig_nam_,ifig);
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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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end
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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 ~nograph && (j==(npar)) && j2>0 && (mod(j2,12)~=0)
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dyn_saveas(hh,[dirname,filesep,fig_nam_,int2str(ifig)],options_.nodisplay,options_.graph_format);
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fidTeX = fopen([dirname,filesep,fig_nam_,int2str(ifig),'.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by stab_map_2.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',options_.figures.textwidth*min((j2-(ifig-1)*12)/3,1),strrep([dirname,'/',fig_nam_,int2str(ifig)],'\','/'));
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fprintf(fidTeX,'\\caption{%s.}',[figtitle,' sample bivariate projection ', num2str(ifig)]);
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fprintf(fidTeX,'\\label{Fig:%s:%u}\n',fig_nam_,ifig);
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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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end
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end
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if j2==0
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disp(['No correlation term with pvalue <', num2str(pvalue_crit),' and |corr. coef.| >',num2str(alpha2),' found for ',fnam])
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else
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headers={'Parameters'; 'corrcoef'};
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dyntable(options_,title_string,headers, name, data_mat, 0, 7, 3);
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if options_.TeX
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dyn_latex_table(M_, options_, title_string_tex, fig_nam_tex_table, headers, name_tex, data_mat, 0, 7, 3);
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end
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end
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%close all
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