131 lines
4.2 KiB
Matlab
131 lines
4.2 KiB
Matlab
function stab_map_2(x,alpha2, pvalue, 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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% (http://eemc.jrc.ec.europa.eu/),
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% marco.ratto@jrc.it
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%
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% Reference:
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% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
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% Copyright (C) 2012-2013 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_ 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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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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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=corrcoef(x);
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c00=tril(c0,-1);
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fig_nam_=[fname_,'_',fnam,'_corr_'];
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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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disp([' '])
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disp(['Correlation analysis for ',fnam])
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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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tval = abs(c00(i2(jx),j)*sqrt( (nsam-2)/(1-c00(i2(jx),j)^2) ));
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tcr = tcrit(nsam-2,pvalue);
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if tval>tcr,
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j2=j2+1;
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if ishock,
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tmp_name = (['[',bayestopt_.name{j},',',bayestopt_.name{i2(jx)},']']);
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else
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tmp_name = (['[',bayestopt_.name{j+nshock},',',bayestopt_.name{i2(jx)+nshock},']']);
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end
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fprintf(1,'%20s: corrcoef = %7.3f\n',tmp_name,c0(i2(jx),j));
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if ~options_.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_,'name',['Correlations in the ',figtitle,' sample ', 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_);
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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 ~options_.nograph && (j==(npar)) && j2>0 && (mod(j2,12)~=0),
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dyn_saveas(hh,[dirname,filesep,fig_nam_,int2str(ifig)],options_);
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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),' found for ',fnam])
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end
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%close all
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