62 lines
1.9 KiB
Matlab
62 lines
1.9 KiB
Matlab
function stab_map_2(x,alpha2,istab)
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% function stab_map_2(x,alpha2,istab)
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%
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% Copyright (C) 2005 Marco Ratto
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% THIS PROGRAM WAS WRITTEN FOR MATLAB BY
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% Marco Ratto,
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% Unit of Econometrics and Statistics AF
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% (http://www.jrc.cec.eu.int/uasa/),
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% IPSC, Joint Research Centre
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% The European Commission,
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% TP 361, 21020 ISPRA(VA), ITALY
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% marco.ratto@jrc.it
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%
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global bayestopt_ estim_params_ dr_ options_ ys_ fname_
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c0=corrcoef(x);
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c00=tril(c0,-1);
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if istab,
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fig_nam_=[fname_,'_stab_corr_'];
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else
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fig_nam_=[fname_,'_unstab_corr_'];
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end
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ifig=0;
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j2=0;
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npar=estim_params_.np;
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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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j2=j2+1;
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if mod(j2,12)==1,
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ifig=ifig+1;
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if istab
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figure('name',['Correlations in the stable sample ', num2str(ifig)]),
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else
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figure('name',['Correlations in the unstable sample ', num2str(ifig)]),
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end
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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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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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title(['cc = ',num2str(c0(i2(jx),j))])
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if (mod(j2,12)==0) & j2>0,
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saveas(gcf,[fig_nam_,int2str(ifig)])
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end
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end
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end
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if (j==(npar)) & j2>0,
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saveas(gcf,[fig_nam_,int2str(ifig)])
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end
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end
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%close all
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