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function indcorr = stab_map_2(x,alpha2, pvalue_crit, fnam, dirname,xparam1,figtitle)
% function stab_map_2(x, alpha2, pvalue, fnam, dirname,xparam1)
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2011-2016 European Commission
% Copyright (C) 2011-2017 Dynare Team
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
%global bayestopt_ estim_params_ dr_ options_ ys_ fname_
global bayestopt_ estim_params_ options_ oo_ M_
npar=size(x,2);
nsam=size(x,1);
ishock= npar>estim_params_.np;
nograph = options_.nograph;
if nargin<4
fnam='';
end
if nargin<5
dirname='';
nograph=1;
end
if nargin<6
xparam1=[];
end
if nargin<7
figtitle=fnam;
end
ys_ = oo_.dr.ys;
dr_ = oo_.dr;
fname_ = M_.fname;
nshock = estim_params_.nvx;
nshock = nshock + estim_params_.nvn;
nshock = nshock + estim_params_.ncx;
nshock = nshock + estim_params_.ncn;
[c0, pvalue] = corrcoef(x);
c00=tril(c0,-1);
fig_nam_=[fname_,'_',fnam,'_corr_'];
fig_nam_tex_table=strrep([fnam,'_corr'],' ','_');
fig_nam_=strrep(fig_nam_,' ','_');
ifig=0;
j2=0;
if ishock==0
npar=estim_params_.np;
if ~isempty(xparam1)
xparam1=xparam1(nshock+1:end);
end
else
npar=estim_params_.np+nshock;
end
skipline();
title_string=['Correlation analysis for ',fnam];
title_string_tex=['Correlation analysis for ',strrep(fnam,'_','\\_')];
indcorr = [];
entry_iter=1;
for j=1:npar
i2=find(abs(c00(:,j))>alpha2);
if length(i2)>0
for jx=1:length(i2)
if pvalue(j,i2(jx))<pvalue_crit
indcorr = [indcorr; [j i2(jx)]];
j2=j2+1;
if ishock
if options_.TeX
[param_name_temp1, param_name_tex_temp1]= get_the_name(j,options_.TeX,M_,estim_params_,options_);
param_name_tex_temp1 = strrep(param_name_tex_temp1,'$','');
[param_name_temp2, param_name_tex_temp2]= get_the_name(i2(jx),options_.TeX,M_,estim_params_,options_);
param_name_tex_temp2 = strrep(param_name_tex_temp2,'$','');
tmp_name=(['[',param_name_temp1,',',param_name_temp2,']']);
tmp_name_tex=(['[',param_name_tex_temp1,',',param_name_tex_temp2,']']);
name{entry_iter,1}=tmp_name;
name_tex{entry_iter,1}=tmp_name_tex;
else
[param_name_temp1]= get_the_name(j,options_.TeX,M_,estim_params_,options_);
[param_name_temp2]= get_the_name(i2(jx),options_.TeX,M_,estim_params_,options_);
tmp_name=(['[',param_name_temp1,',',param_name_temp2,']']);
name{entry_iter,1}=tmp_name;
end
else
if options_.TeX
[param_name_temp1, param_name_tex_temp1]= get_the_name(j+nshock,options_.TeX,M_,estim_params_,options_);
param_name_tex_temp1 = strrep(param_name_tex_temp1,'$','');
[param_name_temp2, param_name_tex_temp2]= get_the_name(i2(jx)+nshock,options_.TeX,M_,estim_params_,options_);
param_name_tex_temp2 = strrep(param_name_tex_temp2,'$','');
tmp_name=(['[',param_name_temp1,',',param_name_temp2,']']);
tmp_name_tex=(['[',param_name_tex_temp1,',',param_name_tex_temp2,']']);
name{entry_iter,1}=tmp_name;
name_tex{entry_iter,1}=tmp_name_tex;
else
[param_name_temp1]= get_the_name(j+nshock,options_.TeX,M_,estim_params_,options_);
[param_name_temp2]= get_the_name(i2(jx)+nshock,options_.TeX,M_,estim_params_,options_);
tmp_name=(['[',param_name_temp1,',',param_name_temp2,']']);
name{entry_iter,1}=tmp_name;
end
end
data_mat(entry_iter,1)=c0(i2(jx),j);
entry_iter=entry_iter+1;
if ~nograph
if mod(j2,12)==1
ifig=ifig+1;
hh=dyn_figure(options_.nodisplay,'name',[figtitle,' sample bivariate projection ', num2str(ifig)]);
end
subplot(3,4,j2-(ifig-1)*12)
% bar(c0(i2,j)),
% set(gca,'xticklabel',bayestopt_.name(i2)),
% set(gca,'xtick',[1:length(i2)])
%plot(stock_par(ixx(nfilt+1:end,i),j),stock_par(ixx(nfilt+1:end,i),i2(jx)),'.k')
%hold on,
plot(x(:,j),x(:,i2(jx)),'.')
if ~isempty(xparam1)
hold on, plot(xparam1(j),xparam1(i2(jx)),'ro')
end
% xlabel(deblank(estim_params_.param_names(j,:)),'interpreter','none'),
% ylabel(deblank(estim_params_.param_names(i2(jx),:)),'interpreter','none'),
if ishock
xlabel(bayestopt_.name{j},'interpreter','none'),
ylabel(bayestopt_.name{i2(jx)},'interpreter','none'),
else
xlabel(bayestopt_.name{j+nshock},'interpreter','none'),
ylabel(bayestopt_.name{i2(jx)+nshock},'interpreter','none'),
end
title(['cc = ',num2str(c0(i2(jx),j))])
if (mod(j2,12)==0) && j2>0
dyn_saveas(hh,[dirname,filesep,fig_nam_,int2str(ifig)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([dirname,filesep,fig_nam_,int2str(ifig),'.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by stab_map_2.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n\n']);
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s}\n',strrep([dirname,'/',fig_nam_,int2str(ifig)],'\','/'));
fprintf(fidTeX,'\\caption{%s.}',[figtitle,' sample bivariate projection ', num2str(ifig)]);
fprintf(fidTeX,'\\label{Fig:%s:%u}\n',fig_nam_,ifig);
fprintf(fidTeX,'\\end{figure}\n\n');
fprintf(fidTeX,'%% End Of TeX file. \n');
fclose(fidTeX);
end
end
end
end
end
end
if ~nograph && (j==(npar)) && j2>0 && (mod(j2,12)~=0)
dyn_saveas(hh,[dirname,filesep,fig_nam_,int2str(ifig)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([dirname,filesep,fig_nam_,int2str(ifig),'.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by stab_map_2.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',options_.figures.textwidth*min((j2-(ifig-1)*12)/3,1),strrep([dirname,'/',fig_nam_,int2str(ifig)],'\','/'));
fprintf(fidTeX,'\\caption{%s.}',[figtitle,' sample bivariate projection ', num2str(ifig)]);
fprintf(fidTeX,'\\label{Fig:%s:%u}\n',fig_nam_,ifig);
fprintf(fidTeX,'\\end{figure}\n\n');
fprintf(fidTeX,'%% End Of TeX file. \n');
fclose(fidTeX);
end
end
end
if j2==0
disp(['No correlation term with pvalue <', num2str(pvalue_crit),' and |corr. coef.| >',num2str(alpha2),' found for ',fnam])
else
headers=strvcat('Parameters','corrcoef');
dyntable(options_,title_string,headers,char(name),data_mat, 0, 7, 3);
if options_.TeX
dyn_latex_table(M_,options_,title_string_tex,fig_nam_tex_table,headers,char(name_tex),data_mat,0,7,3);
end
end
%close all
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