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function [pars, cosnJ] = ident_bruteforce(J,n,TeX, pnames_TeX,tittxt)
% function [pars, cosnJ] = ident_bruteforce(J,n,TeX, pnames_TeX,tittxt)
%
% given the Jacobian matrix J of moment derivatives w.r.t. parameters
% computes, for each column of J, the groups of columns from 1 to n that
% can repliate at best the derivatives of that column
%
% INPUTS
% J [double] (normalized) Jacobian matrix of moment derivatives
% n [scalar] maximum size of covariance groups tested
% TeX [scalar] Indicator whether TeX-output is requested
% pnames_TeX [char] list of tex names
% tittxt [string] string indicating the title text for
% graphs and figures
%
% OUTPUTS
% pars : cell array with groupf of params for each column of J for 1 to n
% cosnJ : the cosn of each column with the selected group of columns
% Copyright (C) 2009-2017 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/licen
global M_ options_
OutputDirectoryName = CheckPath('Identification',M_.dname);
k = size(J,2); % number of parameters
if nargin<2 || isempty(n)
n = 4; % max n-tuple
end
if nargin<3 || isempty(TeX)
TeX = 0; % max n-tuple
tittxt='';
end
tittxt1=regexprep(tittxt, ' ', '_');
tittxt1=strrep(tittxt1, '.', '');
cosnJ=zeros(k,n);
pars{k,n}=[];
for ll = 1:n
h = dyn_waitbar(0,['Brute force collinearity for ' int2str(ll) ' parameters.']);
for ii = 1:k
tmp = find([1:k]~=ii);
tmp2 = nchoosek(tmp,ll);
cosnJ2=zeros(size(tmp2,1),1);
b=[];
for jj = 1:size(tmp2,1)
[cosnJ2(jj,1), b(:,jj)] = cosn([J(:,ii),J(:,tmp2(jj,:))]);
end
cosnJ(ii,ll) = max(cosnJ2(:,1));
if cosnJ(ii,ll)>1.e-8
if ll>1 && ((cosnJ(ii,ll)-cosnJ(ii,ll-1))<1.e-8)
pars{ii,ll} = [pars{ii,ll-1} NaN];
cosnJ(ii,ll) = cosnJ(ii,ll-1);
else
tmp3 = tmp2(find(cosnJ2(:,1)==max(cosnJ2(:,1))),:);
pars{ii,ll} = tmp3(1,:);
end
else
pars{ii,ll} = NaN(1,ll);
end
dyn_waitbar(ii/k,h)
end
dyn_waitbar_close(h);
if TeX
filename = [OutputDirectoryName '/' M_.fname '_collin_patterns_',tittxt1,'_' int2str(ll) '.tex'];
fidTeX = fopen(filename,'w');
fprintf(fidTeX,'%% TeX-table generated by ident_bruteforce (Dynare).\n');
fprintf(fidTeX,['%% Collinearity patterns with ',int2str(ll),' parameter(s): ',tittxt,'\n']);
fprintf(fidTeX,['%% ' datestr(now,0)]);
fprintf(fidTeX,' \n');
fprintf(fidTeX,' \n');
fprintf(fidTeX,'{\\tiny \n');
fprintf(fidTeX,'\\begin{longtable}{llc} \n');
fprintf(fidTeX,['\\caption{Collinearity patterns with ',int2str(ll),' parameter(s): ',tittxt,'}\n ']);
fprintf(fidTeX,['\\label{Table:CollinearityPatterns:',tittxt1,':',int2str(ll),'}\\\\\n']);
fprintf(fidTeX,'\\toprule \n');
fprintf(fidTeX,' Parameter & Explanatory & cosn \\\\ \n');
fprintf(fidTeX,' & parameter(s) & \\\\ \n');
fprintf(fidTeX,'\\midrule \\endfirsthead \n');
fprintf(fidTeX,'\\caption{(continued)}\\\\\n ');
fprintf(fidTeX,'\\bottomrule \n');
fprintf(fidTeX,' Parameter & Explanatory & cosn \\\\ \n');
fprintf(fidTeX,' & parameter(s) & \\\\ \n');
fprintf(fidTeX,'\\midrule \\endhead \n');
fprintf(fidTeX,'\\bottomrule \\multicolumn{3}{r}{(Continued on next page)}\\endfoot \n');
fprintf(fidTeX,'\\bottomrule\\endlastfoot \n');
for i=1:k
plist='';
for ii=1:ll
if ~isnan(pars{i,ll}(ii))
plist = [plist ' $' pnames_TeX(pars{i,ll}(ii),:) '\;\; $ '];
else
plist = [plist ' ---- '];
end
end
fprintf(fidTeX,'$%s$ & [%s] & %7.3f \\\\ \n',...
pnames_TeX(i,:),...
plist,...
cosnJ(i,ll));
end
fprintf(fidTeX,'\\bottomrule \n');
fprintf(fidTeX,'\\end{longtable}\n');
fprintf(fidTeX,'} \n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
end
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