File: stab_map_1.m

package info (click to toggle)
dynare 5.3-1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm
  • size: 77,852 kB
  • sloc: cpp: 94,481; ansic: 28,551; pascal: 14,532; sh: 5,453; objc: 4,671; yacc: 4,442; makefile: 2,923; lex: 1,612; python: 677; ruby: 469; lisp: 156; xml: 22
file content (132 lines) | stat: -rw-r--r-- 5,187 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname, pcrit, atitle)
%function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname, pcrit)
%
% lpmat =  Monte Carlo matrix
% ibehaviour = index of behavioural runs
% inonbehaviour = index of non-behavioural runs
% aname = label of the analysis
% iplot = 1 plot cumulative distributions (default)
% iplot = 0 no plots
% ipar = index array of parameters to plot
% dirname = (OPTIONAL) path of the directory where to save
%            (default: current directory)
% pcrit = (OPTIONAL) critical value of the pvalue below which show the plots
%
% Plots: dotted lines for BEHAVIOURAL
%        solid lines for NON BEHAVIOURAL
% USES smirnov
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu

% Copyright (C) 2012-2016 European Commission
% Copyright (C) 2012-2017 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 <https://www.gnu.org/licenses/>.

global estim_params_ bayestopt_ M_ options_

if nargin<5
    iplot=1;
end
fname_ = M_.fname;
if nargin<7
    dirname='';
end
if nargin<9,
    atitle=aname;
end

nshock = estim_params_.nvx;
nshock = nshock + estim_params_.nvn;
nshock = nshock + estim_params_.ncx;
nshock = nshock + estim_params_.ncn;

npar=size(lpmat,2);
ishock= npar>estim_params_.np;

if nargin<6
    ipar=[];
end
if nargin<8 || isempty(pcrit)
    pcrit=1;
end

% Smirnov test for Blanchard;
for j=1:npar
    [H,P,KSSTAT] = smirnov(lpmat(ibehaviour,j),lpmat(inonbehaviour,j));
    proba(j)=P;
    dproba(j)=KSSTAT;
end
if isempty(ipar)
    %     ipar=find(dproba>dcrit);
    ipar=find(proba<pcrit);
end
nparplot=length(ipar);
if iplot && ~options_.nograph
    lpmat=lpmat(:,ipar);
    ftit=bayestopt_.name(ipar+nshock*(1-ishock));

    for i=1:ceil(nparplot/12)
        hh=dyn_figure(options_.nodisplay,'name',atitle);
        for j=1+12*(i-1):min(nparplot,12*i)
            subplot(3,4,j-12*(i-1))
            if ~isempty(ibehaviour)
                h=cumplot(lpmat(ibehaviour,j));
                set(h,'color',[0 0 1], 'linestyle',':','LineWidth',1.5)
            end
            hold on
            if ~isempty(inonbehaviour)
                h=cumplot(lpmat(inonbehaviour,j));
                set(h,'color',[0 0 0],'LineWidth',1.5)
            end
            %     title([ftit{j},'. D-stat ', num2str(dproba(ipar(j)),2)],'interpreter','none')
            title([ftit{j},'. p-value ', num2str(proba(ipar(j)),2)],'interpreter','none')
        end
        if nparplot>12
            dyn_saveas(hh,[dirname,filesep,fname_,'_',aname,'_SA_',int2str(i)],options_.nodisplay,options_.graph_format);
            if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
                fidTeX = fopen([dirname,filesep,fname_,'_',aname,'_SA_',int2str(i) '.tex'],'w');
                fprintf(fidTeX,'%% TeX eps-loader file generated by stab_map_1.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,filesep,fname_,'_',aname,'_SA_',int2str(i)],'\','/'));
                fprintf(fidTeX,'\\caption{%s.}',atitle);
                fprintf(fidTeX,'\\label{Fig:%s:%u}\n',atitle,i);
                fprintf(fidTeX,'\\end{figure}\n\n');
                fprintf(fidTeX,'%% End Of TeX file. \n');
                fclose(fidTeX);
            end
        else
            dyn_saveas(hh,[dirname,filesep,fname_,'_',aname,'_SA'],options_.nodisplay,options_.graph_format);
            if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
                fidTeX = fopen([dirname,filesep,fname_,'_',aname,'_SA.tex'],'w');
                fprintf(fidTeX,'%% TeX eps-loader file generated by stab_map_1.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((j-12*(i-1))/3,1),strrep([dirname,filesep,fname_,'_',aname,'_SA'],'\','/'));
                fprintf(fidTeX,'\\caption{%s.}',atitle);
                fprintf(fidTeX,'\\label{Fig:%s}\n',atitle);
                fprintf(fidTeX,'\\end{figure}\n\n');
                fprintf(fidTeX,'%% End Of TeX file. \n');
                fclose(fidTeX);
            end
        end
    end
end