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function reduced_form_screening(dirname, options_gsa_, estim_params_, M_, dr, options_, bayestopt_)
% reduced_form_screening(dirname, options_gsa_, estim_params_, M_, dr, options_, bayestopt_)
% Conduct reduced form screening
% Inputs:
% - dirname [string] name of the output directory
% - options_gsa_ [structure] GSA options_
% - estim_params [structure] describing the estimated parameters
% - M_ [structure] describing the model
% - dr [structure] decision rules
% - options_ [structure] describing the options
% - bayestopt_ [structure] describing the priors
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright © 2012-2016 European Commission
% Copyright © 2012-2023 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/>.
anamendo = options_gsa_.namendo;
anamlagendo = options_gsa_.namlagendo;
anamexo = options_gsa_.namexo;
anamendo_tex = options_gsa_.namendo_tex;
anamlagendo_tex = options_gsa_.namlagendo_tex;
anamexo_tex = options_gsa_.namexo_tex;
nliv = options_gsa_.morris_nliv;
pnames = M_.param_names(estim_params_.param_vals(:,1));
if options_.TeX
for par_iter=1:size(estim_params_.param_vals(:,1),1)
[~,tex_names{par_iter,1}]=get_the_name(estim_params_.param_vals(par_iter,1),options_.TeX, M_, estim_params_, options_.varobs);
end
end
if nargin==0
dirname='';
end
load([dirname,'/',M_.fname,'_prior'],'lpmat','lpmat0','istable','T');
nspred=M_.nspred;
[kn, np]=size(lpmat);
nshock = length(bayestopt_.pshape)-np;
nsok = length(find(M_.lead_lag_incidence(M_.maximum_lag,:)));
js=0;
for j=1:size(anamendo,1)
namendo = anamendo{j,:};
namendo_tex = anamendo_tex{j,:};
iendo = strmatch(namendo, M_.endo_names(dr.order_var), 'exact');
iplo=0;
ifig=0;
for jx=1:size(anamexo,1)
namexo = anamexo{jx};
namexo_tex = anamexo_tex{jx};
iexo = strmatch(namexo, M_.exo_names, 'exact');
if ~isempty(iexo)
y0=gsa.teff(T(iendo,iexo+nspred,:), kn, istable);
if ~isempty(y0)
if mod(iplo,9)==0
ifig = ifig+1;
hh_fig = dyn_figure(options_.nodisplay, 'name', [namendo,' vs. shocks ', int2str(ifig)]);
iplo = 0;
end
iplo = iplo+1;
js = js+1;
subplot(3, 3, iplo)
[~, SAMorris] = gsa.Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0, nliv);
SAM = squeeze(SAMorris(nshock+1:end,1));
SA(:,js) = SAM./(max(SAM)+eps);
[~, iso] = sort(-SA(:,js));
bar(SA(iso(1:min(np,10)),js))
set(gca,'xticklabel',' ','fontsize',10)
set(gca,'xlim',[0.5 10.5])
for ip=1:min(np,10)
if options_.TeX
text(ip,-0.02,tex_names(iso(ip)),'rotation',90,'HorizontalAlignment','right','interpreter','latex')
else
text(ip,-0.02,pnames(iso(ip)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
end
if options_.TeX
title([namendo_tex,' vs. ',namexo_tex],'interpreter','latex')
else
title([namendo,' vs. ',namexo],'interpreter','none')
end
if iplo==9
dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],ifig,[namendo,' vs. shocks ',int2str(ifig)],[namendo,'_vs_shock'],1)
end
end
end
end
if iplo<9 && iplo>0 && ifig
dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_', namendo,'_vs_shocks_',num2str(ifig)],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_shock_',num2str(ifig)],ifig,[namendo,' vs. shocks ',int2str(ifig)],[namendo,'_vs_shock'],options_.figures.textwidth*min(iplo/3))
end
iplo=0;
ifig=0;
for je=1:size(anamlagendo,1)
namlagendo=anamlagendo{je};
namlagendo_tex=anamlagendo_tex{je};
ilagendo=strmatch(namlagendo, M_.endo_names(dr.order_var(M_.nstatic+1:M_.nstatic+nsok)), 'exact');
if ~isempty(ilagendo)
y0=gsa.teff(T(iendo,ilagendo,:),kn,istable);
if ~isempty(y0)
if mod(iplo,9)==0
ifig=ifig+1;
hh_fig=dyn_figure(options_.nodisplay,'name',[namendo,' vs. lagged endogenous ',int2str(ifig)]);
iplo=0;
end
iplo=iplo+1;
js=js+1;
subplot(3,3,iplo),
[~, SAMorris] = gsa.Morris_Measure_Groups(np+nshock, [lpmat0 lpmat], y0,nliv);
SAM = squeeze(SAMorris(nshock+1:end,1));
SA(:,js)=SAM./(max(SAM)+eps);
[~, iso] = sort(-SA(:,js));
bar(SA(iso(1:min(np,10)),js))
set(gca,'xticklabel',' ','fontsize',10)
set(gca,'xlim',[0.5 10.5])
for ip=1:min(np,10)
if options_.TeX
text(ip,-0.02,tex_names(iso(ip)),'rotation',90,'HorizontalAlignment','right','interpreter','latex')
else
text(ip,-0.02,pnames{iso(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
end
if options_.TeX
title([namendo_tex,' vs. ',namlagendo_tex,'(-1)'],'interpreter','latex')
else
title([namendo,' vs. ',namlagendo,'(-1)'],'interpreter','none')
end
if iplo==9
dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],ifig,[namendo,' vs. lagged endogenous ',int2str(ifig)],[namendo,'_vs_lags'],1)
end
end
end
end
if iplo<9 && iplo>0 && ifig
dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[dirname,'/',M_.fname,'_', namendo,'_vs_lags_',num2str(ifig)],ifig,[namendo,' vs. lagged endogenous ',int2str(ifig)],[namendo,'_vs_lags'],options_.figures.textwidth*min(iplo/3))
end
end
hh_fig=dyn_figure(options_.nodisplay,'Name','Reduced form screening');
gsa.boxplot(SA',[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',1:np)
set(gca,'xlim',[0.5 np+0.5])
set(gca,'ylim',[0 1])
set(gca,'position',[0.13 0.2 0.775 0.7])
for ip=1:np
if options_.TeX
text(ip,-0.02,tex_names(ip),'rotation',90,'HorizontalAlignment','right','interpreter','latex')
else
text(ip,-0.02,pnames{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
end
xlabel(' ')
ylabel('Elementary Effects')
title('Reduced form screening')
dyn_saveas(hh_fig,[dirname,'/',M_.fname,'_redform_screen'],options_.nodisplay,options_.graph_format);
create_TeX_loader(options_,[dirname,'/',M_.fname,'_redform_screen'],1,'Reduced form screening','redform_screen',1)
function []=create_TeX_loader(options_,figpath,label_number,caption,label_name,scale_factor)
if nargin<6
scale_factor=1;
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX = fopen([figpath '.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by reduced_form_screening.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',scale_factor,strrep(figpath,'\','/'));
fprintf(fidTeX,'\\caption{%s.}',caption);
fprintf(fidTeX,'\\label{Fig:%s:%u}\n',label_name,label_number);
fprintf(fidTeX,'\\end{figure}\n\n');
fprintf(fidTeX,'%% End Of TeX file. \n');
fclose(fidTeX);
end
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