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41 results

SymbolList.cc

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  • plot_identification.m 14.61 KiB
    function plot_identification(params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName, save_figure)
    % function plot_identification(params,idemoments,idehess,idemodel, idelre, advanced, tittxt, name, IdentifDirectoryName, save_figure)
    %
    % INPUTS
    %    o params             [array] parameter values for identification checks
    %    o idemoments         [structure] identification results for the moments
    %    o idehess            [structure] identification results for the Hessian
    %    o idemodel           [structure] identification results for the reduced form solution
    %    o idelre             [structure] identification results for the LRE model
    %    o advanced           [integer] flag for advanced identification checks
    %    o tittxt             [char] name of the results to plot 
    %    o name               [char] list of names
    %    o IdentifDirectoryName   [char] directory name
    %    o save_figure        [integer] flag  for saving plots (=1) or not (=0)
    %    
    % OUTPUTS
    %    None
    %    
    % SPECIAL REQUIREMENTS
    %    None
    
    % Copyright (C) 2008-2011 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 M_ options_
    
    if nargin<10 || isempty(save_figure),
        save_figure=0;
    end
    
    [SampleSize, nparam]=size(params);
    siJnorm = idemoments.siJnorm;
    siHnorm = idemodel.siHnorm;
    siLREnorm = idelre.siLREnorm;
    
    % if prior_exist,
    %     tittxt = 'Prior mean - ';
    % else
    %     tittxt = '';
    % end
    tittxt1=regexprep(tittxt, ' ', '_');
    tittxt1=strrep(tittxt1, '.', '');
    if SampleSize == 1,
        siJ = idemoments.siJ;
        figure('Name',[tittxt, ' - Identification using info from observables']),
        subplot(211)
        mmm = (idehess.ide_strength_J);
        [ss, is] = sort(mmm);
        bar(log([idehess.ide_strength_J(:,is)' idehess.ide_strength_J_prior(:,is)']))
        set(gca,'xlim',[0 nparam+1])
        set(gca,'xticklabel','')
        dy = get(gca,'ylim');
        for ip=1:nparam,
            text(ip,dy(1),name{is(ip)},'rotation',90,'HorizontalAlignment','right','interpreter','none')
        end
        legend('relative to param value','relative to prior std','Location','Best')