diff --git a/matlab/gsa/filt_mc_.m b/matlab/gsa/filt_mc_.m
index 1b6e09ca284fd8904872a286b773f79649691281..aeca70b4e45b3b883da85900e582929fbaba37d6 100644
--- a/matlab/gsa/filt_mc_.m
+++ b/matlab/gsa/filt_mc_.m
@@ -268,6 +268,34 @@ if ~options_.opt_gsa.ppost
[dum, ipost]=sort(-logpo2);
[dum, ilik]=sort(-likelihood);
end
+
+%% visual scatter analysis!
+if options_.opt_gsa.ppost
+ tmp_title='R2 Posterior:';
+ atitle='R2 Posterior:';
+ asname='r2_post';
+else
+ if options_.opt_gsa.pprior
+ tmp_title='R2 Prior:';
+ atitle='R2 Prior:';
+ asname='r2_prior';
+ else
+ tmp_title='R2 MC:';
+ atitle='R2 MC:';
+ asname='r2_mc';
+ end
+end
+options_scatter.param_names = vvarvecm;
+options_scatter.param_names_tex = vvarvecm_tex;
+options_scatter.fname_ = fname_;
+options_scatter.OutputDirectoryName = OutDir;
+options_scatter.amcf_name = asname;
+options_scatter.amcf_title = atitle;
+options_scatter.title = tmp_title;
+scatter_analysis(r2_MC, x,options_scatter, options_);
+%% end of visual scatter analysis
+
+
if ~options_.opt_gsa.ppost && options_.opt_gsa.lik_only
if options_.opt_gsa.pprior
anam='rmse_prior_post';
diff --git a/matlab/gsa/pick.m b/matlab/gsa/pick.m
new file mode 100644
index 0000000000000000000000000000000000000000..75c35927aac8e1be0b15cbf6fc3a98807155b39b
--- /dev/null
+++ b/matlab/gsa/pick.m
@@ -0,0 +1,88 @@
+function pick
+
+% GLUEWIN, version 1.0, December 01.
+% GLUEWIN is a MATLAB code designed for analysing the output
+% of Monte Carlo runs when empirical observations of the model output are available
+% and implements the GSA-GLUE methodology by Ratto et al. [1], based on a combination
+% of GLUE (Generalised Likelihood Uncertainty Estimation) by K. Beven [2] and GSA
+% Global Sensitivity Analysis) [3].']
+% The program has been developed by M. Ratto, European Commission, Joint Research Centre,
+% Institute for the Protection and Security of The Citizen, Technological and Economic Risk Management,
+% Applied Statistics, as a deliverable of the IMPACT project
+% (EC Fifth Framework Programme, SCA Project, IST-1999-11313, DG-INFSO).
+%
+% The graphical layout of the code is inspired by the freeware GLUE package by K. Beven,
+% vailable at the Lancaster University web site on the page [4]:
+% http://www.es.lancs.ac.uk/hfdg/glue.html
+% to which the GLUEWIN code introduces several extensions and additional options.
+% Thanks are due to R. Girardi, A. Rossi, A. Saltelli, S. Tarantola and U. Callies for numerous
+% comments and suggestions.
+% For more information, please contact marco.ratto@jrc.it
+%
+% Disclaimer: This software has been developed at the Joint Research Centre of European Commission
+% by officers in the course of their official duties. This software is not subject to copyright
+% protection and is in the public domain. It is an experimental system. The Joint Research Centre
+% of European Commission assumes no responsibility whatsoever for its use by other parties
+% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
+% characteristic. We would appreciate acknowledgement if the software is used.
+%
+% [1] Ratto, M., Tarantola, S., A. Saltelli, Sensitivity analysis in model calibration: GSA-GLUE approach.
+% 'Computer Physics Communications, 136, 2001, 212-224
+% [2] Beven K.J., Binley A., The Future of Distributed Models: Model Calibration and Uncertainty
+% 'Prediction, Hydrological Processes, 6, 279-298, 1992
+% [3] Saltelli, A., K. Chan, M. Scott, Editors, (2000), Sensitivity analysis, John Wiley & Sons
+% 'publishers, Probability and Statistics series.
+% [4] Beven K., GLUE for Windows User manual, 1998.
+
+
+
+pmenu=findobj(gcf,'type','uicontextmenu','Tag','Run viewer');
+button1=findobj(gcf,'type','uimenu','Tag','save params');
+button2=findobj(gcf,'type','uimenu','Tag','eval params');
+%button=get(pmenu,'children');
+gg=gco;
+ax0=gca;
+set(gg,'buttondownfcn',[]);
+c=get(gca,'currentpoint');
+x=c(1,1);
+y=c(1,2);
+X=get(gco,'xdata');
+Y=get(gco,'ydata');
+dx=get(gca,'xlim');
+dy=get(gca,'ylim');
+pos=get(gca,'position');
+scalex=dx(2)-dx(1);
+scaley=dy(2)-dy(1);
+if length(X)>1,
+ K = dsearchn([(Y./scaley)' (X./scalex)'],[y/scaley x/scalex]);
+else
+ az=get(gca,'children');
+ T =get(az(end),'ydata');
+ [dum K]=max(T);
+end
+
+KK=K;
+
+set(button1,'Label',['Save ',num2str(K)],'Callback',['scatter_callback(',num2str(KK),',''save'')']);
+set(button2,'Label',['Eval ',num2str(K)],'Callback',['scatter_callback(',num2str(KK),',''eval'')']);
+hh=findobj(gcf,'type','axes','Tag','scatter');
+for k=1:length(hh),
+ axes(hh(k));
+ dum=get(gca,'children');
+ dumx=get(dum(end),'xdata');
+ dumy=get(dum(end),'ydata');
+ xmid=min(dumx) + 0.5*(max(dumx)-min(dumx));
+ hold on
+ plot(dumx(KK),dumy(KK),'or');
+ if dumx(KK) < xmid,
+ text(dumx(KK),dumy(KK),[' ',num2str(K)], ...
+ 'FontWeight','Bold',...
+ 'Color','r');
+ else
+ text(dumx(KK),dumy(KK),[num2str(K),' '], ...
+ 'HorizontalAlignment','right', ...
+ 'FontWeight','Bold',...
+ 'Color','r');
+ end
+ hold off
+end
\ No newline at end of file
diff --git a/matlab/gsa/scatter_analysis.m b/matlab/gsa/scatter_analysis.m
new file mode 100644
index 0000000000000000000000000000000000000000..15adfffd4c8ae109756069e63447dfcfeedd9ff9
--- /dev/null
+++ b/matlab/gsa/scatter_analysis.m
@@ -0,0 +1,51 @@
+function indmcf = scatter_analysis(lpmat, xdata, options_scatter, DynareOptions)
+%
+% Written by Marco Ratto
+% Joint Research Centre, The European Commission,
+% marco.ratto@ec.europa.eu
+%
+
+% Copyright (C) 2017 European Commission
+% Copyright (C) 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/>.
+
+param_names = options_scatter.param_names;
+
+if DynareOptions.TeX
+ if ~isfield(options_scatter,'param_names_tex')
+ param_names_tex = options_scatter.param_names;
+ else
+ param_names_tex = options_scatter.param_names_tex;
+ end
+end
+amcf_name = options_scatter.amcf_name;
+amcf_title = options_scatter.amcf_title;
+title = options_scatter.title;
+fname_ = options_scatter.fname_;
+xparam1=[];
+if isfield(options_scatter,'xparam1'),
+ xparam1=options_scatter.xparam1;
+end
+OutputDirectoryName = options_scatter.OutputDirectoryName;
+
+if ~DynareOptions.nograph,
+ skipline()
+ xx=[];
+ if ~ isempty(xparam1), xx=xparam1; end
+ scatter_plots(lpmat, xdata, param_names, ...
+ '.', [fname_,'_',amcf_name], OutputDirectoryName, amcf_title,xx, DynareOptions)
+end
diff --git a/matlab/gsa/scatter_callback.m b/matlab/gsa/scatter_callback.m
new file mode 100644
index 0000000000000000000000000000000000000000..8260cdf652cf3656a27b1fb0ecd9ed3412d15a9e
--- /dev/null
+++ b/matlab/gsa/scatter_callback.m
@@ -0,0 +1,42 @@
+function scatter_callback(K, type)
+%
+% Written by Marco Ratto
+% Joint Research Centre, The European Commission,
+% marco.ratto@ec.europa.eu
+%
+
+% Copyright (C) 2017 European Commission
+% Copyright (C) 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 oo_ M_
+
+x=get(gcf,'userdata');
+r2=x{1};
+x=x{2};
+
+xparam1=x(K,:)';
+
+switch type
+ case 'save'
+ save(['my_params_' int2str(K)],'xparam1')
+
+ case 'eval'
+ disp('Evaluating smoother ...')
+ oo_=evaluate_smoother(xparam1,M_.endo_names);
+ % [rmse, lnam, r2,vv] = plot_fit(obsname{:});
+end
diff --git a/matlab/gsa/scatter_plots.m b/matlab/gsa/scatter_plots.m
new file mode 100644
index 0000000000000000000000000000000000000000..cbe9dfb3287e6addf42103dab8aea70a56326c88
--- /dev/null
+++ b/matlab/gsa/scatter_plots.m
@@ -0,0 +1,190 @@
+function scatter_plots(X,xp,vnames,plotsymbol, fnam, dirname, figtitle, xparam1, DynareOptions)
+%
+% Written by Marco Ratto
+% Joint Research Centre, The European Commission,
+% marco.ratto@ec.europa.eu
+%
+
+% Copyright (C) 2017 European Commission
+% Copyright (C) 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/>.
+
+% PURPOSE: Pairwise scatter plots of the columns of x and y after
+% Monte Carlo filtering
+%---------------------------------------------------
+% USAGE: scatter_mcf(x,y,vnames,pltsym,diagon)
+% or scatter_mcf(x,y) which relies on defaults
+% where:
+% x = an nxk matrix with columns containing behavioural sample
+% y = an mxk matrix with columns containing non-behavioural sample
+% vnames = a vector of variable names
+% (default = numeric labels 1,2,3 etc.)
+% pltsym = a plt symbol
+% (default = '.' for npts > 100, 'o' for npts < 100
+
+
+[n,p] = size(X);
+% X = X - ones(n,1)*min(Z);
+% X = X ./ (ones(n,1)*max(Z));
+
+nflag = 0;
+if nargin >=3
+ nflag = 1;
+end;
+
+if nargin<4 || isempty(plotsymbol)
+ if n*p<100, plotsymbol = 'o';
+ else plotsymbol = '.';
+ end
+end
+
+if nargin<5
+ fnam='';
+end
+if nargin<6,
+ dirname='';
+ nograph=1;
+else
+ nograph=0;
+end
+if nargin<7,
+ figtitle=fnam;
+end
+if nargin<8,
+ xparam1=[];
+end
+
+figtitle_tex=strrep(figtitle,'_','\_');
+
+fig_nam_=[fnam];
+if ~nograph,
+ hh=dyn_figure(DynareOptions,'name',figtitle);
+ set(hh,'userdata',{X,xp})
+end
+
+bf = 0.1;
+ffs = 0.05/(p-1);
+ffl = (1-2*bf-0.05)/p;
+if p>1,
+ fL = linspace(bf,1-bf+ffs,p+1);
+else
+ fL = bf;
+end
+for i = 1:p
+ for j = 1:p
+ h = axes('position',[fL(i),fL(p+1-j),ffl,ffl]);
+ if i==j
+ h1=cumplot(X(:,j));
+ set(h,'Tag','cumplot')
+ % set(h1,'color',[0 0 1], 'linestyle','--','LineWidth',1.5)
+ set(h1,'color',[0 0 1],'LineWidth',1.5)
+ if ~isempty(xparam1)
+ hold on, plot(xparam1([j j]),[0 1],'k--')
+ end
+ if j<p
+ set(gca,'XTickLabel',[],'XTick',[]);
+ else
+ grid off
+ end
+ set(gca,'YTickLabel',[],'YTick',[]);
+ else
+ if j>i
+ plot(X(:,i),X(:,j),[plotsymbol,'b'])
+ else
+ plot(X(:,i),X(:,j),[plotsymbol,'b'])
+ end
+ set(h,'Tag','scatter')
+
+ %%
+ if ~isoctave
+ % Define a context menu; it is not attached to anything
+ hcmenu = uicontextmenu('Callback','pick','Tag','Run viewer');
+ % Define callbacks for context menu
+ % items that change linestyle
+ hcb1 = 'scatter_callback';
+ % hcb2 = ['set(gco,''LineStyle'','':'')'];
+ % hcb3 = ['set(gco,''LineStyle'',''-'')'];
+ % % Define the context menu items and install their callbacks
+ item1 = uimenu(hcmenu,'Label','save','Callback',hcb1,'Tag','save params');
+ item2 = uimenu(hcmenu,'Label','eval','Callback',hcb1,'Tag','eval params');
+ % item3 = uimenu(hcmenu,'Label','solid','Callback',hcb3);
+ % Locate line objects
+ hlines = findall(h,'Type','line');
+ % Attach the context menu to each line
+ for line = 1:length(hlines)
+ set(hlines(line),'uicontextmenu',hcmenu)
+ end
+ end
+ %%
+
+ if ~isempty(xparam1)
+ hold on, plot(xparam1(i),xparam1(j),'s','MarkerFaceColor',[0 0.75 0],'MarkerEdgeColor',[0 0.75 0])
+ end
+ hold off;
+ % axis([-0.1 1.1 -0.1 1.1])
+ if i<p,
+ set(gca,'YTickLabel',[],'YTick',[]);
+ else
+ set(gca,'yaxislocation','right');
+ end
+ if j<p
+ set(gca,'XTickLabel',[],'XTick',[]);
+ end
+ end
+ if nflag == 1
+ set(gca,'fontsize',9);
+ end;
+ if i==1
+ if nflag == 1
+ ylabel(vnames(j,:),'Rotation',45,'interpreter','none', ...
+ 'HorizontalAlignment','right','VerticalAlignment','middle');
+ else
+ ylabel([num2str(j),' '],'Rotation',90)
+ end;
+ end
+ if j==1
+ if nflag == 1
+ title(vnames(i,:),'interpreter','none','Rotation',45, ...
+ 'HorizontalAlignment','left','VerticalAlignment','bottom')
+ else
+ title(num2str(i))
+ end;
+ end
+ drawnow
+ end
+end
+% if ~isoctave
+% annotation('textbox', [0.1,0,0.35,0.05],'String', beha_name,'Color','Blue','horizontalalignment','center','interpreter','none');
+% annotation('textbox', [0.55,0,0.35,0.05],'String', non_beha_name,'Color','Red','horizontalalignment','center','interpreter','none');
+% end
+
+if ~nograph,
+ dyn_saveas(hh,[dirname,filesep,fig_nam_],DynareOptions);
+ if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.graph_format)))
+ fidTeX = fopen([dirname,'/',fig_nam_ '.tex'],'w');
+ fprintf(fidTeX,'%% TeX eps-loader file generated by scatter_plots.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_],'\','/'));
+ fprintf(fidTeX,'\\caption{%s.}',figtitle_tex);
+ fprintf(fidTeX,'\\label{Fig:%s}\n',fig_nam_);
+ fprintf(fidTeX,'\\end{figure}\n\n');
+ fprintf(fidTeX,'%% End Of TeX file. \n');
+ fclose(fidTeX);
+ end
+end
\ No newline at end of file