diff --git a/matlab/gsa/filt_mc_.m b/matlab/gsa/filt_mc_.m
index b4bc83af513b462a86f7b8a67a7687c3733d49d3..ed6729362b5f194544a0ef4d7f84d5834ff07fe8 100644
--- a/matlab/gsa/filt_mc_.m
+++ b/matlab/gsa/filt_mc_.m
@@ -524,17 +524,17 @@ else
% plot trade-offs
if ~options_.nograph
a00=jet(size(vvarvecm,1));
- for ix=1:ceil(length(nsnam)/5),
- if options_.opt_gsa.ppost
- temp_name='RMSE Posterior Tradeoffs: Log Posterior';
+ if options_.opt_gsa.ppost
+ temp_name='RMSE Posterior Tradeoffs:';
+ else
+ if options_.opt_gsa.pprior
+ temp_name='RMSE Prior Tradeoffs:';
else
- if options_.opt_gsa.pprior
- temp_name='RMSE Prior Tradeoffs: Log Posterior';
- else
- temp_name='RMSE MC Tradeoffs: Log Posterior';
- end
- end
- hh = dyn_figure(options_,'name',[temp_name,' ',int2str(ix)]);
+ temp_name='RMSE MC Tradeoffs;';
+ end
+ end
+ for ix=1:ceil(length(nsnam)/5),
+ hh = dyn_figure(options_,'name',[temp_name,' observed variables ',int2str(ix)]);
for j=1+5*(ix-1):min(size(snam2,1),5*ix),
subplot(2,3,j-5*(ix-1))
%h0=cumplot(x(:,nsnam(j)+nshock));
@@ -617,7 +617,7 @@ else
fnam = ['rmse_mc_',deblank(vvarvecm(i,:))];
end
end
- stab_map_2(x(ixx(1:nfilt0(i),i),:),alpha2,pvalue,fnam, OutDir);
+ stab_map_2(x(ixx(1:nfilt0(i),i),:),alpha2,pvalue,fnam, OutDir,[],[temp_name ' observed variable ' deblank(vvarvecm(i,:))]);
% [pc,latent,explained] = pcacov(c0);
% %figure, bar([explained cumsum(explained)])
diff --git a/matlab/gsa/map_ident_.m b/matlab/gsa/map_ident_.m
index 591c547c2c57eb2c539c248c06fcb52234e166ac..867dfcfd63e133bf6319fe6e34f85c1c966627a0 100644
--- a/matlab/gsa/map_ident_.m
+++ b/matlab/gsa/map_ident_.m
@@ -209,7 +209,7 @@ if opt_gsa.morris==1,
load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAvdec','vdec','ir_vdec','ic_vdec')
end
- hh = dyn_figure(options_);
+ hh = dyn_figure(options_,'name','Screening identification: variance decomposition');
% boxplot(SAvdec,'whis',10,'symbol','r.')
myboxplot(SAvdec,[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
@@ -221,7 +221,7 @@ if opt_gsa.morris==1,
text(ip,-2,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
xlabel(' ')
- title('All variance decomposition')
+ title('Elementary effects variance decomposition')
dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_vdec'],options_);
else
save([OutputDirectoryName,'/',fname_,'_morris_IDE'],'vdec')
@@ -314,7 +314,7 @@ if opt_gsa.morris==1,
load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'ac','ir_ac','ic_ac')
end
- hh=dyn_figure(options_);
+ hh=dyn_figure(options_,'name','Screening identification: theoretical moments');
% boxplot(SAcc,'whis',10,'symbol','r.')
myboxplot(SAcc,[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
@@ -326,7 +326,7 @@ if opt_gsa.morris==1,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
xlabel(' ')
- title('EET All moments')
+ title('Elementary effects in the moments')
dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_moments'],options_);
% close(gcf),
@@ -709,7 +709,7 @@ if opt_gsa.morris==1,
else
load([OutputDirectoryName,'/',fname_,'_morris_IDE'],'SAnorm','SAmunorm','SAsignorm')
end
- hh=dyn_figure(options_); %bar(SAnorm(:,irel))
+ hh=dyn_figure(options_,'name','Screening identification: model'); %bar(SAnorm(:,irel))
% boxplot(SAnorm','whis',10,'symbol','r.')
myboxplot(SAnorm',[],'.',[],10)
set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
@@ -725,35 +725,35 @@ if opt_gsa.morris==1,
title('Elementary effects in the model')
dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morris_par'],options_);
- hh=dyn_figure(options_); %bar(SAmunorm(:,irel))
-% boxplot(SAmunorm','whis',10,'symbol','r.')
- myboxplot(SAmunorm',[],'.',[],10)
- set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
- set(gca,'xlim',[0.5 npT+0.5])
- set(gca,'ylim',[-1 1])
- set(gca,'position',[0.13 0.2 0.775 0.7])
- xlabel(' ')
- for ip=1:npT,
- text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
- end
- xlabel(' ')
- title('\mu in the model')
- dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrismu_par'],options_);
-
- hh=dyn_figure(options_); %bar(SAsignorm(:,irel))
-% boxplot(SAsignorm','whis',10,'symbol','r.')
- myboxplot(SAsignorm',[],'.',[],10)
- set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
- set(gca,'xlim',[0.5 npT+0.5])
- set(gca,'ylim',[0 1])
- set(gca,'position',[0.13 0.2 0.775 0.7])
- xlabel(' ')
- for ip=1:npT,
- text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
- end
- xlabel(' ')
- title('\sigma in the model')
- dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrissig_par'],options_);
+% hh=dyn_figure(options_); %bar(SAmunorm(:,irel))
+% % boxplot(SAmunorm','whis',10,'symbol','r.')
+% myboxplot(SAmunorm',[],'.',[],10)
+% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
+% set(gca,'xlim',[0.5 npT+0.5])
+% set(gca,'ylim',[-1 1])
+% set(gca,'position',[0.13 0.2 0.775 0.7])
+% xlabel(' ')
+% for ip=1:npT,
+% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
+% end
+% xlabel(' ')
+% title('\mu in the model')
+% dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrismu_par'],options_);
+%
+% hh=dyn_figure(options_); %bar(SAsignorm(:,irel))
+% % boxplot(SAsignorm','whis',10,'symbol','r.')
+% myboxplot(SAsignorm',[],'.',[],10)
+% set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:npT])
+% set(gca,'xlim',[0.5 npT+0.5])
+% set(gca,'ylim',[0 1])
+% set(gca,'position',[0.13 0.2 0.775 0.7])
+% xlabel(' ')
+% for ip=1:npT,
+% text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
+% end
+% xlabel(' ')
+% title('\sigma in the model')
+% dyn_saveas(hh,[OutputDirectoryName,'/',fname_,'_morrissig_par'],options_);
% figure, bar(SAnorm(:,irel)')
% set(gca,'xtick',[1:j0])
diff --git a/matlab/gsa/mc_moments.m b/matlab/gsa/mc_moments.m
index 31fd3bce65f95430f56311effb176b42f849ce21..5c2cd034abc202e3d72218457c88391e069b2982 100644
--- a/matlab/gsa/mc_moments.m
+++ b/matlab/gsa/mc_moments.m
@@ -17,19 +17,23 @@ function [vdec, cc, ac] = mc_moments(mm, ss, dr)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-global options_ M_
+global options_ M_ estim_params_ oo_
[nr1, nc1, nsam] = size(mm);
+ nobs=size(options_.varobs,1);
disp('Computing theoretical moments ...')
h = dyn_waitbar(0,'Theoretical moments ...');
+ vdec = zeros(nobs,M_.exo_nbr,nsam);
+ cc = zeros(nobs,nobs,nsam);
+ ac = zeros(nobs,nobs*options_.ar,nsam);
for j=1:nsam,
- dr.ghx = mm(:, [1:(nc1-M_.exo_nbr)],j);
- dr.ghu = mm(:, [(nc1-M_.exo_nbr+1):end], j);
+ oo_.dr.ghx = mm(:, [1:(nc1-M_.exo_nbr)],j);
+ oo_.dr.ghu = mm(:, [(nc1-M_.exo_nbr+1):end], j);
if ~isempty(ss),
set_shocks_param(ss(j,:));
end
- [vdec(:,:,j), corr, autocorr, z, zz] = th_moments(dr,options_.varobs);
+ [vdec(:,:,j), corr, autocorr, z, zz] = th_moments(oo_.dr,options_.varobs);
cc(:,:,j)=triu(corr);
dum=[];
for i=1:options_.ar
diff --git a/matlab/gsa/redform_map.m b/matlab/gsa/redform_map.m
index 94c56a41dd54c98f0bc01081f4f74acfc030591f..2a2e9b02791ef75f3d5ab07fff31f962509b1e3e 100644
--- a/matlab/gsa/redform_map.m
+++ b/matlab/gsa/redform_map.m
@@ -132,7 +132,7 @@ for j=1:size(anamendo,1)
iplo=iplo+1;
js=js+1;
xdir0 = [adir,filesep,namendo,'_vs_', namexo];
- if ilog==0,
+ if ilog==0 || ~isempty(threshold),
if isempty(threshold)
if isempty(dir(xdir0))
mkdir(xdir0)
@@ -233,7 +233,7 @@ for j=1:size(anamendo,1)
iplo=iplo+1;
js=js+1;
xdir0 = [adir,filesep,namendo,'_vs_', namlagendo];
- if ilog==0,
+ if ilog==0 || ~isempty(threshold),
if isempty(threshold)
if isempty(dir(xdir0))
mkdir(xdir0)
diff --git a/matlab/gsa/stab_map_.m b/matlab/gsa/stab_map_.m
index f2d47c78ed7dfcfac073a630973585bb6535091d..c184c20aa9e9ba3102582493bbed8d1e711a802c 100644
--- a/matlab/gsa/stab_map_.m
+++ b/matlab/gsa/stab_map_.m
@@ -257,6 +257,9 @@ if fload==0,
%try stoch_simul([]);
try
[Tt,Rr,SteadyState,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_,'restrict');
+ if info(1)==0,
+ info=endogenous_prior_restrictions(Tt,Rr,M_,options_,oo_);
+ end
infox(j,1)=info(1);
if infox(j,1)==0 && ~exist('T'),
dr_=oo_.dr;
@@ -468,11 +471,11 @@ if pprior
aunstablename=[aname, '_unst']; aunstabletitle='Prior StabMap: Parameter driving explosiveness of solution';
awronguniname=[aname, '_wrong']; awrongunititle='Prior StabMap: Parameter driving inability to find solution';
% bivariate
- auname='prior_unacceptable'; autitle='Prior non-existence of unique stable solution (Unacceptable)';
- aunstname='prior_unstable'; aunsttitle='Prior explosiveness of solution';
- aindname='prior_indeterm'; aindtitle='Prior Indeterminacy';
- awrongname='prior_wrong'; awrongtitle='Prior inability to find solution';
- asname='prior_stable'; astitle='Prior unique Stable Saddle-Path';
+ auname='prior_unacceptable'; autitle='Prior StabMap: non-existence of unique stable solution (Unacceptable)';
+ aunstname='prior_unstable'; aunsttitle='Prior StabMap: explosiveness of solution';
+ aindname='prior_indeterm'; aindtitle='Prior StabMap: Indeterminacy';
+ awrongname='prior_wrong'; awrongtitle='Prior StabMap: inability to find solution';
+ asname='prior_stable'; astitle='Prior StabMap: unique Stable Saddle-Path';
else
% univariate
aname='mc_stab'; atitle='MC (around posterior mode) StabMap: Parameter driving non-existence of unique stable solution (Unacceptable)';
@@ -480,11 +483,11 @@ else
aunstablename=[aname, '_unst']; aunstabletitle='MC (around posterior mode) StabMap: Parameter driving explosiveness of solution';
awronguniname=[aname, '_wrong']; awrongunititle='MC (around posterior mode) StabMap: Parameter driving inability to find solution';
% bivariate
- auname='mc_unacceptable'; autitle='MC (around posterior mode) non-existence of unique stable solution (Unacceptable)';
- aunstname='mc_unstable'; aunsttitle='MC (around posterior mode) explosiveness of solution';
- aindname='mc_indeterm'; aindtitle='MC (around posterior mode) Indeterminacy';
- awrongname='mc_wrong'; awrongtitle='MC (around posterior mode) inability to find solution';
- asname='mc_stable'; astitle='MC (around posterior mode) Unique Stable Saddle-Path';
+ auname='mc_unacceptable'; autitle='MC (around posterior mode) StabMap: non-existence of unique stable solution (Unacceptable)';
+ aunstname='mc_unstable'; aunsttitle='MC (around posterior mode) StabMap: explosiveness of solution';
+ aindname='mc_indeterm'; aindtitle='MC (around posterior mode) StabMap: Indeterminacy';
+ awrongname='mc_wrong'; awrongtitle='MC (around posterior mode) StabMap: inability to find solution';
+ asname='mc_stable'; astitle='MC (around posterior mode) StabMap: Unique Stable Saddle-Path';
end
delete([OutputDirectoryName,filesep,fname_,'_',aname,'_*.*']);
%delete([OutputDirectoryName,filesep,fname_,'_',aname,'_SA_*.*']);
@@ -533,6 +536,9 @@ if length(iunstable)>0 && length(iunstable)<Nsam,
if any(infox==30),
disp([' For ',num2str(length(find(infox==30))/Nsam*100,'%1.3f'),'\% Ergodic variance can''t be computed.'])
end
+ if any(infox==49),
+ disp([' For ',num2str(length(find(infox==49))/Nsam*100,'%1.3f'),'\% The model violates one (many) endogenous prior restriction(s).'])
+ end
end
skipline()
@@ -597,7 +603,9 @@ if length(iunstable)>0 && length(iunstable)<Nsam,
c0=corrcoef(lpmat(istable,:));
c00=tril(c0,-1);
- stab_map_2(lpmat(istable,:),alpha2, pvalue_corr, asname, OutputDirectoryName,xparam1,astitle);
+ if length(istable)>10,
+ stab_map_2(lpmat(istable,:),alpha2, pvalue_corr, asname, OutputDirectoryName,xparam1,astitle);
+ end
if length(iunstable)>10,
stab_map_2(lpmat(iunstable,:),alpha2, pvalue_corr, auname, OutputDirectoryName,xparam1,autitle);
end
diff --git a/matlab/gsa/stab_map_2.m b/matlab/gsa/stab_map_2.m
index e997af919498c32d6876fb32019d83255b3856f9..d4e94f02e82221e4a5d4338f1dfb213e0af31a31 100644
--- a/matlab/gsa/stab_map_2.m
+++ b/matlab/gsa/stab_map_2.m
@@ -86,14 +86,9 @@ for j=1:npar,
fprintf(1,'%20s: corrcoef = %7.3f\n',tmp_name,c0(i2(jx),j));
if ~options_.nograph,
- if strcmp(fnam(1:2),'mc')
- type='MC (around posterior mode) StabMap: ';
- elseif strcmp(fnam(1:5),'prior')
- type='Prior StabMap: ';
- end
if mod(j2,12)==1,
ifig=ifig+1;
- hh=dyn_figure(options_,'name',[type,'Correlations in the ',figtitle,' sample ', num2str(ifig)]);
+ hh=dyn_figure(options_,'name',[figtitle,' sample bivariate projection ', num2str(ifig)]);
end
subplot(3,4,j2-(ifig-1)*12)
% bar(c0(i2,j)),
diff --git a/matlab/gsa/th_moments.m b/matlab/gsa/th_moments.m
index 2837fb696e314c47dc0f443a3a8dc6c213291219..9dbe7f8f68a4d6f632566403a472dce8a41bb50d 100644
--- a/matlab/gsa/th_moments.m
+++ b/matlab/gsa/th_moments.m
@@ -35,11 +35,12 @@ function [vdec, corr, autocorr, z, zz] = th_moments(dr,var_list)
end
end
- [gamma_y,ivar] = th_autocovariances(dr,ivar,M_, options_);
- m = dr.ys(ivar);
+ [gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_, options_);
+ m = dr.ys(ivar(stationary_vars));
- i1 = find(abs(diag(gamma_y{1})) > 1e-12);
+% i1 = find(abs(diag(gamma_y{1})) > 1e-12);
+ i1 = [1:length(ivar)];
s2 = diag(gamma_y{1});
sd = sqrt(s2);