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..4b06241453edea86dddd7f702448761652bf39ce 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(size(options_.varobs,1),size(options_.varobs,1),nsam);
+ ac = zeros(size(options_.varobs,1),size(options_.varobs,1)*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/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);