From 8ba17f6f37a8fed14df8b4c3df5e90eebdb8ee0d Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@jrc.ec.europa.eu>
Date: Thu, 11 Apr 2013 10:11:04 +0200
Subject: [PATCH] 1) Allow threshold reduced form mapping also for posterior
samples; 2) Improve the notation of info saved of threshold reduced form
mapping which was obscure.
Manual cherry-pick from commit aa4e81f84bc7bf80cba888943263e6458a236065
---
matlab/dynare_sensitivity.m | 28 ++++++++++++++++++++++++++--
matlab/gsa/redform_map.m | 28 ++++++++++++++--------------
2 files changed, 40 insertions(+), 16 deletions(-)
diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m
index 38a975d452..55217d360f 100644
--- a/matlab/dynare_sensitivity.m
+++ b/matlab/dynare_sensitivity.m
@@ -233,8 +233,32 @@ if options_gsa.identification,
map_ident_(OutputDirectoryName,options_gsa);
end
-if options_gsa.redform && ~isempty(options_gsa.namendo) ...
- && ~options_gsa.ppost,
+if options_gsa.redform && ~isempty(options_gsa.namendo),% ...
+ % && ~options_gsa.ppost,
+ if options_gsa.ppost,
+ filnam = dir([M_.dname filesep 'metropolis' filesep '*param_irf*.mat']);
+ lpmat=[];
+ for j=1:length(filnam),
+ load ([M_.dname filesep 'metropolis' filesep M_.fname '_param_irf' int2str(j) '.mat'])
+ lpmat=[lpmat; stock];
+ end
+ clear stock
+ nshock = estim_params_.nvx;
+ nshock = nshock + estim_params_.nvn;
+ nshock = nshock + estim_params_.ncx;
+ nshock = nshock + estim_params_.ncn;
+
+ lpmat0=lpmat(:,1:nshock);
+ lpmat=lpmat(:,nshock+1:end);
+ istable=(1:size(lpmat,1));
+ iunstable=[];
+ iwrong=[];
+ iindeterm=[];
+ save([OutputDirectoryName filesep M_.fname '_mc.mat'],'lpmat','lpmat0','istable','iunstable','iwrong','iindeterm')
+ options_gsa.load_stab=1;
+
+ x0 = stab_map_(OutputDirectoryName,options_gsa);
+ end
if strmatch(':',options_gsa.namendo,'exact'),
options_gsa.namendo=M_.endo_names;
end
diff --git a/matlab/gsa/redform_map.m b/matlab/gsa/redform_map.m
index 35e7421e95..b80a2d52bb 100644
--- a/matlab/gsa/redform_map.m
+++ b/matlab/gsa/redform_map.m
@@ -134,7 +134,7 @@ for j=1:size(anamendo,1)
else
iy=find( (y0>threshold(1)) & (y0<threshold(2)));
iyc=find( (y0<=threshold(1)) | (y0>=threshold(2)));
- xdir = [xdir0,'_cut'];
+ xdir = [xdir0,'_threshold'];
if isempty(dir(xdir))
mkdir(xdir)
end
@@ -148,21 +148,21 @@ for j=1:size(anamendo,1)
si(:,js) = NaN(np,1);
% end
if ~isempty(iy) && ~isempty(iyc)
- delete([xdir, '/*cut*.*'])
- [proba, dproba] = stab_map_1(x0, iy, iyc, 'cut',0);
+ delete([xdir, '/*threshold*.*'])
+ [proba, dproba] = stab_map_1(x0, iy, iyc, 'threshold',0);
% indsmirnov = find(dproba>ksstat);
indsmirnov = find(proba<pvalue_ks);
for jp=1:length(indsmirnov),
disp([M_.param_names(estim_params_.param_vals(indsmirnov(jp),1),:),' d-stat = ', num2str(dproba(indsmirnov(jp)),'%1.3f'),' p-value = ', num2str(proba(indsmirnov(jp)),'%1.3f')])
end
disp(' ');
- stab_map_1(x0, iy, iyc, 'cut',1,indsmirnov,xdir);
- stab_map_2(x0(iy,:),alpha2,pvalue_corr,'cut',xdir)
- stab_map_2(x0(iyc,:),alpha2,pvalue_corr,'trim',xdir)
+ stab_map_1(x0, iy, iyc, 'threshold',1,indsmirnov,xdir);
+ stab_map_2(x0(iy,:),alpha2,pvalue_corr,'inside_threshold',xdir)
+ stab_map_2(x0(iyc,:),alpha2,pvalue_corr,'outside_threshold',xdir)
lpmat=x0(iy,:);
lpmat0=xx0(iy,:);
istable=[1:length(iy)];
- save([xdir,filesep,'threshold.mat'],'lpmat','lpmat0','istable')
+ save([xdir,filesep,'threshold.mat'],'lpmat','lpmat0','istable','y0','x0','xx0','iy','iyc')
clear lpmat lpmat0 istable
end
end
@@ -233,7 +233,7 @@ for j=1:size(anamendo,1)
else
iy=find( (y0>threshold(1)) & (y0<threshold(2)));
iyc=find( (y0<=threshold(1)) | (y0>=threshold(2)));
- xdir = [xdir0,'_cut'];
+ xdir = [xdir0,'_threshold'];
if isempty(dir(xdir))
mkdir(xdir)
end
@@ -245,21 +245,21 @@ for j=1:size(anamendo,1)
dyn_saveas(hf,[xdir,'/', namendo,'_vs_', namlagendo],options_);
end
if ~isempty(iy) && ~isempty(iyc),
- delete([xdir, '/*cut*.*'])
- [proba, dproba] = stab_map_1(x0, iy, iyc, 'cut',0);
+ delete([xdir, '/*threshold*.*'])
+ [proba, dproba] = stab_map_1(x0, iy, iyc, 'threshold',0);
% indsmirnov = find(dproba>ksstat);
indsmirnov = find(proba<pvalue_ks);
for jp=1:length(indsmirnov),
disp([M_.param_names(estim_params_.param_vals(indsmirnov(jp),1),:),' d-stat = ', num2str(dproba(indsmirnov(jp)),'%1.3f'),' p-value = ', num2str(proba(indsmirnov(jp)),'%1.3f')])
end
disp(' ');
- stab_map_1(x0, iy, iyc, 'cut',1,indsmirnov,xdir);
- stab_map_2(x0(iy,:),alpha2,pvalue_corr,'cut',xdir)
- stab_map_2(x0(iyc,:),alpha2,pvalue_corr,'trim',xdir)
+ stab_map_1(x0, iy, iyc, 'threshold',1,indsmirnov,xdir);
+ stab_map_2(x0(iy,:),alpha2,pvalue_corr,'inside_threshold',xdir)
+ stab_map_2(x0(iyc,:),alpha2,pvalue_corr,'outside_threshold',xdir)
lpmat=x0(iy,:);
lpmat0=xx0(iy,:);
istable=[1:length(iy)];
- save([xdir,filesep,'threshold.mat'],'lpmat','lpmat0','istable')
+ save([xdir,filesep,'threshold.mat'],'lpmat','lpmat0','istable','y0','x0','xx0','iy','iyc')
clear lpmat lpmat0 istable
end
--
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