diff --git a/matlab/gsa/filt_mc_.m b/matlab/gsa/filt_mc_.m
index 6cc14ce896d79c007ec753fe5fb93daaf3275905..2009299c38b29ee598a43fc14bbf37c611609d32 100644
--- a/matlab/gsa/filt_mc_.m
+++ b/matlab/gsa/filt_mc_.m
@@ -286,6 +286,7 @@ else
PP(j,i)=P;
end
end
+ if ~options_.nograph,
ifig=0;
for i=1:size(vvarvecm,1),
if mod(i,9)==1,
@@ -376,6 +377,7 @@ else
end
end
end
+ end
param_names='';
for j=1:npar+nshock,
@@ -470,6 +472,7 @@ else
pnam=bayestopt_.name;
% plot trade-offs
+ if ~options_.nograph
a00=jet(size(vvarvecm,1));
for ix=1:ceil(length(nsnam)/5),
hh = dyn_figure(options_);
@@ -522,6 +525,7 @@ else
end
end
close all
+ end
for j=1:size(SP,2),
nsx(j)=length(find(SP(:,j)));
diff --git a/matlab/gsa/redform_map.m b/matlab/gsa/redform_map.m
index 8fed92d98f312bc84792d51f86628607c3249d4f..f947432316c23dcb9d8e404b4be228eccaa8b492 100644
--- a/matlab/gsa/redform_map.m
+++ b/matlab/gsa/redform_map.m
@@ -14,7 +14,7 @@ function redform_map(dirname,options_gsa_)
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
-% marco.ratto@jrc.it
+% marco.ratto@jrc.it
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
@@ -56,26 +56,26 @@ pvalue_corr = options_gsa_.alpha2_redform;
pnames = M_.param_names(estim_params_.param_vals(:,1),:);
if nargin==0,
- dirname='';
+ dirname='';
end
if pprior
- load([dirname,'/',M_.fname,'_prior'],'lpmat', 'lpmat0', 'istable','T');
- adir=[dirname '/redform_stab'];
+ load([dirname,'/',M_.fname,'_prior'],'lpmat', 'lpmat0', 'istable','T');
+ adir=[dirname '/redform_stab'];
else
- load([dirname,'/',M_.fname,'_mc'],'lpmat', 'lpmat0', 'istable','T');
- adir=[dirname '/redform_mc'];
+ load([dirname,'/',M_.fname,'_mc'],'lpmat', 'lpmat0', 'istable','T');
+ adir=[dirname '/redform_mc'];
end
if ~exist('T')
- stab_map_(dirname,options_gsa_);
-if pprior
- load([dirname,'/',M_.fname,'_prior'],'T');
-else
- load([dirname,'/',M_.fname,'_mc'],'T');
-end
+ stab_map_(dirname,options_gsa_);
+ if pprior
+ load([dirname,'/',M_.fname,'_prior'],'T');
+ else
+ load([dirname,'/',M_.fname,'_mc'],'T');
+ end
end
if isempty(dir(adir))
- mkdir(adir)
+ mkdir(adir)
end
adir0=pwd;
%cd(adir)
@@ -86,242 +86,255 @@ xx0=lpmat0(istable,:);
[kn, np]=size(x0);
offset = length(bayestopt_.pshape)-np;
if options_gsa_.prior_range,
- pshape=5*(ones(np,1));
- pd = [NaN(np,1) NaN(np,1) bayestopt_.lb(offset+1:end) bayestopt_.ub(offset+1:end)];
+ pshape=5*(ones(np,1));
+ pd = [NaN(np,1) NaN(np,1) bayestopt_.lb(offset+1:end) bayestopt_.ub(offset+1:end)];
else
- pshape = bayestopt_.pshape(offset+1:end);
- pd = [bayestopt_.p6(offset+1:end) bayestopt_.p7(offset+1:end) bayestopt_.p3(offset+1:end) bayestopt_.p4(offset+1:end)];
+ pshape = bayestopt_.pshape(offset+1:end);
+ pd = [bayestopt_.p6(offset+1:end) bayestopt_.p7(offset+1:end) bayestopt_.p3(offset+1:end) bayestopt_.p4(offset+1:end)];
end
nsok = length(find(M_.lead_lag_incidence(M_.maximum_lag,:)));
-clear lpmat lpmat0
+clear lpmat lpmat0
js=0;
for j=1:size(anamendo,1)
- namendo=deblank(anamendo(j,:));
- iendo=strmatch(namendo,M_.endo_names(oo_.dr.order_var,:),'exact');
- ifig=0;
- iplo=0;
- for jx=1:size(anamexo,1)
- namexo=deblank(anamexo(jx,:));
- iexo=strmatch(namexo,M_.exo_names,'exact');
+ namendo=deblank(anamendo(j,:));
+ iendo=strmatch(namendo,M_.endo_names(oo_.dr.order_var,:),'exact');
+ ifig=0;
+ iplo=0;
+ for jx=1:size(anamexo,1)
+ namexo=deblank(anamexo(jx,:));
+ iexo=strmatch(namexo,M_.exo_names,'exact');
+ disp(' ')
+ disp(['[', namendo,' vs. ',namexo,']'])
- if ~isempty(iexo),
- %y0=squeeze(T(iendo,iexo+nspred,istable));
- y0=squeeze(T(iendo,iexo+nspred,:));
- if (max(y0)-min(y0))>1.e-10,
- if mod(iplo,9)==0 && isempty(threshold),
- ifig=ifig+1;
- hfig = dyn_figure(options_,'name',[namendo,' vs. shocks ',int2str(ifig)]);
- iplo=0;
- end
- iplo=iplo+1;
- js=js+1;
- xdir0 = [adir,'/',namendo,'_vs_', namexo];
- if ilog==0,
- if isempty(threshold)
- if isempty(dir(xdir0))
- mkdir(xdir0)
- end
- si(:,js) = redform_private(x0, y0, pshape, pd, iload, pnames, namendo, namexo, xdir0, options_gsa_);
- else
- iy=find( (y0>threshold(1)) & (y0<threshold(2)));
- iyc=find( (y0<=threshold(1)) | (y0>=threshold(2)));
- xdir = [xdir0,'_cut'];
- if isempty(dir(xdir))
- mkdir(xdir)
- end
-% if ~isempty(iy),
-% si(:,js) = redform_private(x0(iy,:), y0(iy), pshape, pd, iload, pnames, namendo, namexo, xdir, options_gsa_);
-% else
- si(:,js) = NaN(np,1);
-% end
- if ~isempty(iy) && ~isempty(iyc)
- delete([xdir, '/*cut*.*'])
- [proba, dproba] = stab_map_1(x0, iy, iyc, 'cut',0);
-% indsmirnov = find(dproba>ksstat);
- indsmirnov = find(proba<pvalue_ks);
- 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)
- lpmat=x0(iy,:);
- lpmat0=xx0(iy,:);
- istable=[1:length(iy)];
- save([xdir,filesep,'threshold.mat'],'lpmat','lpmat0','istable')
- clear lpmat lpmat0 istable
+
+ if ~isempty(iexo),
+ %y0=squeeze(T(iendo,iexo+nspred,istable));
+ y0=squeeze(T(iendo,iexo+nspred,:));
+ if (max(y0)-min(y0))>1.e-10,
+ if mod(iplo,9)==0 && isempty(threshold) && ~options_.nograph,
+ ifig=ifig+1;
+ hfig = dyn_figure(options_,'name',[namendo,' vs. shocks ',int2str(ifig)]);
+ iplo=0;
+ end
+ iplo=iplo+1;
+ js=js+1;
+ xdir0 = [adir,'/',namendo,'_vs_', namexo];
+ if ilog==0,
+ if isempty(threshold)
+ if isempty(dir(xdir0))
+ mkdir(xdir0)
+ end
+ si(:,js) = redform_private(x0, y0, pshape, pd, iload, pnames, namendo, namexo, xdir0, options_gsa_);
+ else
+ iy=find( (y0>threshold(1)) & (y0<threshold(2)));
+ iyc=find( (y0<=threshold(1)) | (y0>=threshold(2)));
+ xdir = [xdir0,'_cut'];
+ if isempty(dir(xdir))
+ mkdir(xdir)
+ end
+ % if ~isempty(iy),
+ % si(:,js) = redform_private(x0(iy,:), y0(iy), pshape, pd, iload, pnames, namendo, namexo, xdir, options_gsa_);
+ % else
+ si(:,js) = NaN(np,1);
+ % end
+ if ~isempty(iy) && ~isempty(iyc)
+ delete([xdir, '/*cut*.*'])
+ [proba, dproba] = stab_map_1(x0, iy, iyc, 'cut',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)
+ lpmat=x0(iy,:);
+ lpmat0=xx0(iy,:);
+ istable=[1:length(iy)];
+ save([xdir,filesep,'threshold.mat'],'lpmat','lpmat0','istable')
+ clear lpmat lpmat0 istable
+ end
+ end
+ else
+ [yy, xdir] = log_trans_(y0,xdir0);
+ if isempty(dir(xdir))
+ mkdir(xdir)
+ end
+ silog(:,js) = redform_private(x0, yy, pshape, pd, iload, pnames, namendo, namexo, xdir, options_gsa_);
+ end
+
+ if isempty(threshold) && ~options_.nograph,
+ figure(hfig)
+ subplot(3,3,iplo),
+ if ilog,
+ [saso, iso] = sort(-silog(:,js));
+ bar([silog(iso(1:min(np,10)),js)])
+ logflag='log';
+ else
+ [saso, iso] = sort(-si(:,js));
+ bar(si(iso(1:min(np,10)),js))
+ logflag='';
+ end
+ %set(gca,'xticklabel',pnames(iso(1:min(np,10)),:),'fontsize',8)
+ set(gca,'xticklabel',' ','fontsize',10)
+ set(gca,'xlim',[0.5 10.5])
+ for ip=1:min(np,10),
+ text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
+ end
+ title([logflag,' ',namendo,' vs. ',namexo],'interpreter','none')
+ if iplo==9,
+ dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_', namendo,'_vs_shocks_',logflag,num2str(ifig)],options_);
+ if ~options_.nodisplay
+ close(hfig);
+ end
+ end
+ end
+
end
- end
- else
- [yy, xdir] = log_trans_(y0,xdir0);
- if isempty(dir(xdir))
- mkdir(xdir)
- end
- silog(:,js) = redform_private(x0, yy, pshape, pd, iload, pnames, namendo, namexo, xdir, options_gsa_);
end
-
- if isempty(threshold)
- figure(hfig)
- subplot(3,3,iplo),
- if ilog,
- [saso, iso] = sort(-silog(:,js));
- bar([silog(iso(1:min(np,10)),js)])
- logflag='log';
- else
- [saso, iso] = sort(-si(:,js));
- bar(si(iso(1:min(np,10)),js))
- logflag='';
- end
- %set(gca,'xticklabel',pnames(iso(1:min(np,10)),:),'fontsize',8)
- set(gca,'xticklabel',' ','fontsize',10)
- set(gca,'xlim',[0.5 10.5])
- for ip=1:min(np,10),
- text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
- end
- title([logflag,' ',namendo,' vs. ',namexo],'interpreter','none')
- if iplo==9,
- dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_', namendo,'_vs_shocks_',logflag,num2str(ifig)],options_);
- if ~options_.nodisplay
+ end
+ if iplo<9 && iplo>0 && ifig && ~options_.nograph,
+ dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_', namendo,'_vs_shocks_',logflag,num2str(ifig)],options_);
+ if ~options_.nodisplay
close(hfig);
- end
end
- end
-
- end
- end
- end
- if iplo<9 && iplo>0 && ifig,
- dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_', namendo,'_vs_shocks_',logflag,num2str(ifig)],options_);
- if ~options_.nodisplay
- close(hfig);
end
- end
- ifig=0;
- iplo=0;
- for je=1:size(anamlagendo,1)
- namlagendo=deblank(anamlagendo(je,:));
- ilagendo=strmatch(namlagendo,M_.endo_names(oo_.dr.order_var(oo_.dr.nstatic+1:oo_.dr.nstatic+nsok),:),'exact');
-
- if ~isempty(ilagendo),
- %y0=squeeze(T(iendo,ilagendo,istable));
- y0=squeeze(T(iendo,ilagendo,:));
- if (max(y0)-min(y0))>1.e-10,
- if mod(iplo,9)==0 && isempty(threshold),
- ifig=ifig+1;
- hfig = dyn_figure(options_,'name',[namendo,' vs. lags ',int2str(ifig)]);
- iplo=0;
- end
- iplo=iplo+1;
- js=js+1;
- xdir0 = [adir,'/',namendo,'_vs_', namlagendo];
- if ilog==0,
- if isempty(threshold)
- if isempty(dir(xdir0))
- mkdir(xdir0)
- end
- si(:,js) = redform_private(x0, y0, pshape, pd, iload, pnames, namendo, namlagendo, xdir0, options_gsa_);
- else
- iy=find( (y0>threshold(1)) & (y0<threshold(2)));
- iyc=find( (y0<=threshold(1)) | (y0>=threshold(2)));
- xdir = [xdir0,'_cut'];
- if isempty(dir(xdir))
- mkdir(xdir)
- end
-% if ~isempty(iy)
-% si(:,js) = redform_private(x0(iy,:), y0(iy), pshape, pd, iload, pnames, namendo, namlagendo, xdir, options_gsa_);
-% end
- if ~isempty(iy) && ~isempty(iyc),
- delete([xdir, '/*cut*.*'])
- [proba, dproba] = stab_map_1(x0, iy, iyc, 'cut',0);
-% indsmirnov = find(dproba>ksstat);
- indsmirnov = find(proba<pvalue_ks);
- 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)
- lpmat=x0(iy,:);
- lpmat0=xx0(iy,:);
- istable=[1:length(iy)];
- save([xdir,filesep,'threshold.mat'],'lpmat','lpmat0','istable')
- clear lpmat lpmat0 istable
-
- end
- end
- else
- [yy, xdir] = log_trans_(y0,xdir0);
- if isempty(dir(xdir))
- mkdir(xdir)
- end
- silog(:,js) = redform_private(x0, yy, pshape, pd, iload, pnames, namendo, namlagendo, xdir, options_gsa_);
- end
-
- if isempty(threshold)
- figure(hfig),
- subplot(3,3,iplo),
- if ilog,
- [saso, iso] = sort(-silog(:,js));
- bar([silog(iso(1:min(np,10)),js)])
- logflag='log';
- else
- [saso, iso] = sort(-si(:,js));
- bar(si(iso(1:min(np,10)),js))
- logflag='';
- end
- %set(gca,'xticklabel',pnames(iso(1:min(np,10)),:),'fontsize',8)
- set(gca,'xticklabel',' ','fontsize',10)
- set(gca,'xlim',[0.5 10.5])
- for ip=1:min(np,10),
- text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
- end
- title([logflag,' ',namendo,' vs. ',namlagendo,'(-1)'],'interpreter','none')
- if iplo==9,
- dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_', namendo,'_vs_lags_',logflag,num2str(ifig)],options_);
- if ~options_.nodisplay
- close(hfig);
+ ifig=0;
+ iplo=0;
+ for je=1:size(anamlagendo,1)
+ namlagendo=deblank(anamlagendo(je,:));
+ ilagendo=strmatch(namlagendo,M_.endo_names(oo_.dr.order_var(oo_.dr.nstatic+1:oo_.dr.nstatic+nsok),:),'exact');
+ disp(' ')
+ disp(['[', namendo,' vs. lagged ',namlagendo,']'])
+
+ if ~isempty(ilagendo),
+ %y0=squeeze(T(iendo,ilagendo,istable));
+ y0=squeeze(T(iendo,ilagendo,:));
+ if (max(y0)-min(y0))>1.e-10,
+ if mod(iplo,9)==0 && isempty(threshold) && ~options_.nograph,
+ ifig=ifig+1;
+ hfig = dyn_figure(options_,'name',[namendo,' vs. lags ',int2str(ifig)]);
+ iplo=0;
+ end
+ iplo=iplo+1;
+ js=js+1;
+ xdir0 = [adir,'/',namendo,'_vs_', namlagendo];
+ if ilog==0,
+ if isempty(threshold)
+ if isempty(dir(xdir0))
+ mkdir(xdir0)
+ end
+ si(:,js) = redform_private(x0, y0, pshape, pd, iload, pnames, namendo, namlagendo, xdir0, options_gsa_);
+ else
+ iy=find( (y0>threshold(1)) & (y0<threshold(2)));
+ iyc=find( (y0<=threshold(1)) | (y0>=threshold(2)));
+ xdir = [xdir0,'_cut'];
+ if isempty(dir(xdir))
+ mkdir(xdir)
+ end
+ % if ~isempty(iy)
+ % si(:,js) = redform_private(x0(iy,:), y0(iy), pshape, pd, iload, pnames, namendo, namlagendo, xdir, options_gsa_);
+ % end
+ if ~isempty(iy) && ~isempty(iyc),
+ delete([xdir, '/*cut*.*'])
+ [proba, dproba] = stab_map_1(x0, iy, iyc, 'cut',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)
+ lpmat=x0(iy,:);
+ lpmat0=xx0(iy,:);
+ istable=[1:length(iy)];
+ save([xdir,filesep,'threshold.mat'],'lpmat','lpmat0','istable')
+ clear lpmat lpmat0 istable
+
+ end
+ end
+ else
+ [yy, xdir] = log_trans_(y0,xdir0);
+ if isempty(dir(xdir))
+ mkdir(xdir)
+ end
+ silog(:,js) = redform_private(x0, yy, pshape, pd, iload, pnames, namendo, namlagendo, xdir, options_gsa_);
+ end
+
+ if isempty(threshold) && ~options_.nograph
+ figure(hfig),
+ subplot(3,3,iplo),
+ if ilog,
+ [saso, iso] = sort(-silog(:,js));
+ bar([silog(iso(1:min(np,10)),js)])
+ logflag='log';
+ else
+ [saso, iso] = sort(-si(:,js));
+ bar(si(iso(1:min(np,10)),js))
+ logflag='';
+ end
+ %set(gca,'xticklabel',pnames(iso(1:min(np,10)),:),'fontsize',8)
+ set(gca,'xticklabel',' ','fontsize',10)
+ set(gca,'xlim',[0.5 10.5])
+ for ip=1:min(np,10),
+ text(ip,-0.02,deblank(pnames(iso(ip),:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
+ end
+ title([logflag,' ',namendo,' vs. ',namlagendo,'(-1)'],'interpreter','none')
+ if iplo==9,
+ dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_', namendo,'_vs_lags_',logflag,num2str(ifig)],options_);
+ if ~options_.nodisplay
+ close(hfig);
+ end
+ end
+ end
+
end
end
- end
-
- end
end
- end
- if iplo<9 && iplo>0 && ifig,
- dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_', namendo,'_vs_lags_',logflag,num2str(ifig)],options_);
- if ~options_.nodisplay
- close(hfig);
+ if iplo<9 && iplo>0 && ifig && ~options_.nograph,
+ dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_', namendo,'_vs_lags_',logflag,num2str(ifig)],options_);
+ if ~options_.nodisplay
+ close(hfig);
+ end
end
- end
end
-if isempty(threshold),
-if ilog==0,
-hfig=dyn_figure(options_); %bar(si)
-% boxplot(si','whis',10,'symbol','r.')
-myboxplot(si',[],'.',[],10)
-xlabel(' ')
-set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
-set(gca,'xlim',[0.5 np+0.5])
-set(gca,'ylim',[0 1])
-set(gca,'position',[0.13 0.2 0.775 0.7])
-for ip=1:np,
- text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
-end
-title('Reduced form GSA')
-dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_gsa'],options_);
-
-else
-hfig=dyn_figure(options_); %bar(silog)
-% boxplot(silog','whis',10,'symbol','r.')
-myboxplot(silog',[],'.',[],10)
-set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
-xlabel(' ')
-set(gca,'xlim',[0.5 np+0.5])
-set(gca,'ylim',[0 1])
-set(gca,'position',[0.13 0.2 0.775 0.7])
-for ip=1:np,
- text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
-end
-title('Reduced form GSA - Log-transformed elements')
-dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_gsa_log'],options_);
-
-end
+if isempty(threshold) && ~options_.nograph,
+ if ilog==0,
+ hfig=dyn_figure(options_); %bar(si)
+ % boxplot(si','whis',10,'symbol','r.')
+ myboxplot(si',[],'.',[],10)
+ xlabel(' ')
+ set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
+ set(gca,'xlim',[0.5 np+0.5])
+ set(gca,'ylim',[0 1])
+ set(gca,'position',[0.13 0.2 0.775 0.7])
+ for ip=1:np,
+ text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
+ end
+ title('Reduced form GSA')
+ dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_gsa'],options_);
+
+ else
+ hfig=dyn_figure(options_); %bar(silog)
+ % boxplot(silog','whis',10,'symbol','r.')
+ myboxplot(silog',[],'.',[],10)
+ set(gca,'xticklabel',' ','fontsize',10,'xtick',[1:np])
+ xlabel(' ')
+ set(gca,'xlim',[0.5 np+0.5])
+ set(gca,'ylim',[0 1])
+ set(gca,'position',[0.13 0.2 0.775 0.7])
+ for ip=1:np,
+ text(ip,-0.02,deblank(pnames(ip,:)),'rotation',90,'HorizontalAlignment','right','interpreter','none')
+ end
+ title('Reduced form GSA - Log-transformed elements')
+ dyn_saveas(hfig,[dirname,'/',M_.fname,'_redform_gsa_log'],options_);
+
+ end
end
function si = redform_private(x0, y0, pshape, pd, iload, pnames, namy, namx, xdir, opt_gsa)
@@ -330,69 +343,78 @@ global bayestopt_ options_
% opt_gsa=options_.opt_gsa;
np=size(x0,2);
x00=x0;
- if opt_gsa.prior_range,
+if opt_gsa.prior_range,
for j=1:np,
- x0(:,j)=(x0(:,j)-pd(j,3))./(pd(j,4)-pd(j,3));
+ x0(:,j)=(x0(:,j)-pd(j,3))./(pd(j,4)-pd(j,3));
end
- else
+else
x0=priorcdf(x0,pshape, pd(:,1), pd(:,2), pd(:,3), pd(:,4));
- end
+end
fname=[xdir,'/map'];
if iload==0,
- hfig=dyn_figure(options_); hist(y0,30), title([namy,' vs. ', namx])
- if isempty(dir(xdir))
- mkdir(xdir)
- end
- dyn_saveas(hfig,[xdir,'/', namy,'_vs_', namx],options_);
- if ~options_.nodisplay
- close(hfig);
- end
-% gsa_ = gsa_sdp_dyn(y0, x0, -2, [],[],[],1,fname, pnames);
- nrun=length(y0);
- nest=min(250,nrun);
- nfit=min(1000,nrun);
-% dotheplots = (nfit<=nest);
- gsa_ = gsa_sdp(y0(1:nest), x0(1:nest,:), 2, [],[-1 -1 -1 -1 -1 0],[],0,[fname,'_est'], pnames);
- if nfit>nest,
- gsa_ = gsa_sdp(y0(1:nfit), x0(1:nfit,:), -2, gsa_.nvr*nest^3/nfit^3,[-1 -1 -1 -1 -1 0],[],0,fname, pnames);
- end
- save([fname,'.mat'],'gsa_')
- [sidum, iii]=sort(-gsa_.si);
- gsa_.x0=x00(1:nfit,:);
- hfig=gsa_sdp_plot(gsa_,fname,pnames,iii(1:min(12,np)));
- close(hfig);
- gsa_.x0=x0(1:nfit,:);
-% copyfile([fname,'_est.mat'],[fname,'.mat'])
- hfig=dyn_figure(options_);
- plot(y0(1:nfit),[gsa_.fit y0(1:nfit)],'.'),
- title([namy,' vs. ', namx,' fit'])
- dyn_saveas(hfig,[xdir,'/', namy,'_vs_', namx,'_fit'],options_);
- if ~options_.nodisplay
- close(hfig);
- end
- if nfit<nrun,
- npred=[nfit+1:nrun];
- yf = ss_anova_fcast(x0(npred,:), gsa_);
- hfig=dyn_figure(options_);
- plot(y0(npred),[yf y0(npred)],'.'),
- title([namy,' vs. ', namx,' pred'])
- dyn_saveas(hfig,[xdir,'/', namy,'_vs_', namx,'_pred'],options_);
- if ~options_.nodisplay
- close(hfig);
- end
- end
+ if isempty(dir(xdir))
+ mkdir(xdir)
+ end
+ if ~options_.nograph,
+ hfig=dyn_figure(options_); hist(y0,30), title([namy,' vs. ', namx])
+ dyn_saveas(hfig,[xdir,'/', namy,'_vs_', namx],options_);
+ if ~options_.nodisplay
+ close(hfig);
+ end
+ end
+ % gsa_ = gsa_sdp_dyn(y0, x0, -2, [],[],[],1,fname, pnames);
+ nrun=length(y0);
+ nest=min(250,nrun);
+ nfit=min(1000,nrun);
+ % dotheplots = (nfit<=nest);
+ gsa_ = gsa_sdp(y0(1:nest), x0(1:nest,:), 2, [],[-1 -1 -1 -1 -1 0],[],0,[fname,'_est'], pnames);
+ if nfit>nest,
+ gsa_ = gsa_sdp(y0(1:nfit), x0(1:nfit,:), -2, gsa_.nvr*nest^3/nfit^3,[-1 -1 -1 -1 -1 0],[],0,fname, pnames);
+ end
+ save([fname,'.mat'],'gsa_')
+ [sidum, iii]=sort(-gsa_.si);
+ gsa_.x0=x00(1:nfit,:);
+ if ~options_.nograph,
+ hfig=gsa_sdp_plot(gsa_,fname,pnames,iii(1:min(12,np)));
+ close(hfig);
+ end
+ gsa_.x0=x0(1:nfit,:);
+ % copyfile([fname,'_est.mat'],[fname,'.mat'])
+ if ~options_.nograph,
+ hfig=dyn_figure(options_);
+ plot(y0(1:nfit),[gsa_.fit y0(1:nfit)],'.'),
+ title([namy,' vs. ', namx,' fit'])
+ dyn_saveas(hfig,[xdir,'/', namy,'_vs_', namx,'_fit'],options_);
+ if ~options_.nodisplay
+ close(hfig);
+ end
+ if nfit<nrun,
+ npred=[nfit+1:nrun];
+ yf = ss_anova_fcast(x0(npred,:), gsa_);
+ hfig=dyn_figure(options_);
+ plot(y0(npred),[yf y0(npred)],'.'),
+ title([namy,' vs. ', namx,' pred'])
+ dyn_saveas(hfig,[xdir,'/', namy,'_vs_', namx,'_pred'],options_);
+ if ~options_.nodisplay
+ close(hfig);
+ end
+ end
+
+ end
else
-% gsa_ = gsa_sdp_dyn(y0, x0, 0, [],[],[],0,fname, pnames);
- gsa_ = gsa_sdp(y0, x0, 0, [],[],[],0,fname, pnames);
- yf = ss_anova_fcast(x0, gsa_);
- hfig=dyn_figure(options_);
- plot(y0,[yf y0],'.'),
- title([namy,' vs. ', namx,' pred'])
- dyn_saveas(hfig,[xdir,'/', namy,'_vs_', namx,'_pred'],options_);
- if ~options_.nodisplay
- close(hfig);
- end
+ % gsa_ = gsa_sdp_dyn(y0, x0, 0, [],[],[],0,fname, pnames);
+ gsa_ = gsa_sdp(y0, x0, 0, [],[],[],0,fname, pnames);
+ if ~options_.nograph,
+ yf = ss_anova_fcast(x0, gsa_);
+ hfig=dyn_figure(options_);
+ plot(y0,[yf y0],'.'),
+ title([namy,' vs. ', namx,' pred'])
+ dyn_saveas(hfig,[xdir,'/', namy,'_vs_', namx,'_pred'],options_);
+ if ~options_.nodisplay
+ close(hfig);
+ end
+ end
end
% si = gsa_.multivariate.si;
si = gsa_.si;
diff --git a/matlab/gsa/stab_map_1.m b/matlab/gsa/stab_map_1.m
index 3c354cc994f6469266e0040ee44290e830ee1f10..85df2d838b603da9c5e6c4786453eab6418adf90 100644
--- a/matlab/gsa/stab_map_1.m
+++ b/matlab/gsa/stab_map_1.m
@@ -77,7 +77,7 @@ if isempty(ipar),
ipar=find(proba<pcrit);
end
nparplot=length(ipar);
-if iplot
+if iplot && ~options_.nograph
lpmat=lpmat(:,ipar);
ftit=bayestopt_.name(ipar+nshock*(1-ishock));
diff --git a/matlab/gsa/stab_map_2.m b/matlab/gsa/stab_map_2.m
index aecfabf81e00c5daea1dd25b85f70a770e5c5426..b4de5b8cb3b445f218a87fb048d55848b2088c42 100644
--- a/matlab/gsa/stab_map_2.m
+++ b/matlab/gsa/stab_map_2.m
@@ -64,57 +64,70 @@ if ishock==0
else
npar=estim_params_.np+nshock;
end
+disp([' '])
+disp(['Correlation analysis for ',fnam])
+
for j=1:npar,
- i2=find(abs(c00(:,j))>alpha2);
- if length(i2)>0,
- for jx=1:length(i2),
- tval = abs(c00(i2(jx),j)*sqrt( (nsam-2)/(1-c00(i2(jx),j)^2) ));
- tcr = tcrit(nsam-2,pvalue);
- if tval>tcr,
- j2=j2+1;
- if mod(j2,12)==1,
- ifig=ifig+1;
- hh=dyn_figure(options_,'name',['Correlations in the ',fnam,' sample ', num2str(ifig)]);
- end
- subplot(3,4,j2-(ifig-1)*12)
- % bar(c0(i2,j)),
- % set(gca,'xticklabel',bayestopt_.name(i2)),
- % set(gca,'xtick',[1:length(i2)])
- %plot(stock_par(ixx(nfilt+1:end,i),j),stock_par(ixx(nfilt+1:end,i),i2(jx)),'.k')
- %hold on,
- plot(x(:,j),x(:,i2(jx)),'.')
- if ~isempty(xparam1)
- hold on, plot(xparam1(j),xparam1(i2(jx)),'ro')
- end
- % xlabel(deblank(estim_params_.param_names(j,:)),'interpreter','none'),
- % ylabel(deblank(estim_params_.param_names(i2(jx),:)),'interpreter','none'),
- if ishock,
- xlabel(bayestopt_.name{j},'interpreter','none'),
- ylabel(bayestopt_.name{i2(jx)},'interpreter','none'),
- else
- xlabel(bayestopt_.name{j+nshock},'interpreter','none'),
- ylabel(bayestopt_.name{i2(jx)+nshock},'interpreter','none'),
- end
- title(['cc = ',num2str(c0(i2(jx),j))])
- if (mod(j2,12)==0) && j2>0,
+ i2=find(abs(c00(:,j))>alpha2);
+ if length(i2)>0,
+ for jx=1:length(i2),
+ tval = abs(c00(i2(jx),j)*sqrt( (nsam-2)/(1-c00(i2(jx),j)^2) ));
+ tcr = tcrit(nsam-2,pvalue);
+ if tval>tcr,
+ j2=j2+1;
+ if ishock,
+ tmp_name = (['[',bayestopt_.name{j},',',bayestopt_.name{i2(jx)},']']);
+ else
+ tmp_name = (['[',bayestopt_.name{j+nshock},',',bayestopt_.name{i2(jx)+nshock},']']);
+ end
+ fprintf(1,'%20s: corrcoef = %7.3f\n',tmp_name,c0(i2(jx),j));
+
+ if ~options_.nograph,
+
+ if mod(j2,12)==1,
+ ifig=ifig+1;
+ hh=dyn_figure(options_,'name',['Correlations in the ',fnam,' sample ', num2str(ifig)]);
+ end
+ subplot(3,4,j2-(ifig-1)*12)
+ % bar(c0(i2,j)),
+ % set(gca,'xticklabel',bayestopt_.name(i2)),
+ % set(gca,'xtick',[1:length(i2)])
+ %plot(stock_par(ixx(nfilt+1:end,i),j),stock_par(ixx(nfilt+1:end,i),i2(jx)),'.k')
+ %hold on,
+ plot(x(:,j),x(:,i2(jx)),'.')
+ if ~isempty(xparam1)
+ hold on, plot(xparam1(j),xparam1(i2(jx)),'ro')
+ end
+ % xlabel(deblank(estim_params_.param_names(j,:)),'interpreter','none'),
+ % ylabel(deblank(estim_params_.param_names(i2(jx),:)),'interpreter','none'),
+ if ishock,
+ xlabel(bayestopt_.name{j},'interpreter','none'),
+ ylabel(bayestopt_.name{i2(jx)},'interpreter','none'),
+ else
+ xlabel(bayestopt_.name{j+nshock},'interpreter','none'),
+ ylabel(bayestopt_.name{i2(jx)+nshock},'interpreter','none'),
+ end
+ title(['cc = ',num2str(c0(i2(jx),j))])
+ if (mod(j2,12)==0) && j2>0,
+ dyn_saveas(hh,[dirname,'/',fig_nam_,int2str(ifig)],options_);
+ if ~options_.nodisplay
+ close(hh);
+ end
+ end
+ end
+ end
+
+ end
+ end
+ if ~options_.nograph && (j==(npar)) && j2>0,
dyn_saveas(hh,[dirname,'/',fig_nam_,int2str(ifig)],options_);
if ~options_.nodisplay
- close(hh);
+ close(hh);
end
- end
- end
-
end
- end
- if (j==(npar)) && j2>0,
- dyn_saveas(hh,[dirname,'/',fig_nam_,int2str(ifig)],options_);
- if ~options_.nodisplay
- close(hh);
- end
- end
-
+
end
-if ifig==0,
+if j2==0,
disp(['No correlation term with pvalue <', num2str(pvalue),' found for ',fnam])
end
%close all