From 06a8eeeea785873cc094913d4b4998ad7c7f31be Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Mon, 30 May 2016 15:39:34 +0200
Subject: [PATCH] Speed up runtime of ls2003.mod by reducing number of MC
 samples

---
 tests/gsa/ls2003.mod | 25 +++++++++++++------------
 1 file changed, 13 insertions(+), 12 deletions(-)

diff --git a/tests/gsa/ls2003.mod b/tests/gsa/ls2003.mod
index 4e86dfb2c..d8bb72db7 100644
--- a/tests/gsa/ls2003.mod
+++ b/tests/gsa/ls2003.mod
@@ -62,12 +62,13 @@ stderr e_pies,inv_gamma_pdf,1.88,0.9827;
 end;
 
 options_.TeX=1;  
+
 disp(' ');
 disp('NOW I DO STABILITY MAPPING and prepare sample for Reduced form Mapping');
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
 
-dynare_sensitivity(redform=1,nodisplay); //create sample of reduced form coefficients
+dynare_sensitivity(redform=1,nodisplay,Nsam=512); //create sample of reduced form coefficients
 // NOTE: since namendo is empty by default, 
 // this call does not perform the mapping of reduced form coefficient: just prepares the sample
 
@@ -82,8 +83,8 @@ threshold_redform=[-1 0],  // filter reduced form coefficients (default=[])
 namendo=(pie,R),  // evaluate relationships for pie and R (namendo=(:) for all variables)
 namexo=(e_R),     // evaluate relationships with exogenous e_R (use namexo=(:) for all shocks)
 namlagendo=(R),   // evaluate relationships with lagged R (use namlagendo=(:) for all lagged endogenous)
-stab=0 // don't repeat again the stability mapping
-);
+stab=0, // don't repeat again the stability mapping
+Nsam=512);
 
 
 disp(' ');
@@ -112,8 +113,8 @@ dynare_sensitivity(nodisplay, datafile='data_ca1.m',first_obs=8,nobs=79,prefilte
 load_stab=1,     // load prior sample
 istart_rmse=2,   //start computing rmse from second observation (i.e. rmse does not inlude initial big error)
 stab=0,          // don't  plot again stability analysis results
-rmse=1          // do rmse analysis
-);
+rmse=1,          // do rmse analysis
+Nsam=512);
 
 disp(' ');
 disp('THE PREVIOUS THREE CALLS COULD BE DONE TOGETHER');
@@ -144,7 +145,7 @@ disp(' ');
 disp('Press ENTER to continue'); pause(5);
 
 // run this to generate posterior mode and Metropolis files if not yet done
-estimation(datafile='data_ca1.m',first_obs=8,nobs=79,mh_nblocks=2,
+estimation(datafile='data_ca1.m',first_obs=8,nobs=79,mh_nblocks=1,
    prefilter=1,mh_jscale=0.5,mh_replic=5000, mode_compute=4, mh_drop=0.6, nodisplay,
    bayesian_irf, filtered_vars, smoother) y_obs R_obs pie_obs dq de;
 
@@ -161,7 +162,7 @@ disp('Typical for ML estimation, also feasible for posterior mode');
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
 
-dynare_sensitivity(nodisplay, pprior=0,Nsam=2048,neighborhood_width=0.2,
+dynare_sensitivity(nodisplay, pprior=0,Nsam=512,neighborhood_width=0.2,
 mode_file=ls2003_mode,  // specifies the mode file where the mode and Hessian are stored
 datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,
 rmse=1);
@@ -172,7 +173,7 @@ disp('Typical for ML estimation, also feasible for posterior mode');
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
 
-dynare_sensitivity(nodisplay, pprior=0,Nsam=2048,
+dynare_sensitivity(nodisplay, pprior=0,Nsam=512,
 mode_file=ls2003_mode  // specifies the mode file where the mode and Hessian are stored
 );
 
@@ -187,14 +188,14 @@ pprior=0,
 stab=0,
 rmse=1,
 alpha2_rmse=0, // no correlation analysis
-alpha_rmse=0  // no Smirnov sensitivity analysis
-);
+alpha_rmse=0,  // no Smirnov sensitivity analysis
+Nsam=512);
 
 disp(' ');
 disp('THE LAST TWO CALLS COULD BE DONE TOGETHER');
 disp('BY USING THE COMBINED CALL');
 disp(' ');
-disp('dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode,')
+disp('dynare_sensitivity(pprior=0,Nsam=512,alpha2_stab=0.4,mode_file=ls2003_mode,')
 disp('datafile=data_ca1.m,first_obs=8,nobs=79,prefilter=1,')
 disp('rmse=1, alpha2_rmse=0, alpha_rmse=0);')
 disp(' ');
@@ -215,7 +216,7 @@ disp('Press ENTER to continue'); pause(5);
 
 dynare_sensitivity(nodisplay, stab=0, // no need for stability analysis since the posterior sample is surely OK
 datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,
-rmse=1,ppost=1);
+rmse=1,ppost=1,Nsam=512);
 
 collect_LaTeX_Files(M_);
 if system(['pdflatex -halt-on-error ' M_.fname '_TeX_binder.tex'])