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Merge pull request #1441 from JohannesPfeifer/ksstat 

Remove redundant ksstat option
time-shift
Stéphane Adjemian 2017-04-29 18:00:25 +02:00 committed by GitHub
parent d7b2e271d7 451646ff16
commit 072246c5ab
6 changed files with 1 additions and 13 deletions
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4
doc/dynare.texi
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@ -8645,10 +8645,6 @@ Critical value for correlations @math{\rho} in filtered samples:
plot couples of parmaters with @math{\left|\rho\right|>} @code{alpha2_stab}.
Default: @code{0}
@item ksstat = @var{DOUBLE}
Critical value for Smirnov statistics @math{d}: plot parameters with
@math{d>} @code{ksstat}. Default: @code{0.1}
@item pvalue_ks = @var{DOUBLE}
The threshold @math{pvalue} for significant Kolmogorov-Smirnov test (@i{i.e.} plot parameters with
@math{pvalue<} @code{pvalue_ks}). Default: @code{0.001}

3
matlab/dynare_sensitivity.m
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@ -56,7 +56,6 @@ if isfield(options_gsa,'morris') && options_gsa.morris==1,
error('sensitivity:: Morris is incompatible with rmse analysis')
end
if (isfield(options_gsa,'alpha2_stab') && options_gsa.alpha2_stab<1) || ...
(isfield(options_gsa,'ksstat') && options_gsa.ksstat<1) || ...
(isfield(options_gsa,'pvalue_ks') && options_gsa.pvalue_ks) || ...
(isfield(options_gsa,'pvalue_corr') && options_gsa.pvalue_corr)
@ -172,7 +171,6 @@ options_gsa = set_default_option(options_gsa,'morris_ntra',20);
options_gsa = set_default_option(options_gsa,'Nsam',2048);
options_gsa = set_default_option(options_gsa,'load_stab',0);
options_gsa = set_default_option(options_gsa,'alpha2_stab',0);
options_gsa = set_default_option(options_gsa,'ksstat',0.1);
options_gsa = set_default_option(options_gsa,'pvalue_ks',0.001);
options_gsa = set_default_option(options_gsa,'pvalue_corr',1.e-5);
%options_gsa = set_default_option(options_gsa,'load_mh',0);
@ -232,7 +230,6 @@ if options_gsa.morris==1,
options_gsa.rmse=0;
options_gsa.load_rmse=0;
options_gsa.alpha2_stab=1;
options_gsa.ksstat=1;
options_gsa.pvalue_ks=0;
options_gsa.pvalue_corr=0;
% if options_gsa.morris==3,

1
matlab/gsa/mcf_analysis.m
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@ -48,7 +48,6 @@ end
OutputDirectoryName = options_mcf.OutputDirectoryName;
[proba, dproba] = stab_map_1(lpmat, ibeha, inobeha, [],0);
% indindet=find(dproba>ksstat);
indmcf=find(proba<pvalue_ks);
[tmp,jtmp] = sort(proba(indmcf),2,'ascend');
indmcf = indmcf(jtmp);

1
matlab/gsa/stab_map_.m
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@ -59,7 +59,6 @@ global bayestopt_ estim_params_ options_ oo_ M_
Nsam = opt_gsa.Nsam;
fload = opt_gsa.load_stab;
ksstat = opt_gsa.ksstat;
alpha2 = opt_gsa.alpha2_stab;
pvalue_ks = opt_gsa.pvalue_ks;
pvalue_corr = opt_gsa.pvalue_corr;

4
preprocessor/DynareBison.yy
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@ -143,7 +143,7 @@ class ParsingDriver;
%token ASINH ACOSH ATANH SQRT NORMCDF NORMPDF STEADY_STATE EXPECTATION
/* GSA analysis */
%token DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU MORRIS_NLIV
%token MORRIS_NTRA NSAM LOAD_REDFORM LOAD_RMSE LOAD_STAB ALPHA2_STAB KSSTAT LOGTRANS_REDFORM THRESHOLD_REDFORM
%token MORRIS_NTRA NSAM LOAD_REDFORM LOAD_RMSE LOAD_STAB ALPHA2_STAB LOGTRANS_REDFORM THRESHOLD_REDFORM
%token KSSTAT_REDFORM ALPHA2_REDFORM NAMENDO NAMLAGENDO NAMEXO RMSE LIK_ONLY VAR_RMSE PFILT_RMSE ISTART_RMSE
%token ALPHA_RMSE ALPHA2_RMSE
/* end of GSA analysis*/
@ -2481,7 +2481,6 @@ dynare_sensitivity_option : o_gsa_identification
| o_gsa_load_rmse
| o_gsa_load_stab
| o_gsa_alpha2_stab
| o_gsa_ksstat
| o_gsa_logtrans_redform
| o_gsa_ksstat_redform
| o_gsa_alpha2_redform
@ -3113,7 +3112,6 @@ o_gsa_load_redform : LOAD_REDFORM EQUAL INT_NUMBER { driver.option_num("load_red
o_gsa_load_rmse : LOAD_RMSE EQUAL INT_NUMBER { driver.option_num("load_rmse", $3); };
o_gsa_load_stab : LOAD_STAB EQUAL INT_NUMBER { driver.option_num("load_stab", $3); };
o_gsa_alpha2_stab : ALPHA2_STAB EQUAL non_negative_number { driver.option_num("alpha2_stab", $3); };
o_gsa_ksstat : KSSTAT EQUAL non_negative_number { driver.option_num("ksstat", $3); };
o_gsa_logtrans_redform : LOGTRANS_REDFORM EQUAL INT_NUMBER { driver.option_num("logtrans_redform", $3); };
o_gsa_threshold_redform : THRESHOLD_REDFORM EQUAL vec_value_w_inf { driver.option_num("threshold_redform",$3); };
o_gsa_ksstat_redform : KSSTAT_REDFORM EQUAL non_negative_number { driver.option_num("ksstat_redform", $3); };

1
preprocessor/DynareFlex.ll
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@ -801,7 +801,6 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>load_rmse {return token::LOAD_RMSE;}
<DYNARE_STATEMENT>load_stab {return token::LOAD_STAB;}
<DYNARE_STATEMENT>alpha2_stab {return token::ALPHA2_STAB;}
<DYNARE_STATEMENT>ksstat {return token::KSSTAT;}
<DYNARE_STATEMENT>logtrans_redform {return token::LOGTRANS_REDFORM;}
<DYNARE_STATEMENT>threshold_redform {return token::THRESHOLD_REDFORM;}
<DYNARE_STATEMENT>ksstat_redform {return token::KSSTAT_REDFORM;}