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Fixed header and license of GSA.

time-shift
Marco Ratto 2017-02-03 12:48:27 +01:00 committed by Stéphane Adjemian (Charybdis)
parent a40a854a59
commit 0845aa8430
29 changed files with 125 additions and 70 deletions
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37
license.txt
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@ -86,8 +86,43 @@ Copyright: 2016 Benjamin Born and Johannes Pfeifer
2016 Dynare Team
License: GPL-3+
Files: matlab\gsa\Morris_Measure_Groups.m
matlab\gsa\Sampling_Function_2.m
Written by Jessica Cariboni and Francesca Campolongo
Joint Research Centre, The European Commission,
Copyright (C) 2005 European Commission
Copyright (C) 2012 Dynare Team
Files: matlab\gsa\cumplot.m
matlab\gsa\filt_mc_.m
matlab\gsa\gsa_plotmatrix.m
matlab\gsa\gsa_skewness.m
matlab\gsa\gsa_speed.m
matlab\gsa\log_trans_.m
matlab\gsa\map_calibration.m
matlab\gsa\map_ident_.m
matlab\gsa\mcf_analysis.m
matlab\gsa\myboxplot.m
matlab\gsa\myprctilecol.m
matlab\gsa\prior_draw_gsa.m
matlab\gsa\read_data.m
matlab\gsa\redform_map.m
matlab\gsa\redform_screen.m
matlab\gsa\scatter_mcf.m
matlab\gsa\smirnov.m
matlab\gsa\stab_map_.m
matlab\gsa\stab_map_1.m
matlab\gsa\stab_map_2.m
matlab\gsa\stand_.m
matlab\gsa\tcrit.m
matlab\gsa\teff.m
matlab\gsa\trank.m
Copyright (C) 2011-2017 European Commission
Copyright (C) 2011-2017 Dynare Team
Files: matlab/gsa/pick.m
Copyright: 2001-2017 Marco Ratto
Copyright (C) 2001-2017 European Commission
This file is part of GLUEWIN
The program has been developed by M. Ratto, European Commission, Joint Research Centre,
Institute for the Protection and Security of The Citizen, Technological and Economic Risk Management,
Applied Statistics, as a deliverable of the IMPACT project

5
matlab/gsa/Morris_Measure_Groups.m
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@ -21,7 +21,12 @@ function [SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p,
% OutMatrix (NumFactor*NumOutputs, 3)= [Mu*, Mu, StDev]
% for each output it gives the three measures of each factor
% -------------------------------------------------------------------------
%
% Written by Jessica Cariboni and Francesca Campolongo
% Joint Research Centre, The European Commission,
%
% Copyright (C) 2005 European Commission
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.

5
matlab/gsa/Sampling_Function_2.m
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@ -50,7 +50,12 @@ function [Outmatrix, OutFact] = Sampling_Function_2(p, k, r, UB, LB, GroupMat)
%
% F. Campolongo, J. Cariboni, JRC - IPSC Ispra, Varese, IT
% Last Update: 15 November 2005 by J.Cariboni
%
% Written by Jessica Cariboni and Francesca Campolongo
% Joint Research Centre, The European Commission,
%
% Copyright (C) 2005 European Commission
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.

5
matlab/gsa/cumplot.m
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@ -1,6 +1,11 @@
function h = cumplot(x);
%function h =cumplot(x)
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2012 European Commission
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.

6
matlab/gsa/filt_mc_.m
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@ -11,11 +11,9 @@ function [rmse_MC, ixx] = filt_mc_(OutDir,options_gsa_,dataset_,dataset_info)
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% marco.ratto@ec.europa.eu
% Copyright (C) 2012-2016 European Commission
% Copyright (C) 2012-2016 Dynare Team
%
% This file is part of Dynare.

5
matlab/gsa/ghx2transition.m
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@ -3,11 +3,8 @@ function [A,B] = ghx2transition(mm,iv,ic,aux)
%
% Adapted by M. Ratto (from kalman_transition_matrix.m)
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
% marco.ratto@ec.europa.eu
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%

5
matlab/gsa/gsa_plotmatrix.m
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@ -1,7 +1,12 @@
function gsa_plotmatrix(type,varargin)
% function gsa_plotmatrix(type,varargin)
% extended version of the standard MATLAB plotmatrix
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2011-2012 European Commission
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.

5
matlab/gsa/gsa_skewness.m
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@ -1,5 +1,10 @@
function s=gsa_skewness(y),
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2012 European Commission
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.

7
matlab/gsa/gsa_speed.m
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@ -3,12 +3,9 @@ function [tadj, iff] = gsa_speed(A,B,mf,p),
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% marco.ratto@ec.europa.eu
% Copyright (C) 2012 European Commission
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.

5
matlab/gsa/log_trans_.m
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@ -1,5 +1,10 @@
function [yy, xdir, isig, lam]=log_trans_(y0,xdir0,isig,lam)
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2012 European Commission
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.

5
matlab/gsa/map_calibration.m
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@ -1,5 +1,10 @@
function map_calibration(OutputDirectoryName, Model, DynareOptions, DynareResults, EstimatedParameters, BayesInfo)
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2014-2016 European Commission
% Copyright (C) 2014-2016 Dynare Team
%
% This file is part of Dynare.

5
matlab/gsa/map_ident_.m
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@ -1,5 +1,10 @@
function map_ident_(OutputDirectoryName,opt_gsa)
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2012-2016 European Commission
% Copyright (C) 2012-2016 Dynare Team
%
% This file is part of Dynare.

2
matlab/gsa/mcf_analysis.m
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@ -2,7 +2,7 @@ function indmcf = mcf_analysis(lpmat, ibeha, inobeha, options_mcf, DynareOptions
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@jrc.ec.europa.eu
% marco.ratto@ec.europa.eu
%
% Copyright (C) 2014 European Commission

5
matlab/gsa/myboxplot.m
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@ -1,6 +1,11 @@
function sout = myboxplot (data,notched,symbol,vertical,maxwhisker)
% sout = myboxplot (data,notched,symbol,vertical,maxwhisker)
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2012 European Commission
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.

5
matlab/gsa/myprctilecol.m
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@ -1,5 +1,10 @@
function y = myprctilecol(x,p);
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2012 European Commission
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.

2
matlab/gsa/pick.m
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@ -1,6 +1,6 @@
function pick
%
% Copyright: 2001-2017 Marco Ratto
% Copyright (C) 2001-2017 European Commission
%
% This file is part of GLUEWIN
% GLUEWIN is a MATLAB code designed for analysing the output

7
matlab/gsa/prior_draw_gsa.m
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@ -16,12 +16,9 @@ function pdraw = prior_draw_gsa(init,rdraw)
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% marco.ratto@ec.europa.eu
% Copyright (C) 2012-2015 European Commission
% Copyright (C) 2012-2015 Dynare Team
%
% This file is part of Dynare.

7
matlab/gsa/read_data.m
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@ -1,12 +1,9 @@
function [gend, data] = read_data()
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% marco.ratto@ec.europa.eu
% Copyright (C) 2012-2015 European Commission
% Copyright (C) 2012-2015 Dynare Team
%
% This file is part of Dynare.

7
matlab/gsa/redform_map.m
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@ -13,12 +13,9 @@ 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
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% marco.ratto@ec.europa.eu
% Copyright (C) 2012-2016 European Commission
% Copyright (C) 2012-2016 Dynare Team
%
% This file is part of Dynare.

7
matlab/gsa/redform_screen.m
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@ -8,12 +8,9 @@ function redform_screen(dirname, options_gsa_)
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% marco.ratto@ec.europa.eu
% Copyright (C) 2012-2016 European Commission
% Copyright (C) 2012-2016 Dynare Team
%
% This file is part of Dynare.

7
matlab/gsa/scatter_mcf.m
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@ -1,9 +1,10 @@
function scatter_mcf(X,Y,vnames,plotsymbol, fnam, dirname, figtitle, xparam1, DynareOptions, beha_name, non_beha_name)
% Frontend to the Sensitivity Analysis Toolbox for DYNARE
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2014-2016 European Commission
% Copyright (C) 2014-2016 Dynare Team
%
% This file is part of Dynare.

7
matlab/gsa/smirnov.m
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@ -4,12 +4,9 @@ function [H,prob,d] = smirnov(x1 , x2 , alpha, iflag )
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% marco.ratto@ec.europa.eu
% Copyright (C) 2012 European Commission
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.

7
matlab/gsa/stab_map_.m
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@ -32,12 +32,9 @@ function x0 = stab_map_(OutputDirectoryName,opt_gsa)
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% marco.ratto@ec.europa.eu
% Copyright (C) 2012-2016 European Commission
% Copyright (C) 2012-2016 Dynare Team
%
% This file is part of Dynare.

7
matlab/gsa/stab_map_1.m
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@ -18,12 +18,9 @@ function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, i
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% marco.ratto@ec.europa.eu
% Copyright (C) 2012-2016 European Commission
% Copyright (C) 2012-2016 Dynare Team
%
% This file is part of Dynare.

10
matlab/gsa/stab_map_2.m
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@ -3,14 +3,10 @@ function indcorr = stab_map_2(x,alpha2, pvalue_crit, fnam, dirname,xparam1,figti
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% marco.ratto@ec.europa.eu
% Copyright (C) 2012-2016 Dynare Team
%
% Copyright (C) 2011-2016 European Commission
% Copyright (C) 2011-2016 Dynare Team
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify

8
matlab/gsa/stand_.m
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@ -9,10 +9,12 @@ function [y, meany, stdy] = stand_(x)
% my: Vector of mean values for each column of y
% sy: Vector of standard deviations for each column of y
%
% Author : Marco Ratto
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2012 Dynare Team
%
% Copyright (C) 2012 European Commission
% Copyright (C) 2012 Dynare Team%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify

4
matlab/gsa/tcrit.m
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@ -6,9 +6,9 @@ function t_crit = tcrit(n,pval0)
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
% marco.ratto@ec.europa.eu
% Copyright (C) 2011-2012 European Commission
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.

4
matlab/gsa/teff.m
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@ -3,12 +3,12 @@ function [yt, j0, ir, ic]=teff(T,Nsam,istable)
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
% marco.ratto@ec.europa.eu
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 European Commission
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.

4
matlab/gsa/trank.m
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@ -4,12 +4,12 @@ function yr = trank(y);
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
% marco.ratto@ec.europa.eu
%
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 European Commission
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.