From 166c9bfa1c0b1add78f22c17bae79bf0d9622ba4 Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Fri, 8 Jul 2011 11:12:13 +0200 Subject: [PATCH] dynare_sensitivity: added new options --- doc/dynare.texi | 8 ++++++++ preprocessor/DynareBison.yy | 6 +++++- preprocessor/DynareFlex.ll | 2 ++ 3 files changed, 15 insertions(+), 1 deletion(-) diff --git a/doc/dynare.texi b/doc/dynare.texi index 13c00278c..e804a69d1 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -4965,6 +4965,14 @@ Default: @code{0.3} 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} + +@item pvalue_corr = @var{DOUBLE} +The threshold @math{pvalue} for significant correlation in filtered samples +(@i{i.e.} plot bivariate samples when @math{pvalue<} @code{pvalue_corr}). Default: @code{0.001} + @end table @customhead{Reduced Form Mapping Options} @table @code diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy index 9a89f7d61..0c6733842 100644 --- a/preprocessor/DynareBison.yy +++ b/preprocessor/DynareBison.yy @@ -160,7 +160,7 @@ class ParsingDriver; %token EXTERNAL_FUNCTION EXT_FUNC_NAME EXT_FUNC_NARGS FIRST_DERIV_PROVIDED SECOND_DERIV_PROVIDED %token SELECTED_VARIABLES_ONLY COVA_COMPUTE ESTIMATION_FILE_TAG SIMULATION_FILE_TAG %token ERROR_BANDS ERROR_BAND_PERCENTILES SHOCKS_PER_PARAMETER -%token SHOCK_DRAWS FREE_PARAMETERS MEDIAN DATA_OBS_NBR NEIGHBORHOOD_WIDTH +%token SHOCK_DRAWS FREE_PARAMETERS MEDIAN DATA_OBS_NBR NEIGHBORHOOD_WIDTH PVALUE_KS PVALUE_CORR %token FILTERED_PROBABILITIES FILTERED REAL_TIME_SMOOTHED %token PROPOSAL_TYPE MDD_PROPOSAL_DRAWS MDD_USE_MEAN_CENTER %token ADAPTIVE_MH_DRAWS THINNING_FACTOR COEFFICIENTS_PRIOR_HYPERPARAMETERS @@ -1693,6 +1693,8 @@ dynare_sensitivity_option : o_gsa_identification | o_gsa_namlagendo | o_gsa_var_rmse | o_gsa_neighborhood_width + | o_gsa_pvalue_ks + | o_gsa_pvalue_corr | o_datafile | o_nobs | o_first_obs @@ -1944,6 +1946,8 @@ o_gsa_sample_file : GSA_SAMPLE_FILE EQUAL INT_NUMBER { driver.option_str("gsa_sample_file", $3); } ; o_gsa_neighborhood_width : NEIGHBORHOOD_WIDTH EQUAL non_negative_number { driver.option_num("neighborhood_width", $3); }; +o_gsa_pvalue_ks : PVALUE_KS EQUAL non_negative_number { driver.option_num("pvalue_ks", $3); }; +o_gsa_pvalue_corr : PVALUE_CORR EQUAL non_negative_number { driver.option_num("pvalue_corr", $3); }; o_load_ident_files : LOAD_IDENT_FILES EQUAL INT_NUMBER { driver.option_num("load_ident_files", $3); } o_useautocorr : USEAUTOCORR EQUAL INT_NUMBER { driver.option_num("useautocorr", $3); } o_prior_mc : PRIOR_MC EQUAL INT_NUMBER { driver.option_num("prior_mc", $3); } diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll index e0821f286..37ea06de2 100644 --- a/preprocessor/DynareFlex.ll +++ b/preprocessor/DynareFlex.ll @@ -552,6 +552,8 @@ string eofbuff; load_ident_files {return token::LOAD_IDENT_FILES;} useautocorr {return token::USEAUTOCORR;} neighborhood_width {return token::NEIGHBORHOOD_WIDTH;} +pvalue_ks {return token::PVALUE_KS;} +pvalue_corr {return token::PVALUE_CORR;} /* end of GSA options */ /* For identification() statement */