Update testsuite script for gsa.
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@ -67,13 +67,10 @@ disp('NOW I DO STABILITY MAPPING and prepare sample for Reduced form Mapping');
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disp(' ');
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disp('Press ENTER to continue'); pause(5);
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dynare_sensitivity(redform=1, //create sample of reduced form coefficients
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alpha2_stab=0.4,
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ksstat=0);
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dynare_sensitivity(redform=1); //create sample of reduced form coefficients
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// NOTE: since namendo is emppty by default,
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// this call does not perform the mapping of reduced form coefficient: just prepares the sample
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/*
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disp(' ');
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disp('ANALYSIS OF REDUCED FORM COEFFICIENTS');
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disp(' ');
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@ -81,25 +78,23 @@ disp('Press ENTER to continue'); pause(5);
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dynare_sensitivity(load_stab=1, // loead previously generated sample analysed for stability
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redform=1, // do the reduced form mapping
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logtrans_redform=1, // estimate log-transformed reduced form coefficients (default=0)
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threshold_redform=[-1 0], // filter reduced form coefficients (default=[])
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namendo=(pie,R), // evaluate relationships for pie and R (namendo=(:) for all variables)
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namexo=(e_R), // evaluate relationships with exogenous e_R (use namexo=(:) for all shocks)
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namlagendo=(R), // evaluate relationships with lagged R (use namlagendo=(:) for all lagged endogenous)
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stab=0 // don't repeat again the stability mapping
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);
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*/
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disp(' ');
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disp('THE PREVIOUS TWO CALLS COULD BE DONE TOGETHER');
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disp('BY USING THE COMBINED CALL');
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disp(' ');
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disp('dynare_sensitivity(alpha2_stab=0.4, ksstat=0, redform=1,')
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disp('logtrans_redform=1, namendo=(pie,R), namexo=(e_R), namlagendo=(R));')
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disp('dynare_sensitivity(redform=1,')
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disp('threshold_redform=[-1 0], namendo=(pie,R), namexo=(e_R), namlagendo=(R));')
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disp(' ');
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disp('Press ENTER to continue'); pause(5);
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//dynare_sensitivity(
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//alpha2_stab=0.4,
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//ksstat=0,
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//redform=1, //create sample of reduced form coefficients
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//logtrans_redform=1, // estimate log-transformed reduced form coefficients (default=0)
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//namendo=(pie,R), // evaluate relationships for pie and R (namendo=(:) for all variables)
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@ -117,27 +112,20 @@ dynare_sensitivity(datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, // also pr
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load_stab=1, // load prior sample
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istart_rmse=2, //start computing rmse from second observation (i.e. rmse does not inlude initial big error)
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stab=0, // don't plot again stability analysis results
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rmse=1, // do rmse analysis
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pfilt_rmse=0.1, // filtering criterion, i.e. filter the best 10 percent rmse's
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alpha2_rmse=0.3, // critical value for correlations in the rmse filterting analysis:
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// if ==1, means no corrleation analysis done
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alpha_rmse=1 // critical value for smirnov statistics of filtered samples
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// if ==1, no smornov analysis is done
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rmse=1 // do rmse analysis
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);
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disp(' ');
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disp('THE PREVIOUS THREE CALLS COULD BE DONE TOGETHER');
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disp('BY USING THE COMBINED CALL');
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disp(' ');
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disp('dynare_sensitivity(alpha2_stab=0.4, ksstat=0, redform=1,')
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disp('dynare_sensitivity(redform=1,')
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disp('logtrans_redform=1, namendo=(pie,R), namexo=(e_R), namlagendo=(R),')
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disp('datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,')
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disp('istart_rmse=2, rmse=1, pfilt_rmse=0.1, alpha2_rmse=0.3, alpha_rmse=1);')
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disp('istart_rmse=2, rmse=1);')
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disp(' ');
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disp('Press ENTER to continue'); pause(5);
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//dynare_sensitivity(
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//alpha2_stab=0.4,
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//ksstat=0,
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//redform=1, //create sample of reduced form coefficients
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//logtrans_redform=1, // estimate log-transformed reduced form coefficients (default=0)
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//namendo=(pie,R), // evaluate relationships for pie and R (namendo=(:) for all variables)
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@ -146,11 +134,6 @@ disp('Press ENTER to continue'); pause(5);
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//datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
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//istart_rmse=2, //start computing rmse from second observation (i.e. rmse does not inlude initial big error)
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//rmse=1, // do rmse analysis
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//pfilt_rmse=0.1, // filtering criterion, i.e. filter the best 10 percent rmse's
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//alpha2_rmse=0.3, // critical value for correlations in the rmse filterting analysis:
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// // if ==1, means no corrleation analysis done
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//alpha_rmse=1 // critical value for smirnov statistics of filtered samples
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// // if ==1, no smirnov sensitivity analysis is done
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//);
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@ -178,10 +161,10 @@ disp('Typical for ML estimation, also feasible for posterior mode');
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disp(' ');
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disp('Press ENTER to continue'); pause(5);
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dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,neighborhood_width=0.2,
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dynare_sensitivity(pprior=0,Nsam=2048,neighborhood_width=0.2,
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mode_file=ls2003_mode, // specifies the mode file where the mode and Hessian are stored
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datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
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rmse=1, alpha2_rmse=1, alpha_rmse=1);
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rmse=1);
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disp(' ');
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disp('WE DO STABILITY MAPPING AGAIN, BUT FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE (or ML) and Hessian (pprior=0 & ppost=0)');
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@ -189,7 +172,7 @@ disp('Typical for ML estimation, also feasible for posterior mode');
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disp(' ');
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disp('Press ENTER to continue'); pause(5);
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dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,
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dynare_sensitivity(pprior=0,Nsam=2048,
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mode_file=ls2003_mode // specifies the mode file where the mode and Hessian are stored
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);
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@ -203,8 +186,8 @@ datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
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pprior=0,
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stab=0,
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rmse=1,
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alpha2_rmse=1, // no correlation analysis
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alpha_rmse=1 // no Smirnov sensitivity analysis
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alpha2_rmse=0, // no correlation analysis
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alpha_rmse=0 // no Smirnov sensitivity analysis
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);
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disp(' ');
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@ -213,14 +196,14 @@ disp('BY USING THE COMBINED CALL');
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disp(' ');
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disp('dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode,')
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disp('datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,')
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disp('rmse=1, alpha2_rmse=1, alpha_rmse=1);')
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disp('rmse=1, alpha2_rmse=0, alpha_rmse=0);')
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disp(' ');
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disp('Press ENTER to continue'); pause(5);
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//dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode,
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//datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
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//rmse=1,
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//alpha2_rmse=1, // no correlation analysis
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//alpha_rmse=1 // no Smirnov sensitivity analysis
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//alpha2_rmse=0, // no correlation analysis
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//alpha_rmse=0 // no Smirnov sensitivity analysis
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//);
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disp(' ');
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@ -231,5 +214,5 @@ disp('Press ENTER to continue'); pause(5);
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// prefilter=1,mh_jscale=0.5,mh_replic=0, mode_compute=0, nograph, mh_drop=0.6);
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dynare_sensitivity(stab=0, // no need for stability analysis since the posterior sample is surely OK
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rmse=1,ppost=1,alpha2_rmse=1,alpha_rmse=1);
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rmse=1,ppost=1);
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