From 240e6d688e8c7f99e145991feb2b15d6e38c8142 Mon Sep 17 00:00:00 2001 From: Marco Ratto Date: Mon, 11 Jun 2012 01:36:03 +0200 Subject: [PATCH] Update testsuite script for gsa. --- tests/gsa/ls2003.mod | 51 +++++++++++++++----------------------------- 1 file changed, 17 insertions(+), 34 deletions(-) diff --git a/tests/gsa/ls2003.mod b/tests/gsa/ls2003.mod index f1a856dfa..c11816e24 100644 --- a/tests/gsa/ls2003.mod +++ b/tests/gsa/ls2003.mod @@ -67,13 +67,10 @@ 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, //create sample of reduced form coefficients -alpha2_stab=0.4, -ksstat=0); +dynare_sensitivity(redform=1); //create sample of reduced form coefficients // NOTE: since namendo is emppty by default, // this call does not perform the mapping of reduced form coefficient: just prepares the sample -/* disp(' '); disp('ANALYSIS OF REDUCED FORM COEFFICIENTS'); disp(' '); @@ -81,25 +78,23 @@ disp('Press ENTER to continue'); pause(5); dynare_sensitivity(load_stab=1, // loead previously generated sample analysed for stability redform=1, // do the reduced form mapping -logtrans_redform=1, // estimate log-transformed reduced form coefficients (default=0) +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 ); -*/ + disp(' '); disp('THE PREVIOUS TWO CALLS COULD BE DONE TOGETHER'); disp('BY USING THE COMBINED CALL'); disp(' '); -disp('dynare_sensitivity(alpha2_stab=0.4, ksstat=0, redform=1,') -disp('logtrans_redform=1, namendo=(pie,R), namexo=(e_R), namlagendo=(R));') +disp('dynare_sensitivity(redform=1,') +disp('threshold_redform=[-1 0], namendo=(pie,R), namexo=(e_R), namlagendo=(R));') disp(' '); disp('Press ENTER to continue'); pause(5); //dynare_sensitivity( -//alpha2_stab=0.4, -//ksstat=0, //redform=1, //create sample of reduced form coefficients //logtrans_redform=1, // estimate log-transformed reduced form coefficients (default=0) //namendo=(pie,R), // evaluate relationships for pie and R (namendo=(:) for all variables) @@ -117,27 +112,20 @@ dynare_sensitivity(datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, // also pr 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 -pfilt_rmse=0.1, // filtering criterion, i.e. filter the best 10 percent rmse's -alpha2_rmse=0.3, // critical value for correlations in the rmse filterting analysis: - // if ==1, means no corrleation analysis done -alpha_rmse=1 // critical value for smirnov statistics of filtered samples - // if ==1, no smornov analysis is done +rmse=1 // do rmse analysis ); disp(' '); disp('THE PREVIOUS THREE CALLS COULD BE DONE TOGETHER'); disp('BY USING THE COMBINED CALL'); disp(' '); -disp('dynare_sensitivity(alpha2_stab=0.4, ksstat=0, redform=1,') +disp('dynare_sensitivity(redform=1,') disp('logtrans_redform=1, namendo=(pie,R), namexo=(e_R), namlagendo=(R),') disp('datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,') -disp('istart_rmse=2, rmse=1, pfilt_rmse=0.1, alpha2_rmse=0.3, alpha_rmse=1);') +disp('istart_rmse=2, rmse=1);') disp(' '); disp('Press ENTER to continue'); pause(5); //dynare_sensitivity( -//alpha2_stab=0.4, -//ksstat=0, //redform=1, //create sample of reduced form coefficients //logtrans_redform=1, // estimate log-transformed reduced form coefficients (default=0) //namendo=(pie,R), // evaluate relationships for pie and R (namendo=(:) for all variables) @@ -146,11 +134,6 @@ disp('Press ENTER to continue'); pause(5); //datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, //istart_rmse=2, //start computing rmse from second observation (i.e. rmse does not inlude initial big error) //rmse=1, // do rmse analysis -//pfilt_rmse=0.1, // filtering criterion, i.e. filter the best 10 percent rmse's -//alpha2_rmse=0.3, // critical value for correlations in the rmse filterting analysis: -// // if ==1, means no corrleation analysis done -//alpha_rmse=1 // critical value for smirnov statistics of filtered samples -// // if ==1, no smirnov sensitivity analysis is done //); @@ -178,10 +161,10 @@ disp('Typical for ML estimation, also feasible for posterior mode'); disp(' '); disp('Press ENTER to continue'); pause(5); -dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,neighborhood_width=0.2, +dynare_sensitivity(pprior=0,Nsam=2048,neighborhood_width=0.2, mode_file=ls2003_mode, // specifies the mode file where the mode and Hessian are stored datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, -rmse=1, alpha2_rmse=1, alpha_rmse=1); +rmse=1); disp(' '); disp('WE DO STABILITY MAPPING AGAIN, BUT FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE (or ML) and Hessian (pprior=0 & ppost=0)'); @@ -189,7 +172,7 @@ disp('Typical for ML estimation, also feasible for posterior mode'); disp(' '); disp('Press ENTER to continue'); pause(5); -dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4, +dynare_sensitivity(pprior=0,Nsam=2048, mode_file=ls2003_mode // specifies the mode file where the mode and Hessian are stored ); @@ -203,8 +186,8 @@ datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, pprior=0, stab=0, rmse=1, -alpha2_rmse=1, // no correlation analysis -alpha_rmse=1 // no Smirnov sensitivity analysis +alpha2_rmse=0, // no correlation analysis +alpha_rmse=0 // no Smirnov sensitivity analysis ); disp(' '); @@ -213,14 +196,14 @@ disp('BY USING THE COMBINED CALL'); disp(' '); disp('dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode,') disp('datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,') -disp('rmse=1, alpha2_rmse=1, alpha_rmse=1);') +disp('rmse=1, alpha2_rmse=0, alpha_rmse=0);') disp(' '); disp('Press ENTER to continue'); pause(5); //dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode, //datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, //rmse=1, -//alpha2_rmse=1, // no correlation analysis -//alpha_rmse=1 // no Smirnov sensitivity analysis +//alpha2_rmse=0, // no correlation analysis +//alpha_rmse=0 // no Smirnov sensitivity analysis //); disp(' '); @@ -231,5 +214,5 @@ disp('Press ENTER to continue'); pause(5); // prefilter=1,mh_jscale=0.5,mh_replic=0, mode_compute=0, nograph, mh_drop=0.6); dynare_sensitivity(stab=0, // no need for stability analysis since the posterior sample is surely OK -rmse=1,ppost=1,alpha2_rmse=1,alpha_rmse=1); +rmse=1,ppost=1);