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Update testsuite script for gsa.

time-shift
Marco Ratto 2012-06-11 01:36:03 +02:00
parent 2aaa88caa7
commit 240e6d688e
1 changed files with 17 additions and 34 deletions
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51
tests/gsa/ls2003.mod
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@ -67,13 +67,10 @@ disp('NOW I DO STABILITY MAPPING and prepare sample for Reduced form Mapping');
disp(' '); disp(' ');
disp('Press ENTER to continue'); pause(5); disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(redform=1, //create sample of reduced form coefficients dynare_sensitivity(redform=1); //create sample of reduced form coefficients
alpha2_stab=0.4,
ksstat=0);
// NOTE: since namendo is emppty by default, // NOTE: since namendo is emppty by default,
// this call does not perform the mapping of reduced form coefficient: just prepares the sample // this call does not perform the mapping of reduced form coefficient: just prepares the sample
/*
disp(' '); disp(' ');
disp('ANALYSIS OF REDUCED FORM COEFFICIENTS'); disp('ANALYSIS OF REDUCED FORM COEFFICIENTS');
disp(' '); disp(' ');
@ -81,25 +78,23 @@ disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(load_stab=1, // loead previously generated sample analysed for stability dynare_sensitivity(load_stab=1, // loead previously generated sample analysed for stability
redform=1, // do the reduced form mapping 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) 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) 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) namlagendo=(R), // evaluate relationships with lagged R (use namlagendo=(:) for all lagged endogenous)
stab=0 // don't repeat again the stability mapping stab=0 // don't repeat again the stability mapping
); );
*/
disp(' '); disp(' ');
disp('THE PREVIOUS TWO CALLS COULD BE DONE TOGETHER'); disp('THE PREVIOUS TWO CALLS COULD BE DONE TOGETHER');
disp('BY USING THE COMBINED CALL'); disp('BY USING THE COMBINED CALL');
disp(' '); 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('threshold_redform=[-1 0], namendo=(pie,R), namexo=(e_R), namlagendo=(R));')
disp(' '); disp(' ');
disp('Press ENTER to continue'); pause(5); disp('Press ENTER to continue'); pause(5);
//dynare_sensitivity( //dynare_sensitivity(
//alpha2_stab=0.4,
//ksstat=0,
//redform=1, //create sample of reduced form coefficients //redform=1, //create sample of reduced form coefficients
//logtrans_redform=1, // estimate log-transformed reduced form coefficients (default=0) //logtrans_redform=1, // estimate log-transformed reduced form coefficients (default=0)
//namendo=(pie,R), // evaluate relationships for pie and R (namendo=(:) for all variables) //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 load_stab=1, // load prior sample
istart_rmse=2, //start computing rmse from second observation (i.e. rmse does not inlude initial big error) 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 stab=0, // don't plot again stability analysis results
rmse=1, // do rmse analysis 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
); );
disp(' '); disp(' ');
disp('THE PREVIOUS THREE CALLS COULD BE DONE TOGETHER'); disp('THE PREVIOUS THREE CALLS COULD BE DONE TOGETHER');
disp('BY USING THE COMBINED CALL'); disp('BY USING THE COMBINED CALL');
disp(' '); 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('logtrans_redform=1, namendo=(pie,R), namexo=(e_R), namlagendo=(R),')
disp('datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,') 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(' ');
disp('Press ENTER to continue'); pause(5); disp('Press ENTER to continue'); pause(5);
//dynare_sensitivity( //dynare_sensitivity(
//alpha2_stab=0.4,
//ksstat=0,
//redform=1, //create sample of reduced form coefficients //redform=1, //create sample of reduced form coefficients
//logtrans_redform=1, // estimate log-transformed reduced form coefficients (default=0) //logtrans_redform=1, // estimate log-transformed reduced form coefficients (default=0)
//namendo=(pie,R), // evaluate relationships for pie and R (namendo=(:) for all variables) //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, //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) //istart_rmse=2, //start computing rmse from second observation (i.e. rmse does not inlude initial big error)
//rmse=1, // do rmse analysis //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(' ');
disp('Press ENTER to continue'); pause(5); 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 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, datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
rmse=1, alpha2_rmse=1, alpha_rmse=1); rmse=1);
disp(' '); disp(' ');
disp('WE DO STABILITY MAPPING AGAIN, BUT FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE (or ML) and Hessian (pprior=0 & ppost=0)'); 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(' ');
disp('Press ENTER to continue'); pause(5); 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 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, pprior=0,
stab=0, stab=0,
rmse=1, rmse=1,
alpha2_rmse=1, // no correlation analysis alpha2_rmse=0, // no correlation analysis
alpha_rmse=1 // no Smirnov sensitivity analysis alpha_rmse=0 // no Smirnov sensitivity analysis
); );
disp(' '); disp(' ');
@ -213,14 +196,14 @@ disp('BY USING THE COMBINED CALL');
disp(' '); disp(' ');
disp('dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode,') 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('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(' ');
disp('Press ENTER to continue'); pause(5); disp('Press ENTER to continue'); pause(5);
//dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode, //dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode,
//datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, //datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
//rmse=1, //rmse=1,
//alpha2_rmse=1, // no correlation analysis //alpha2_rmse=0, // no correlation analysis
//alpha_rmse=1 // no Smirnov sensitivity analysis //alpha_rmse=0 // no Smirnov sensitivity analysis
//); //);
disp(' '); 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); // 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 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);