New identification options.

git-svn-id: file:///home/sebastien/dynare/gsa_dyn@25 f1850c17-3b45-254b-b221-fcb05880fee1
time-shift
rattoma 2008-04-18 09:27:16 +00:00
parent 49f5092948
commit 2ee90ac4e0
7 changed files with 127 additions and 89 deletions

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[][][]\OT1/cmtt/m/n/12 <DYNARE_file>_rmse_post*.fig\OT1/cmr/m/n/12 : save re-su
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(results)g(of)h(the)f(estimation)g(of)h(the)f(single)g(functional)h
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b(allo)-36 b(ws)431 b(to)e(iden)-36 b(tify)430 b(parameters)f(that)6683
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Fh(any)550 b Fk(of)434 b(the)f(reduced)f(form)i(co)36
b(e\016cien)-36 b(ts.)24367 75163 y(10)p eop end
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Fk(,)433 b(31:115{139,)k(2008.)24367 75163 y(12)p eop
end
%%Trailer

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@ -248,13 +248,21 @@ Setting the option \verb"identification=1", an identification
analysis based on theoretical moments, steady state gains and time
of adjustment is performed. Sensitivity plots are provided that
allow to infer which parameters are most likely to be less
identifiable.
identifiable. \vspace{1cm}
\begin{tabular}{r|l|l}
option name & default & description \\ \hline
\verb"identification"& 0 & 0 = no identification analysis \\
& & 1 = performs identification analysis:\\
& & this forces \verb"morris"=1 and \verb"redform"=0 \\ \hline
& & this forces \verb"redform"=0 and default\verb"morris"=1\\
\verb"morris"& 1 & 1 = Screening analysis (Type II error)\\
& & 0 = ANOVA Mapping (Type I error)\\
\verb"morris_nliv"& 6 & number of levels in Morris design\\
\verb"morris_ntra"& 20& number of trajectories in Morris design\\
\verb"trans_ident"& 0 & data transformation for ANOVA Mapping\\
& & 0 = no transformation\\
& & 1 = log-transformation\\
& & 2 = rank-transformation\\\hline
\end{tabular}

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@ -174,9 +174,6 @@ out-of-sample validation. \vspace{0.5cm}
& & analyse entries
[\verb"namendo"$\times$\verb"namexo"]\\
& : & jolly character to indicate ALL exogenous \\\hline
\verb"identification"& 0 & 0 = no identification analysis \\
& & 1 = performs identification analysis:\\
& & this forces \verb"morris"=1 and \verb"redform"=0 \\ \hline
\end{tabular}
\vspace{0.5cm} \\
@ -253,6 +250,14 @@ of adjustment is performed. Sensitivity plots are provided that
allow to infer which parameters are most likely to be less
identifiable.
\begin{tabular}{r|l|l}
option name & default & description \\ \hline
\verb"identification"& 0 & 0 = no identification analysis \\
& & 1 = performs identification analysis:\\
& & this forces \verb"morris"=1 and \verb"redform"=0 \\ \hline
\end{tabular}
\newpage
\section{Directory structure}
Sensitivity analysis results are saved on the hard-disk of the