added gsa to testsuite
parent
b4d773d593
commit
509b34aa9f
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@ -74,6 +74,7 @@ MODFILES = \
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external_function/example1_no_deriv_functions_provided.mod \
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external_function/example1_no_deriv_functions_provided_dll.mod \
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seeds.mod \
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gsa/ls2003.mod \
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identificaton/kim/kim2.mod \
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identificaton/as2007/as2007.mod \
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simul/example1.mod \
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@ -65,7 +65,7 @@ end;
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disp(' ');
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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;
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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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@ -76,7 +76,7 @@ ksstat=0);
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disp(' ');
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disp('ANALYSIS OF REDUCED FORM COEFFICIENTS');
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disp(' ');
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disp('Press ENTER to continue'); pause;
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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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@ -94,7 +94,7 @@ 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(' ');
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disp('Press ENTER to continue'); pause;
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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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@ -109,7 +109,7 @@ disp('Press ENTER to continue'); pause;
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disp(' ');
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disp('MC FILTERING(rmse=1), TO MAP THE FIT FROM PRIORS');
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disp('Press ENTER to continue'); pause;
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disp('Press ENTER to continue'); pause(5);
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dynare_sensitivity(datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, // also presample=2,loglinear, are admissible
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load_stab=1, // load prior sample
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@ -132,7 +132,7 @@ 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(' ');
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disp('Press ENTER to continue'); pause;
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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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@ -156,7 +156,7 @@ disp('Press ENTER to continue'); pause;
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disp(' ');
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disp('I ESTIMATE THE MODEL');
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disp(' ');
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disp('Press ENTER to continue'); pause;
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disp('Press ENTER to continue'); pause(5);
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// run this to generate posterior mode and Metropolis files if not yet done
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//estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2,
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@ -173,7 +173,7 @@ 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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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;
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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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mode_file=ls2003_mode // specifies the mode file where the mode and Hessian are stored
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@ -183,7 +183,7 @@ mode_file=ls2003_mode // specifies the mode file where the mode and Hessian are
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disp(' ');
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disp('RMSE ANALYSIS FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE');
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disp(' ');
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disp('Press ENTER to continue'); pause;
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disp('Press ENTER to continue'); pause(5);
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dynare_sensitivity(mode_file=ls2003_mode,
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datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
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pprior=0,
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@ -201,7 +201,7 @@ disp('dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mod
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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(' ');
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disp('Press ENTER to continue'); pause;
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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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@ -212,7 +212,7 @@ disp('Press ENTER to continue'); pause;
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disp(' ');
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disp('RMSE ANALYSIS FOR POSTERIOR MCMC sample (ppost=1)');
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disp('Needs a call to dynare_estimation to load all MH environment');
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disp('Press ENTER to continue'); pause;
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disp('Press ENTER to continue'); pause(5);
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estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2, mode_file=ls2003_mode, load_mh_file,
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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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