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added gsa to testsuite

time-shift
Marco Ratto 2011-09-28 21:21:54 +02:00
parent b4d773d593
commit 509b34aa9f
2 changed files with 11 additions and 10 deletions
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1
tests/Makefile.am
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@ -74,6 +74,7 @@ MODFILES = \
external_function/example1_no_deriv_functions_provided.mod \ external_function/example1_no_deriv_functions_provided.mod \
external_function/example1_no_deriv_functions_provided_dll.mod \ external_function/example1_no_deriv_functions_provided_dll.mod \
seeds.mod \ seeds.mod \
gsa/ls2003.mod \
identificaton/kim/kim2.mod \ identificaton/kim/kim2.mod \
identificaton/as2007/as2007.mod \ identificaton/as2007/as2007.mod \
simul/example1.mod \ simul/example1.mod \

20
tests/gsa/ls2003.mod
View File

@ -65,7 +65,7 @@ end;
disp(' '); disp(' ');
disp('NOW I DO STABILITY MAPPING and prepare sample for Reduced form Mapping'); disp('NOW I DO STABILITY MAPPING and prepare sample for Reduced form Mapping');
disp(' '); disp(' ');
disp('Press ENTER to continue'); pause; 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, alpha2_stab=0.4,
@ -76,7 +76,7 @@ ksstat=0);
disp(' '); disp(' ');
disp('ANALYSIS OF REDUCED FORM COEFFICIENTS'); disp('ANALYSIS OF REDUCED FORM COEFFICIENTS');
disp(' '); disp(' ');
disp('Press ENTER to continue'); pause; 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
@ -94,7 +94,7 @@ disp(' ');
disp('dynare_sensitivity(alpha2_stab=0.4, ksstat=0, redform=1,') disp('dynare_sensitivity(alpha2_stab=0.4, ksstat=0, 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(' '); disp(' ');
disp('Press ENTER to continue'); pause; disp('Press ENTER to continue'); pause(5);
//dynare_sensitivity( //dynare_sensitivity(
//alpha2_stab=0.4, //alpha2_stab=0.4,
//ksstat=0, //ksstat=0,
@ -109,7 +109,7 @@ disp('Press ENTER to continue'); pause;
disp(' '); disp(' ');
disp('MC FILTERING(rmse=1), TO MAP THE FIT FROM PRIORS'); disp('MC FILTERING(rmse=1), TO MAP THE FIT FROM PRIORS');
disp('Press ENTER to continue'); pause; disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, // also presample=2,loglinear, are admissible dynare_sensitivity(datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, // also presample=2,loglinear, are admissible
load_stab=1, // load prior sample load_stab=1, // load prior sample
@ -132,7 +132,7 @@ 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, pfilt_rmse=0.1, alpha2_rmse=0.3, alpha_rmse=1);')
disp(' '); disp(' ');
disp('Press ENTER to continue'); pause; disp('Press ENTER to continue'); pause(5);
//dynare_sensitivity( //dynare_sensitivity(
//alpha2_stab=0.4, //alpha2_stab=0.4,
//ksstat=0, //ksstat=0,
@ -156,7 +156,7 @@ disp('Press ENTER to continue'); pause;
disp(' '); disp(' ');
disp('I ESTIMATE THE MODEL'); disp('I ESTIMATE THE MODEL');
disp(' '); disp(' ');
disp('Press ENTER to continue'); pause; disp('Press ENTER to continue'); pause(5);
// run this to generate posterior mode and Metropolis files if not yet done // run this to generate posterior mode and Metropolis files if not yet done
//estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2, //estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2,
@ -173,7 +173,7 @@ 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)');
disp('Typical for ML estimation, also feasible for posterior mode'); disp('Typical for ML estimation, also feasible for posterior mode');
disp(' '); disp(' ');
disp('Press ENTER to continue'); pause; disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4, dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,
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
@ -183,7 +183,7 @@ mode_file=ls2003_mode // specifies the mode file where the mode and Hessian are
disp(' '); disp(' ');
disp('RMSE ANALYSIS FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE'); disp('RMSE ANALYSIS FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE');
disp(' '); disp(' ');
disp('Press ENTER to continue'); pause; disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(mode_file=ls2003_mode, dynare_sensitivity(mode_file=ls2003_mode,
datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
pprior=0, pprior=0,
@ -201,7 +201,7 @@ disp('dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mod
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=1, alpha_rmse=1);')
disp(' '); disp(' ');
disp('Press ENTER to continue'); pause; 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,
@ -212,7 +212,7 @@ disp('Press ENTER to continue'); pause;
disp(' '); disp(' ');
disp('RMSE ANALYSIS FOR POSTERIOR MCMC sample (ppost=1)'); disp('RMSE ANALYSIS FOR POSTERIOR MCMC sample (ppost=1)');
disp('Needs a call to dynare_estimation to load all MH environment'); disp('Needs a call to dynare_estimation to load all MH environment');
disp('Press ENTER to continue'); pause; disp('Press ENTER to continue'); pause(5);
estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2, mode_file=ls2003_mode, load_mh_file, estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2, mode_file=ls2003_mode, load_mh_file,
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);