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Rename “dynare_sensitivity” command to “sensitivity” 

The old name is still accepted, but will trigger a deprecation warning.
covariance-quadratic-approximation
Sébastien Villemot 2023-12-14 18:38:23 +01:00
parent 19dcd4a0f2
commit 66bc9fd9c2
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GPG Key ID: 2CECE9350ECEBE4A
9 changed files with 32 additions and 26 deletions
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10
doc/manual/source/the-model-file.rst
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@ -11755,8 +11755,8 @@ estimation environment is set up.
Performing sensitivity analysis
-------------------------------
.. command:: dynare_sensitivity ;
dynare_sensitivity(OPTIONS...);
.. command:: sensitivity ;
sensitivity(OPTIONS...);
|br| This command triggers sensitivity analysis on a DSGE model.
@ -12040,6 +12040,12 @@ Performing sensitivity analysis
See :opt:`diffuse_filter`.
.. command:: dynare_sensitivity ;
dynare_sensitivity(OPTIONS...);
|br| This is a deprecated alias for the ``sensitivity`` command.
.. _irf-momcal:
IRF/Moment calibration

2
preprocessor

@ -1 +1 @@
Subproject commit 8d0e8cca5cb78b9dde0ecc867ffb0c64d06dd338
Subproject commit 0f397f40afd096b062010a374464aae1567ef623

4
scripts/dynare.el
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@ -66,8 +66,8 @@
"ramsey_model" "ramsey_policy" "evaluate_planner_objective" "occbin_setup"
"occbin_solver" "occbin_write_regimes" "occbin_graph"
"discretionary_policy" "identification" "bvar_density" "bvar_forecast"
"bvar_irf" "dynare_sensitivity" "initval_file" "histval_file" "forecast"
"shock_decomposition" "realtime_shock_decomposition"
"bvar_irf" "sensitivity" "dynare_sensitivity" "initval_file" "histval_file"
"forecast" "shock_decomposition" "realtime_shock_decomposition"
"plot_shock_decomposition" "initial_condition_decomposition"
"squeeze_shock_decomposition" "sbvar" "ms_estimation" "ms_simulation"
"ms_compute_mdd" "ms_compute_probabilities" "ms_forecast" "ms_irf"

2
tests/gsa/cod_ML_morris/cod_ML_morris.mod
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@ -122,7 +122,7 @@ end;
varobs y_ro, pi_ro, i_ro, s, y_eu, pi_eu, i_eu, tt ;
options_.TeX =1;
dynare_sensitivity (identification=1, nsam = 500, lik_only = 1, morris=2) ;
sensitivity (identification=1, nsam = 500, lik_only = 1, morris=2) ;
stoch_simul(order=2,irf=20) y_ro pi_ro i_ro s ;
//order 1 - impulse response functions are simply the algebraic forward iteration of the model's policy

26
tests/gsa/ls2003.mod
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@ -27,7 +27,7 @@ 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,nodisplay,Nsam=512); //create sample of reduced form coefficients
sensitivity(redform=1,nodisplay,Nsam=512); //create sample of reduced form coefficients
// NOTE: since namendo is empty by default,
// this call does not perform the mapping of reduced form coefficient: just prepares the sample
@ -36,7 +36,7 @@ disp('ANALYSIS OF REDUCED FORM COEFFICIENTS');
disp(' ');
% disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(nodisplay, load_stab=1, // load previously generated sample analysed for stability
sensitivity(nodisplay, load_stab=1, // load previously generated sample analysed for stability
redform=1, // do the reduced form mapping
threshold_redform=[-1 0], // filter reduced form coefficients (default=[])
namendo=(pie,R), // evaluate relationships for pie and R (namendo=(:) for all variables)
@ -51,11 +51,11 @@ disp(' ');
disp('THE PREVIOUS TWO CALLS COULD BE DONE TOGETHER');
disp('BY USING THE COMBINED CALL');
disp(' ');
disp('dynare_sensitivity(redform=1,')
disp('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(
//sensitivity(
//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)
@ -69,7 +69,7 @@ disp(' ');
disp('MC FILTERING(rmse=1), TO MAP THE FIT FROM PRIORS');
%disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(nodisplay, datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1, // also presample=2,loglinear, are admissible
sensitivity(nodisplay, datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1, // also presample=2,loglinear, are admissible
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
@ -80,13 +80,13 @@ disp(' ');
disp('THE PREVIOUS THREE CALLS COULD BE DONE TOGETHER');
disp('BY USING THE COMBINED CALL');
disp(' ');
disp('dynare_sensitivity(redform=1,')
disp('sensitivity(redform=1,')
disp('logtrans_redform=1, namendo=(pie,R), namexo=(e_R), namlagendo=(R),')
disp('datafile=data_ca1.m,first_obs=8,nobs=79,prefilter=1,')
disp('istart_rmse=2, rmse=1);')
disp(' ');
% disp('Press ENTER to continue'); pause(5);
//dynare_sensitivity(
//sensitivity(
//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)
@ -121,7 +121,7 @@ disp('Typical for ML estimation, also feasible for posterior mode');
disp(' ');
% disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(nodisplay, pprior=0,Nsam=512,neighborhood_width=0.2,
sensitivity(nodisplay, pprior=0,Nsam=512,neighborhood_width=0.2,
mode_file='ls2003/Output/ls2003_mode', // specifies the mode file where the mode and Hessian are stored
datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,
rmse=1);
@ -132,7 +132,7 @@ disp('Typical for ML estimation, also feasible for posterior mode');
disp(' ');
% disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(nodisplay, pprior=0,Nsam=512,
sensitivity(nodisplay, pprior=0,Nsam=512,
mode_file='ls2003/Output/ls2003_mode' // specifies the mode file where the mode and Hessian are stored
);
@ -141,7 +141,7 @@ disp(' ');
disp('RMSE ANALYSIS FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE');
disp(' ');
disp('Press ENTER to continue'); % pause(5);
dynare_sensitivity(nodisplay, mode_file='ls2003/Output/ls2003_mode',
sensitivity(nodisplay, mode_file='ls2003/Output/ls2003_mode',
datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,
pprior=0,
stab=0,
@ -154,12 +154,12 @@ disp(' ');
disp('THE LAST TWO CALLS COULD BE DONE TOGETHER');
disp('BY USING THE COMBINED CALL');
disp(' ');
disp('dynare_sensitivity(pprior=0,Nsam=512,alpha2_stab=0.4,mode_file=ls2003_mode,')
disp('sensitivity(pprior=0,Nsam=512,alpha2_stab=0.4,mode_file=ls2003_mode,')
disp('datafile=data_ca1.m,first_obs=8,nobs=79,prefilter=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/Output/ls2003_mode',
//sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file='ls2003/Output/ls2003_mode',
//datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,
//rmse=1pae
//alpha2_rmse=0, // no correlation analysis
@ -173,7 +173,7 @@ disp('Needs a call to dynare_estimation to load all MH environment');
//estimation(datafile='data_ca1.m',first_obs=8,nobs=79,mh_nblocks=2, mode_file='ls2003/Output/ls2003_mode', load_mh_file,
// prefilter=1,mh_jscale=0.5,mh_replic=0, mode_compute=0, mh_drop=0.6);
dynare_sensitivity(nodisplay, stab=0, // no need for stability analysis since the posterior sample is surely OK
sensitivity(nodisplay, stab=0, // no need for stability analysis since the posterior sample is surely OK
datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,
alpha2_rmse=0, // no correlation analysis
rmse=1,ppost=1,Nsam=512);

4
tests/gsa/ls2003a.mod
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@ -63,9 +63,9 @@ prior simulate;
prior moments(distribution);
if isoctave()
dynare_sensitivity(prior_range=0, nodisplay, graph_format=(eps),Nsam=512);
sensitivity(prior_range=0, nodisplay, graph_format=(eps),Nsam=512);
else
dynare_sensitivity(prior_range=0, nodisplay, graph_format=(fig),Nsam=512);
sensitivity(prior_range=0, nodisplay, graph_format=(fig),Nsam=512);
end
/*

4
tests/gsa/ls2003ide.mod
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@ -27,11 +27,11 @@ disp(' ')
% disp('PRESS ENTER TO CONTUNUE');
% pause(5);
dynare_sensitivity(identification=1, morris_nliv=6, morris_ntra=50);
sensitivity(identification=1, morris_nliv=6, morris_ntra=50);
disp('CREATE MC SAMPLE, CHECK FOR STABILITY AND PERFORM IDENTIFICATION ANALYSIS');
disp('With analytic derivatives')
disp(' ')
% disp('PRESS ENTER TO CONTUNUE');
% pause(5);
dynare_sensitivity(identification=1, morris=2);
sensitivity(identification=1, morris=2);

2
tests/gsa/ls2003scr.mod
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@ -25,7 +25,7 @@ disp('CREATE SCREENING SAMPLE, CHECK FOR STABILITY AND PERFORM SENSITIVITY ANALY
% disp('PRESS ENTER TO CONTUNUE');
% pause;
dynare_sensitivity(morris=1, morris_nliv=6, morris_ntra=20, redform=1,
sensitivity(morris=1, morris_nliv=6, morris_ntra=20, redform=1,
namendo=(:), namexo=(:), namlagendo=(:));
stoch_simul(order=1,irf=40);

4
tests/gsa/morris/nk_est.mod
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@ -53,7 +53,7 @@ stderr eps_A,0.02,0.000000000001,100,INV_GAMMA2_PDF,0.2,inf;
stderr eps_P,0.03,0.000000000001,100,INV_GAMMA2_PDF,0.2,inf;
end;
estimation(order=1,prior_trunc=0,plot_priors =0,silent_optimizer, datafile=nk_est_data,conf_sig =.95,smoother,moments_varendo,filtered_vars,mode_check,mode_compute=4,mh_replic=5000,mh_jscale=1.5,mh_nblocks=1,bayesian_irf,tex) y pi l dy pic;
dynare_sensitivity (datafile=nk_est_data,rmse=0, nsam = 500, lik_only = 0, morris = 2,var_rmse=(dy pic)) ;
dynare_sensitivity (datafile=nk_est_data,rmse=0, nsam = 500, lik_only = 0, morris = 1,var_rmse=(dy pic)) ;
sensitivity (datafile=nk_est_data,rmse=0, nsam = 500, lik_only = 0, morris = 2,var_rmse=(dy pic)) ;
sensitivity (datafile=nk_est_data,rmse=0, nsam = 500, lik_only = 0, morris = 1,var_rmse=(dy pic)) ;