diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index a1445ec2d..f25198855 100644 --- a/doc/manual/source/the-model-file.rst +++ b/doc/manual/source/the-model-file.rst @@ -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 diff --git a/preprocessor b/preprocessor index 8d0e8cca5..0f397f40a 160000 --- a/preprocessor +++ b/preprocessor @@ -1 +1 @@ -Subproject commit 8d0e8cca5cb78b9dde0ecc867ffb0c64d06dd338 +Subproject commit 0f397f40afd096b062010a374464aae1567ef623 diff --git a/scripts/dynare.el b/scripts/dynare.el index fd40b14bc..879b9aa89 100644 --- a/scripts/dynare.el +++ b/scripts/dynare.el @@ -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" diff --git a/tests/gsa/cod_ML_morris/cod_ML_morris.mod b/tests/gsa/cod_ML_morris/cod_ML_morris.mod index 4687bd0ee..5ba1475b5 100644 --- a/tests/gsa/cod_ML_morris/cod_ML_morris.mod +++ b/tests/gsa/cod_ML_morris/cod_ML_morris.mod @@ -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 diff --git a/tests/gsa/ls2003.mod b/tests/gsa/ls2003.mod index 038ee9020..6e7c770ac 100644 --- a/tests/gsa/ls2003.mod +++ b/tests/gsa/ls2003.mod @@ -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); diff --git a/tests/gsa/ls2003a.mod b/tests/gsa/ls2003a.mod index a25e062e8..d466b6779 100644 --- a/tests/gsa/ls2003a.mod +++ b/tests/gsa/ls2003a.mod @@ -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 /* diff --git a/tests/gsa/ls2003ide.mod b/tests/gsa/ls2003ide.mod index 6957cd8d6..316b0cc6b 100644 --- a/tests/gsa/ls2003ide.mod +++ b/tests/gsa/ls2003ide.mod @@ -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); \ No newline at end of file +sensitivity(identification=1, morris=2); \ No newline at end of file diff --git a/tests/gsa/ls2003scr.mod b/tests/gsa/ls2003scr.mod index 3811889ef..8dfa56098 100644 --- a/tests/gsa/ls2003scr.mod +++ b/tests/gsa/ls2003scr.mod @@ -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); diff --git a/tests/gsa/morris/nk_est.mod b/tests/gsa/morris/nk_est.mod index 38b0bf5ee..f90d19e0c 100644 --- a/tests/gsa/morris/nk_est.mod +++ b/tests/gsa/morris/nk_est.mod @@ -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)) ;