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added test for new option

time-shift
Marco Ratto 2012-02-06 17:04:29 +01:00
parent bc6042fbe2
commit 8cde66e466
1 changed files with 13 additions and 4 deletions
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17
tests/gsa/ls2003.mod
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@ -171,6 +171,17 @@ estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2,
// mh_replic=0, mode_file=ls2003_mode, mode_compute=0, nograph, load_mh_file, bayesian_irf,
// filtered_vars, smoother, mh_drop=0.6);
disp(' ');
disp('WE DO STABILITY MAPPING AGAIN, EXPLORING AROUND THE MODE BY A WIDTH +- 0.2 times the mode');
disp('THEN WE DO RMSE analysis in this neighborhood');
disp('Typical for ML estimation, also feasible for posterior mode');
disp(' ');
disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,neighborhood_width=0.2,
mode_file=ls2003_mode, // specifies the mode file where the mode and Hessian are stored
datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
rmse=1, alpha2_rmse=1, alpha_rmse=1);
disp(' ');
disp('WE DO STABILITY MAPPING AGAIN, BUT FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE (or ML) and Hessian (pprior=0 & ppost=0)');
@ -212,15 +223,13 @@ disp('Press ENTER to continue'); pause(5);
//alpha_rmse=1 // no Smirnov sensitivity analysis
//);
/*
disp(' ');
disp('RMSE ANALYSIS FOR POSTERIOR MCMC sample (ppost=1)');
disp('Needs a call to dynare_estimation to load all MH environment');
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,
prefilter=1,mh_jscale=0.5,mh_replic=0, mode_compute=0, nograph, mh_drop=0.6);
//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);
dynare_sensitivity(stab=0, // no need for stability analysis since the posterior sample is surely OK
rmse=1,ppost=1,alpha2_rmse=1,alpha_rmse=1);
*/