From 8cde66e466e6e9651b4a6e0e2e2eeb6c12c66f05 Mon Sep 17 00:00:00 2001 From: Marco Ratto Date: Mon, 6 Feb 2012 17:04:29 +0100 Subject: [PATCH] added test for new option --- tests/gsa/ls2003.mod | 17 +++++++++++++---- 1 file changed, 13 insertions(+), 4 deletions(-) diff --git a/tests/gsa/ls2003.mod b/tests/gsa/ls2003.mod index 59cb0fc0e..f1a856dfa 100644 --- a/tests/gsa/ls2003.mod +++ b/tests/gsa/ls2003.mod @@ -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); -*/