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added option of only likelihood analysis in posterior filtering 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@942 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2006-09-28 12:32:37 +00:00
parent 5f2bbc07e0
commit 9a380cd784
1 changed files with 6 additions and 4 deletions
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10
matlab/dynare_sensitivity.m
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@ -50,25 +50,27 @@ end
% RMSE mapping
% function [rmse_MC, ixx] = filt_mc_(vvarvecm, loadSA, pfilt, alpha, alpha2)
options_gsa_ = set_default_option(options_gsa_,'rmse',0);
options_gsa_ = set_default_option(options_gsa_,'lik_only',0);
options_gsa_ = set_default_option(options_gsa_,'var_rmse',options_.varobs);
options_gsa_ = set_default_option(options_gsa_,'load_rmse',0);
options_gsa_ = set_default_option(options_gsa_,'pfilt_rmse',0.1);
options_gsa_ = set_default_option(options_gsa_,'istart_rmse',1);
options_gsa_ = set_default_option(options_gsa_,'alpha_rmse',0.002);
options_gsa_ = set_default_option(options_gsa_,'alpha2_rmse',1);
%options_.opt_gsa = options_gsa_;
options_.opt_gsa = options_gsa_;
if options_gsa_.rmse,
if ~options_gsa_.ppost
if options_gsa_.pprior
a=load([OutputDirectoryName,'\',fname_,'_prior']);
a=whos('-file',[OutputDirectoryName,'\',fname_,'_prior'],'logpo2');
else
a=load([OutputDirectoryName,'\',fname_,'_mc']);
a=whos('-file',[OutputDirectoryName,'\',fname_,'_mc'],'logpo2');
end
if ~isfield(a,'stock_filter'),
if isempty(a),
dynare_MC([],OutputDirectoryName);
options_gsa_.load_rmse=0;
end
end
clear a;
filt_mc_(options_gsa_.var_rmse, options_gsa_.load_rmse, options_gsa_.pfilt_rmse, ...
options_gsa_.alpha_rmse, options_gsa_.alpha2_rmse, OutputDirectoryName, ...
options_gsa_.istart_rmse);