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Update documentation on sensitivity 

Closes #789
time-shift
Johannes Pfeifer 2017-04-27 11:37:20 +02:00 committed by Stéphane Adjemian (Charybdis)
parent e8f07e828b
commit d7b2e271d7
2 changed files with 7 additions and 7 deletions
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8
doc/dynare.texi
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@ -8586,7 +8586,7 @@ This command triggers sensitivity analysis on a DSGE model.
@anchor{Sampling Options}
@table @code
@item nsam = @var{INTEGER}
@item Nsam = @var{INTEGER}
Size of the Monte-Carlo sample. Default: @code{2048}
@item ilptau = @var{INTEGER}
@ -8643,7 +8643,7 @@ If equal to @code{0}, generate a new sample. Default: @code{0}
@item alpha2_stab = @var{DOUBLE}
Critical value for correlations @math{\rho} in filtered samples:
plot couples of parmaters with @math{\left|\rho\right|>} @code{alpha2_stab}.
Default: @code{0.3}
Default: @code{0}
@item ksstat = @var{DOUBLE}
Critical value for Smirnov statistics @math{d}: plot parameters with
@ -8680,7 +8680,7 @@ An empty vector indicates that these entries will not be filtered. Default: @cod
@item ksstat_redform = @var{DOUBLE}
Critical value for Smirnov statistics @math{d} when reduced form entries
are filtered. Default: @code{0.1}
are filtered. Default: @code{0.001}
@item alpha2_redform = @var{DOUBLE}
Critical value for correlations @math{\rho} when reduced form entries
@ -8727,7 +8727,7 @@ error). Default: @code{presample+1}
@item alpha_rmse = @var{DOUBLE}
Critical value for Smirnov statistics @math{d}: plot parameters with
@math{d>} @code{alpha_rmse}. Default: @code{0.002}
@math{d>} @code{alpha_rmse}. Default: @code{0.001}
@item alpha2_rmse = @var{DOUBLE}
Critical value for correlation @math{\rho}: plot couples of parmaters with

6
matlab/dynare_sensitivity.m
View File

@ -160,7 +160,6 @@ end
% map stability
options_gsa = set_default_option(options_gsa,'stab',1);
options_gsa = set_default_option(options_gsa,'redform',0);
options_gsa = set_default_option(options_gsa,'pprior',1);
options_gsa = set_default_option(options_gsa,'prior_range',1);
options_gsa = set_default_option(options_gsa,'ppost',0);
@ -171,8 +170,6 @@ options_gsa = set_default_option(options_gsa,'glue',0);
options_gsa = set_default_option(options_gsa,'morris_nliv',6);
options_gsa = set_default_option(options_gsa,'morris_ntra',20);
options_gsa = set_default_option(options_gsa,'Nsam',2048);
options_gsa = set_default_option(options_gsa,'load_redform',0);
options_gsa = set_default_option(options_gsa,'load_rmse',0);
options_gsa = set_default_option(options_gsa,'load_stab',0);
options_gsa = set_default_option(options_gsa,'alpha2_stab',0);
options_gsa = set_default_option(options_gsa,'ksstat',0.1);
@ -180,6 +177,8 @@ options_gsa = set_default_option(options_gsa,'pvalue_ks',0.001);
options_gsa = set_default_option(options_gsa,'pvalue_corr',1.e-5);
%options_gsa = set_default_option(options_gsa,'load_mh',0);
% REDFORM mapping
options_gsa = set_default_option(options_gsa,'redform',0);
options_gsa = set_default_option(options_gsa,'load_redform',0);
options_gsa = set_default_option(options_gsa,'logtrans_redform',0);
options_gsa = set_default_option(options_gsa,'threshold_redform',[]);
options_gsa = set_default_option(options_gsa,'ksstat_redform',0.001);
@ -188,6 +187,7 @@ options_gsa = set_default_option(options_gsa,'namendo',[]);
options_gsa = set_default_option(options_gsa,'namlagendo',[]);
options_gsa = set_default_option(options_gsa,'namexo',[]);
% RMSE mapping
options_gsa = set_default_option(options_gsa,'load_rmse',0);
options_gsa = set_default_option(options_gsa,'lik_only',0);
options_gsa = set_default_option(options_gsa,'var_rmse',char(options_.varobs));
%get corresponding TeX-names;