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Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under 

Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto

Closes: #173
time-shift
Sébastien Villemot 2012-01-09 13:12:31 +01:00
parent a66594caed
commit f13615c922
32 changed files with 496 additions and 143 deletions
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10
doc/gsa/gsa.tex
View File

@ -8,6 +8,8 @@
\usepackage{psfrag}
\usepackage{setspace}
\usepackage{rotating}
\usepackage{hyperref}
\hypersetup{breaklinks=true,pagecolor=white,colorlinks=true,linkcolor=blue,citecolor=blue,urlcolor=blue}
%\singlespacing (interlinea singola)
%\onehalfspacing (interlinea 1,5)
%\doublespacing (interlinea doppia)
@ -20,7 +22,13 @@
\begin{document}
% ----------------------------------------------------------------
\title{Sensitivity Analysis Toolbox for DYNARE}%
\title{Sensitivity Analysis Toolbox for DYNARE\thanks{Copyright \copyright~2012 Dynare
Team. Permission is granted to copy, distribute and/or modify
this document under the terms of the GNU Free Documentation
License, Version 1.3 or any later version published by the Free
Software Foundation; with no Invariant Sections, no Front-Cover
Texts, and no Back-Cover Texts. A copy of the license can be found
at: \url{http://www.gnu.org/licenses/fdl.txt}}}
\author{Marco Ratto\\
European Commission, Joint Research Centre \\

2
license.txt
View File

@ -129,7 +129,7 @@ License: GPL-3+
<http://www.gnu.org/licenses/>.
Files: doc/dynare.texi doc/*.tex doc/*.svg doc/*.dia doc/*.pdf doc/*.bib
Copyright: 1996-2011 Dynare Team
Copyright: 1996-2012 Dynare Team
License: GFDL-NIV-1.3+
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or

25
matlab/gsa/Morris_Measure_Groups.m
View File

@ -1,6 +1,4 @@
function [SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p, Group)
% [SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p, Group)
%
% Given the Morris sample matrix, the output values and the group matrix compute the Morris measures
@ -11,12 +9,12 @@ function [SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p,
% Each column represents one group.
% The element of each column are zero if the factor is not in the
% group. Otherwise it is 1.
%
% Sample := Matrix of the Morris sampled trajectories
%
% Output := Matrix of the output(s) values in correspondence of each point
% of each trajectory
%
% k = Number of factors
% -------------------------------------------------------------------------
% OUTPUTS
@ -24,6 +22,23 @@ function [SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p,
% for each output it gives the three measures of each factor
% -------------------------------------------------------------------------
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin==0,
disp(' ')
disp('[SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p, Group);')

17
matlab/gsa/Sampling_Function_2.m
View File

@ -50,8 +50,23 @@ function [Outmatrix, OutFact] = Sampling_Function_2(p, k, r, UB, LB, GroupMat)
%
% F. Campolongo, J. Cariboni, JRC - IPSC Ispra, Varese, IT
% Last Update: 15 November 2005 by J.Cariboni
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Parameters and initialisation of the output matrix
sizea = k;

17
matlab/gsa/cumplot.m
View File

@ -1,7 +1,22 @@
function h = cumplot(x);
%function h =cumplot(x)
% Copyright (C) 2005 Marco Ratto
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
n=length(x);
x=[-inf; sort(x); Inf];

26
matlab/gsa/dat_fil_.m
View File

@ -1,20 +1,28 @@
function c = dat_fil_(data_file);
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
try
eval(data_file);

27
matlab/gsa/filt_mc_.m
View File

@ -1,6 +1,5 @@
function [rmse_MC, ixx] = filt_mc_(OutDir,data_info)
% function [rmse_MC, ixx] = filt_mc_(OutDir)
% copyright Marco Ratto 2006
% inputs (from opt_gsa structure)
% vvarvecm = options_gsa_.var_rmse;
% loadSA = options_gsa_.load_rmse;
@ -10,21 +9,29 @@ function [rmse_MC, ixx] = filt_mc_(OutDir,data_info)
% istart = options_gsa_.istart_rmse;
% alphaPC = 0.5;
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global bayestopt_ estim_params_ M_ options_ oo_

28
matlab/gsa/ghx2transition.m
View File

@ -1,24 +1,30 @@
function [A,B] = ghx2transition(mm,iv,ic,aux)
% [A,B] = ghx2transition(mm,iv,ic,aux)
%
% Adapted by M. Ratto from kalman_transition_matrix.m
% (kalman_transition_matrix.m is part of DYNARE, copyright M. Juillard)
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Adapted by M. Ratto (from kalman_transition_matrix.m)
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global oo_ M_

2
matlab/gsa/gsa_plotmatrix.m
View File

@ -2,7 +2,7 @@ function gsa_plotmatrix(type,varargin)
% function gsa_plotmatrix(type,varargin)
% extended version of the standard MATLAB plotmatrix
% Copyright (C) 2011-2011 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%

17
matlab/gsa/gsa_skewness.m
View File

@ -1,5 +1,22 @@
function s=gsa_skewness(y),
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% y=stand_(y);
% s=mean(y.^3);
m2=mean((y-mean(y)).^2);

25
matlab/gsa/gsa_speed.m
View File

@ -1,21 +1,30 @@
function [tadj, iff] = gsa_speed(A,B,mf,p),
% [tadj, iff] = gsa_speed(A,B,mf,p),
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
nvar=length(mf);
nstate= size(A,1);

17
matlab/gsa/log_trans_.m
View File

@ -1,5 +1,22 @@
function [yy, xdir, isig, lam]=log_trans_(y0,xdir0)
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin==1,
xdir0='';
end

18
matlab/gsa/map_ident_.m
View File

@ -1,4 +1,22 @@
function map_ident_(OutputDirectoryName)
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global bayestopt_ M_ options_ estim_params_ oo_
opt_gsa = options_.opt_gsa;

18
matlab/gsa/mc_moments.m
View File

@ -1,4 +1,22 @@
function [vdec, cc, ac] = mc_moments(mm, ss, dr)
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_ M_
[nr1, nc1, nsam] = size(mm);

19
matlab/gsa/myboxplot.m
View File

@ -1,8 +1,23 @@
function sout = myboxplot (data,notched,symbol,vertical,maxwhisker)
% sout = myboxplot (data,notched,symbol,vertical,maxwhisker)
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% % % % endif
if nargin < 5 | isempty(maxwhisker), maxwhisker = 1.5; end
if nargin < 4 | isempty(vertical), vertical = 1; end

18
matlab/gsa/myprctilecol.m
View File

@ -1,4 +1,22 @@
function y = myprctilecol(x,p);
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
xx = sort(x);
[m,n] = size(x);

26
matlab/gsa/prior_draw_gsa.m
View File

@ -17,22 +17,30 @@ function pdraw = prior_draw_gsa(init,rdraw)
% SPECIAL REQUIREMENTS
% MATLAB Statistics Toolbox
%
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% global M_ options_ estim_params_ bayestopt_
global bayestopt_

17
matlab/gsa/priorcdf.m
View File

@ -8,6 +8,23 @@ function [xcum] = priorcdf(para, pshape, p6, p7, p3, p4)
% 5 is UNIFORM [p1,p2]
% Adapted by M. Ratto from MJ priordens.m
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
nprio = length(pshape);
i = 1;

25
matlab/gsa/read_data.m
View File

@ -1,19 +1,28 @@
function [gend, data] = read_data
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_ bayestopt_

26
matlab/gsa/redform_map.m
View File

@ -11,21 +11,31 @@ function redform_map(dirname)
% ksstat = options_gsa_.ksstat_redform;
% alpha2 = options_gsa_.alpha2_redform;
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ oo_ estim_params_ options_ bayestopt_

25
matlab/gsa/redform_screen.m
View File

@ -6,21 +6,30 @@ function redform_screen(dirname)
% anamexo = options_gsa_.namexo;
% iload = options_gsa_.load_redform;
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ oo_ estim_params_ options_ bayestopt_

20
matlab/gsa/set_shocks_param.m
View File

@ -1,5 +1,23 @@
function set_shocks_param(xparam1)
global estim_params_ M_
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global estim_params_ M_
nvx = estim_params_.nvx;
ncx = estim_params_.ncx;

27
matlab/gsa/smirnov.m
View File

@ -2,23 +2,30 @@ function [H,prob,d] = smirnov(x1 , x2 , alpha, iflag )
% Smirnov test for 2 distributions
% [H,prob,d] = smirnov(x1 , x2 , alpha, iflag )
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin<3
alpha = 0.05;

25
matlab/gsa/stab_map_.m
View File

@ -30,21 +30,30 @@ function x0 = stab_map_(OutputDirectoryName)
%
% USES qmc_sequence, stab_map_1, stab_map_2
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
%global bayestopt_ estim_params_ dr_ options_ ys_ fname_
global bayestopt_ estim_params_ options_ oo_ M_

25
matlab/gsa/stab_map_1.m
View File

@ -16,21 +16,30 @@ function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, i
% solid lines for NON BEHAVIOURAL
% USES smirnov
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global estim_params_ bayestopt_ M_ options_

25
matlab/gsa/stab_map_2.m
View File

@ -1,21 +1,30 @@
function stab_map_2(x,alpha2, pvalue, fnam, dirname)
% function stab_map_2(x, alpha2, pvalue, fnam, dirname)
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
%global bayestopt_ estim_params_ dr_ options_ ys_ fname_
global bayestopt_ estim_params_ options_ oo_ M_

17
matlab/gsa/stand_.m
View File

@ -9,9 +9,24 @@ function [y, meany, stdy] = stand_(x)
% my: Vector of mean values for each column of y
% sy: Vector of standard deviations for each column of y
%
% Copyright (c) 2006 by JRC, European Commission, United Kingdom
% Author : Marco Ratto
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin==0,
return;

6
matlab/gsa/tcrit.m
View File

@ -1,19 +1,15 @@
function t_crit = tcrit(n,pval0)
% function t_crit = tcrit(n,pval0)
%
% given the p-value pval0, the function givese the
% critical value t_crit of the t-distribution with n degress of freedom
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Copyright (C) 2011-2011 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%

26
matlab/gsa/teff.m
View File

@ -1,22 +1,30 @@
function [yt, j0, ir, ic]=teff(T,Nsam,istable)
%
% [yt, j0, ir, ic]=teff(T,Nsam,istable)
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
ndim = (length(size(T)));
if ndim==3,

20
matlab/gsa/th_moments.m
View File

@ -1,6 +1,22 @@
% Copyright (C) 2001 Michel Juillard
%
function [vdec, corr, autocorr, z, zz] = th_moments(dr,var_list)
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ oo_ options_
nvar = size(var_list,1);

18
matlab/gsa/thet2tau.m
View File

@ -1,4 +1,22 @@
function tau = thet2tau(params, indx, indexo, flagmoments,mf,nlags,useautocorr)
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ oo_ options_
if nargin==1,

25
matlab/gsa/trank.m
View File

@ -2,21 +2,30 @@ function yr = trank(y);
% yr = trank(y);
% yr is the rank transformation of y
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
[nr, nc] = size(y);
for j=1:nc,