From f13615c92211c82b8446b9927a87b2f02c0fc197 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= Date: Mon, 9 Jan 2012 13:12:31 +0100 Subject: [PATCH] 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 --- doc/gsa/gsa.tex | 10 +++++++++- license.txt | 2 +- matlab/gsa/Morris_Measure_Groups.m | 25 ++++++++++++++++++++----- matlab/gsa/Sampling_Function_2.m | 17 ++++++++++++++++- matlab/gsa/cumplot.m | 17 ++++++++++++++++- matlab/gsa/dat_fil_.m | 26 +++++++++++++++++--------- matlab/gsa/filt_mc_.m | 27 +++++++++++++++++---------- matlab/gsa/ghx2transition.m | 28 +++++++++++++++++----------- matlab/gsa/gsa_plotmatrix.m | 2 +- matlab/gsa/gsa_skewness.m | 17 +++++++++++++++++ matlab/gsa/gsa_speed.m | 25 +++++++++++++++++-------- matlab/gsa/log_trans_.m | 17 +++++++++++++++++ matlab/gsa/map_ident_.m | 18 ++++++++++++++++++ matlab/gsa/mc_moments.m | 18 ++++++++++++++++++ matlab/gsa/myboxplot.m | 19 +++++++++++++++++-- matlab/gsa/myprctilecol.m | 18 ++++++++++++++++++ matlab/gsa/prior_draw_gsa.m | 26 +++++++++++++++++--------- matlab/gsa/priorcdf.m | 17 +++++++++++++++++ matlab/gsa/read_data.m | 25 +++++++++++++++++-------- matlab/gsa/redform_map.m | 26 ++++++++++++++++++-------- matlab/gsa/redform_screen.m | 25 +++++++++++++++++-------- matlab/gsa/set_shocks_param.m | 20 +++++++++++++++++++- matlab/gsa/smirnov.m | 27 +++++++++++++++++---------- matlab/gsa/stab_map_.m | 25 +++++++++++++++++-------- matlab/gsa/stab_map_1.m | 25 +++++++++++++++++-------- matlab/gsa/stab_map_2.m | 25 +++++++++++++++++-------- matlab/gsa/stand_.m | 17 ++++++++++++++++- matlab/gsa/tcrit.m | 6 +----- matlab/gsa/teff.m | 26 +++++++++++++++++--------- matlab/gsa/th_moments.m | 20 ++++++++++++++++++-- matlab/gsa/thet2tau.m | 18 ++++++++++++++++++ matlab/gsa/trank.m | 25 +++++++++++++++++-------- 32 files changed, 496 insertions(+), 143 deletions(-) diff --git a/doc/gsa/gsa.tex b/doc/gsa/gsa.tex index 862f424f3..3e9bcdbdf 100644 --- a/doc/gsa/gsa.tex +++ b/doc/gsa/gsa.tex @@ -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 \\ diff --git a/license.txt b/license.txt index 134df4c61..f33bcdcb6 100644 --- a/license.txt +++ b/license.txt @@ -129,7 +129,7 @@ License: GPL-3+ . 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 diff --git a/matlab/gsa/Morris_Measure_Groups.m b/matlab/gsa/Morris_Measure_Groups.m index 40f7174a8..a807b8085 100644 --- a/matlab/gsa/Morris_Measure_Groups.m +++ b/matlab/gsa/Morris_Measure_Groups.m @@ -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 . + if nargin==0, disp(' ') disp('[SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p, Group);') diff --git a/matlab/gsa/Sampling_Function_2.m b/matlab/gsa/Sampling_Function_2.m index 2d576ebca..9c3fea877 100644 --- a/matlab/gsa/Sampling_Function_2.m +++ b/matlab/gsa/Sampling_Function_2.m @@ -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 . % Parameters and initialisation of the output matrix sizea = k; diff --git a/matlab/gsa/cumplot.m b/matlab/gsa/cumplot.m index f3049b6c9..79aae60df 100644 --- a/matlab/gsa/cumplot.m +++ b/matlab/gsa/cumplot.m @@ -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 . n=length(x); x=[-inf; sort(x); Inf]; diff --git a/matlab/gsa/dat_fil_.m b/matlab/gsa/dat_fil_.m index c8bb63e1c..aeffd40d2 100644 --- a/matlab/gsa/dat_fil_.m +++ b/matlab/gsa/dat_fil_.m @@ -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 . try eval(data_file); diff --git a/matlab/gsa/filt_mc_.m b/matlab/gsa/filt_mc_.m index 5fb84cfbf..6e710f297 100644 --- a/matlab/gsa/filt_mc_.m +++ b/matlab/gsa/filt_mc_.m @@ -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 . global bayestopt_ estim_params_ M_ options_ oo_ diff --git a/matlab/gsa/ghx2transition.m b/matlab/gsa/ghx2transition.m index 0d5abb6fa..f7bef3386 100644 --- a/matlab/gsa/ghx2transition.m +++ b/matlab/gsa/ghx2transition.m @@ -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 . global oo_ M_ diff --git a/matlab/gsa/gsa_plotmatrix.m b/matlab/gsa/gsa_plotmatrix.m index 1309e875a..4caadf407 100644 --- a/matlab/gsa/gsa_plotmatrix.m +++ b/matlab/gsa/gsa_plotmatrix.m @@ -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. % diff --git a/matlab/gsa/gsa_skewness.m b/matlab/gsa/gsa_skewness.m index 6b798f449..01c8186a6 100644 --- a/matlab/gsa/gsa_skewness.m +++ b/matlab/gsa/gsa_skewness.m @@ -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 . + % y=stand_(y); % s=mean(y.^3); m2=mean((y-mean(y)).^2); diff --git a/matlab/gsa/gsa_speed.m b/matlab/gsa/gsa_speed.m index 7df967b3e..bd3358410 100644 --- a/matlab/gsa/gsa_speed.m +++ b/matlab/gsa/gsa_speed.m @@ -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 . nvar=length(mf); nstate= size(A,1); diff --git a/matlab/gsa/log_trans_.m b/matlab/gsa/log_trans_.m index 49c4b1139..d8c726c5f 100644 --- a/matlab/gsa/log_trans_.m +++ b/matlab/gsa/log_trans_.m @@ -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 . + if nargin==1, xdir0=''; end diff --git a/matlab/gsa/map_ident_.m b/matlab/gsa/map_ident_.m index 689486a20..4f90a888e 100644 --- a/matlab/gsa/map_ident_.m +++ b/matlab/gsa/map_ident_.m @@ -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 . + global bayestopt_ M_ options_ estim_params_ oo_ opt_gsa = options_.opt_gsa; diff --git a/matlab/gsa/mc_moments.m b/matlab/gsa/mc_moments.m index b5f0ab412..22838d9ce 100644 --- a/matlab/gsa/mc_moments.m +++ b/matlab/gsa/mc_moments.m @@ -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 . + global options_ M_ [nr1, nc1, nsam] = size(mm); diff --git a/matlab/gsa/myboxplot.m b/matlab/gsa/myboxplot.m index 995d5c634..b83e5af13 100644 --- a/matlab/gsa/myboxplot.m +++ b/matlab/gsa/myboxplot.m @@ -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 . + % % % % endif if nargin < 5 | isempty(maxwhisker), maxwhisker = 1.5; end if nargin < 4 | isempty(vertical), vertical = 1; end diff --git a/matlab/gsa/myprctilecol.m b/matlab/gsa/myprctilecol.m index acd810a88..1037a43e7 100644 --- a/matlab/gsa/myprctilecol.m +++ b/matlab/gsa/myprctilecol.m @@ -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 . + xx = sort(x); [m,n] = size(x); diff --git a/matlab/gsa/prior_draw_gsa.m b/matlab/gsa/prior_draw_gsa.m index 6796a7731..a1277e346 100644 --- a/matlab/gsa/prior_draw_gsa.m +++ b/matlab/gsa/prior_draw_gsa.m @@ -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 . % global M_ options_ estim_params_ bayestopt_ global bayestopt_ diff --git a/matlab/gsa/priorcdf.m b/matlab/gsa/priorcdf.m index de2ca9670..5527b6b49 100644 --- a/matlab/gsa/priorcdf.m +++ b/matlab/gsa/priorcdf.m @@ -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 . + nprio = length(pshape); i = 1; diff --git a/matlab/gsa/read_data.m b/matlab/gsa/read_data.m index cb3ccf875..a6f405435 100644 --- a/matlab/gsa/read_data.m +++ b/matlab/gsa/read_data.m @@ -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 . global options_ bayestopt_ diff --git a/matlab/gsa/redform_map.m b/matlab/gsa/redform_map.m index 477d28cd4..2ef693693 100644 --- a/matlab/gsa/redform_map.m +++ b/matlab/gsa/redform_map.m @@ -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 . + global M_ oo_ estim_params_ options_ bayestopt_ diff --git a/matlab/gsa/redform_screen.m b/matlab/gsa/redform_screen.m index 4ff3b3e29..04b8d7040 100644 --- a/matlab/gsa/redform_screen.m +++ b/matlab/gsa/redform_screen.m @@ -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 . global M_ oo_ estim_params_ options_ bayestopt_ diff --git a/matlab/gsa/set_shocks_param.m b/matlab/gsa/set_shocks_param.m index c73340a1d..f0f754252 100644 --- a/matlab/gsa/set_shocks_param.m +++ b/matlab/gsa/set_shocks_param.m @@ -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 . + +global estim_params_ M_ nvx = estim_params_.nvx; ncx = estim_params_.ncx; diff --git a/matlab/gsa/smirnov.m b/matlab/gsa/smirnov.m index f100aa13d..9568d1e96 100644 --- a/matlab/gsa/smirnov.m +++ b/matlab/gsa/smirnov.m @@ -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 . if nargin<3 alpha = 0.05; diff --git a/matlab/gsa/stab_map_.m b/matlab/gsa/stab_map_.m index 6230b57ae..9b9569ea0 100644 --- a/matlab/gsa/stab_map_.m +++ b/matlab/gsa/stab_map_.m @@ -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 . %global bayestopt_ estim_params_ dr_ options_ ys_ fname_ global bayestopt_ estim_params_ options_ oo_ M_ diff --git a/matlab/gsa/stab_map_1.m b/matlab/gsa/stab_map_1.m index 74dd286ee..04dc73f6c 100644 --- a/matlab/gsa/stab_map_1.m +++ b/matlab/gsa/stab_map_1.m @@ -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 . global estim_params_ bayestopt_ M_ options_ diff --git a/matlab/gsa/stab_map_2.m b/matlab/gsa/stab_map_2.m index 1f4a170f4..e57ee0d71 100644 --- a/matlab/gsa/stab_map_2.m +++ b/matlab/gsa/stab_map_2.m @@ -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 . %global bayestopt_ estim_params_ dr_ options_ ys_ fname_ global bayestopt_ estim_params_ options_ oo_ M_ diff --git a/matlab/gsa/stand_.m b/matlab/gsa/stand_.m index 1253bb394..46eb11598 100644 --- a/matlab/gsa/stand_.m +++ b/matlab/gsa/stand_.m @@ -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 . if nargin==0, return; diff --git a/matlab/gsa/tcrit.m b/matlab/gsa/tcrit.m index f74dfe15b..f401ecabe 100644 --- a/matlab/gsa/tcrit.m +++ b/matlab/gsa/tcrit.m @@ -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. % diff --git a/matlab/gsa/teff.m b/matlab/gsa/teff.m index bbd22d27e..cd26b5a07 100644 --- a/matlab/gsa/teff.m +++ b/matlab/gsa/teff.m @@ -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 . ndim = (length(size(T))); if ndim==3, diff --git a/matlab/gsa/th_moments.m b/matlab/gsa/th_moments.m index 41bb18d78..2837fb696 100644 --- a/matlab/gsa/th_moments.m +++ b/matlab/gsa/th_moments.m @@ -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 . + global M_ oo_ options_ nvar = size(var_list,1); diff --git a/matlab/gsa/thet2tau.m b/matlab/gsa/thet2tau.m index bdd6947df..7ebdd1a89 100644 --- a/matlab/gsa/thet2tau.m +++ b/matlab/gsa/thet2tau.m @@ -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 . + global M_ oo_ options_ if nargin==1, diff --git a/matlab/gsa/trank.m b/matlab/gsa/trank.m index f50a12de2..d788cf085 100644 --- a/matlab/gsa/trank.m +++ b/matlab/gsa/trank.m @@ -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 . [nr, nc] = size(y); for j=1:nc,