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128 Commits (25121bca4f9c97fed28599e9f9adeba2028e5bd0)

Author SHA1 Message Date
Houtan Bastani 25121bca4f fix copyright dates 2016-05-04 16:05:31 +02:00
Johannes Pfeifer fb20b464d4 Remove bayestopt_.mean_varobs and use dataset_info instead 
Closes #255
 2016-03-23 10:31:09 +01:00
Houtan Bastani 939ac02bad fix copyright dates 2016-03-15 12:45:57 +01:00
Michel Juillard ce6dff1fcc make gsa consistent with (old) change in use of options_.simul 2016-03-13 10:35:48 +01:00
Houtan Bastani f60945facc fix copyright dates 2016-03-11 16:22:42 +01:00
Stéphane Adjemian (Hermes) f471105a21 Fixed bug (wrong first input argument when calling create_TeX_loader). 
Fixes the error reported by the testsuite on ls2003a.mod.
 2016-03-05 21:28:16 +01:00
Stéphane Adjemian 313ffb5f32 Merge pull request #1116 from JohannesPfeifer/Latex_cosmetics 
Various improvements to LaTeX output
 2015-12-15 17:22:00 +01:00
Johannes Pfeifer e5894c4157 Add eps-loaders to GSA output 2015-12-14 14:09:37 +01:00
Stéphane Adjemian (Charybdis) f185d15c36 Fixed bug introduced in ed114ee8f047ee823b4dff1fe514ea4b2de180ae. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 4670ecb9d6 Cosmetic changes. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) d1020e6170 Fixed GSA for Weibull prior. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) a1aa2bcd6e Changed second input of prior_bounds routine. 
Do not pass options_ structure but only the required field (prior_trunc).
 2015-12-11 18:50:54 +01:00
Marco Ratto bc8f546cbb Provisions to to show in plots the parameter value around which the sensitivity analysis with the option neighborhood_width is done. 2015-10-13 10:44:13 +02:00
Houtan Bastani 268384572b Merge pull request #1017 from JohannesPfeifer/gsa_fix 
Fix bugs in gsa with morris and posterior sampling
 2015-09-09 11:44:49 +02:00
Johannes Pfeifer 24a91ab6bc Replace inline by anonymous functions 
Inline will be removed from future Matlab versions
 2015-08-25 09:44:48 +02:00
Johannes Pfeifer df54dcaddb filt_mc: Fix saving of variables that might not exist 2015-08-06 11:56:56 +02:00
Johannes Pfeifer ef4200b3c3 Fix compatibility of gsa with new data interface 2015-08-06 11:56:15 +02:00
Johannes Pfeifer 249c2ca7ad Force sampling from uniform distribution for ML in stab_map_.m 2015-06-08 09:45:09 +02:00
Johannes Pfeifer 27622a29da Fix initialization of parameter bounds for ML case in stab_map_.m 2015-06-06 17:40:37 +02:00
Johannes Pfeifer 68c9c3e9ab Account for ML in map_ident_.m 
In this case, pdraws is empty. Closes #676
 2015-06-05 20:49:43 +02:00
Johannes Pfeifer 4e6ce64081 Account for possibility of ML estimation in stab_map_.m 2015-06-05 20:48:43 +02:00
Johannes Pfeifer a269bed26e Account for fact that varobs is row cell now, not char column array in GSA 2015-06-05 20:47:51 +02:00
Johannes Pfeifer 88ae542a8a Fix copy and paste error in set_shocks_param.m introduced in 3ea44d47cf 2015-06-05 20:46:46 +02:00
Johannes Pfeifer 1232d51765 Cosmetic fixes to stab_map_.m 
Also fixes initialization of variables; closes #764
 2015-06-05 19:22:03 +02:00
Johannes Pfeifer 3ea44d47cf Port changes from #511 to gsa/set_shocks_param.m 
Closes #662
 2015-06-05 16:56:32 +02:00
Marco Ratto 8ab8d46281 small fix in matlab annotation 2015-04-17 09:16:54 +02:00
Marco Ratto b0f4f2af78 Harmonize use of front-end mcf_analysis.m in GSA and identification routines. 2015-04-16 18:25:35 +02:00
Marco Ratto 57e9b9fa8b Revived reduced form mapping routine: 
1) use new mcf_analysis.m;
2) use generic filtering when threshold does not work;
3) make log-tranformed mapping meaningful and comparable to baseline;
3) harmonize names of files saved and reduced number of directories created;
 2015-04-16 16:13:16 +02:00
Marco Ratto 0faf6e1981 Allow inverse transform and set minimum threshold for lam 2015-04-16 16:13:00 +02:00
Marco Ratto ae6302c348 Added output argument to mcf_analysis.m 2015-04-16 16:09:39 +02:00
Marco Ratto 4e1e7732fd fix graphic issues with eps 2015-04-16 12:30:27 +02:00
Marco Ratto 8d679bff6f missing bits in fixes to graphical issues #881. 2015-04-16 08:52:42 +02:00
Marco Ratto 41cebf7e4e - fix nograph option in GSA graphical output 
- fix graphical output issues on unix
 2015-04-15 22:54:36 +02:00
Marco Ratto 0bd8fef202 - Various bug fixes on moment calibration 
- Bug fixes on plots showing restrictions
- Improved and increased graphical info
 2015-04-14 12:24:49 +02:00
Marco Ratto ffc4b7480c - improved plots with MATLAB annotations [trapped in octave] and different colors 
- use uimenu to get the name of the observable associated to each CDF from MATLAB plots
[trapped in octave]
- also checks multiple significant parameters by individual observable
 2015-04-14 12:16:50 +02:00
Marco Ratto 800fd59cf0 Prune no longer used titles and file names 2014-11-27 11:32:03 +01:00
Marco Ratto 1b615b4f70 Bug fix for different behaviour of linspace in older MATLAB varsions (crashed in MATLAB R2011). 2014-11-27 11:30:10 +01:00
Marco Ratto 876635c371 1) Provisions for using mcf_analysis in map_calibration.m 
2) Changed synthetic plotting of all restrictions
 2014-11-19 19:37:51 +01:00
Marco Ratto a48e053e3a Do not number saved figure when only is saved. 2014-11-19 19:36:27 +01:00
Marco Ratto 3a32d61d32 provisions for using new mcf_analysis.m 2014-11-19 19:35:44 +01:00
Marco Ratto f3c9b39dce Added new Monte Carlo filtering utility, factorizing all Smirnov and correlation tests and plots. 2014-11-19 19:32:07 +01:00
Marco Ratto a871441896 1) Forced nodisplay to avoid proliferation of plots; 
2) added waitbar;
 2014-11-14 18:00:41 +01:00
Marco Ratto 21bf34e609 1) Added new improved plotting utility for Monte Carlo filtering tests: scatter_mcf.m; 
2) fixed graphical and printed output for prior stab_map_.m;
3) use corrcoef for pvalue and change default pvalue_corr, alpha2_redform, alpha2_rmse to 1.e-5
 2014-11-14 17:59:08 +01:00
Jukka Heikkonen 83931dca66 Added legends for the figures. 2014-11-14 14:53:37 +01:00
Jukka Heikkonen 90487c03e0 The naming of the resulting SA restrictions files (Smirnov statistics plots) changed so that the file names shows the endogenous variable and shock name of interest. E.g. If the model file name is ls2003a.mod the file name of the plot may be 
ls2003a_prior_irf_calib_y_VS_e_ys_SA_1 showing the endogenous variable name y and shock e_ys.
 2014-11-14 14:51:54 +01:00
Stéphane Adjemian (Karaba) f48566aeae Fixed prior bounds (according to the doc in master branch). 
* Second  and  third  positional  arguments  after the  name  of  the
   estimated  parameter   in  the  estimated_params   block  are  only
   considered in the optimization stage (not in the MCMC)

 * Do not  store bounds  in bayestopt_, because  bounds do  not always
   reflect restrictions implied by prior shapes.

 * prior_bounds routine  returns a structure  (with fields lb  and ub)
   instead of a matrix.
 2014-10-20 16:18:54 +02:00
Jukka Heikkonen 79d0e269a7 cosmetic change 2014-09-12 15:40:47 +02:00
Jukka Heikkonen 55b6d0eb93 1) check for restricted or extened var list 
2) allow proper working will all GSA type of sample: prior, MC, posterior
 2014-09-12 14:49:25 +02:00
Marco Ratto 62b4cfe631 Provisions for moment calibration. 
Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration

To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
 2014-09-04 16:44:14 +02:00
Stéphane Adjemian (Scylla) 18eb81da55 Fixed bug in filt_mc_ (gsa) routine (dataset_.dat need to be transposed). 2014-06-25 11:28:49 +02:00