Commit Graph

11 Commits (66bc9fd9c2707c787efae797e1976b7052159dc4)

Author SHA1 Message Date
Sébastien Villemot 66bc9fd9c2
Rename “dynare_sensitivity” command to “sensitivity”
The old name is still accepted, but will trigger a deprecation warning.
2023-12-14 18:38:23 +01:00
Johannes Pfeifer e68793030c
ls2003.mod: factorize tests 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 7da5ff4fad gsa: reduce sample size of tests 2023-10-01 18:04:35 +02:00
Johannes Pfeifer 8ad8bf05b3 gsa/ls2003a.mod: reduce run-time 2021-01-26 10:39:38 +01:00
Houtan Bastani 715ae0ce39
preprocessor: submodule update 2019-09-30 12:28:29 +02:00
Marco Ratto 8713e46c4e fixed bug with non-increasing time declarations of moment restrictions. Modified example to get more sensible graph of ACF.
(cherry picked from commit b0e7c47a000a679420970f1d05e4f2ed7d60764c)
2019-01-17 09:26:37 +00:00
Johannes Pfeifer fec7455555
Make prior.m function account for endogenous prior restrictions 2018-12-15 18:44:53 +01:00
Houtan Bastani 8d54aeeaf6 preprocessor: add relative_irf option to irf_calibration block. closes #720 2015-09-07 11:49:17 +02:00
Stéphane Adjemian (Charybdis) 31dc863077 Fixed graphic issue in tests/gsa/ls2003a.mod.
We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
Marco Ratto 8908cfe0f4 Updated testing routine 2015-04-14 12:38:18 +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