Stéphane Adjemian (Charybdis)
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis)
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
Johannes Pfeifer
451646ff16
Remove redundant ksstat option
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Closes #1431
2017-04-27 11:08:17 +02:00
Marco Ratto
0845aa8430
Fixed header and license of GSA.
2017-03-18 10:27:36 +01:00
Houtan Bastani
f5a14cc537
octave: add .mat extension to save command
2016-09-28 16:33:46 +02:00
Johannes Pfeifer
eaaa0e5045
Fix TeX-names in GSA when mapping is over all parameters, not just structural ones
2016-08-23 17:22:41 +02:00
Stéphane Adjemian
3ae44efbea
Merge pull request #1218 from rattoma/gsa
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Allow Screening with neighborhood_width sampling.
2016-06-16 22:18:39 +02:00
Johannes Pfeifer
ed1dbcac53
Fix setting of names and parameter names in stab_map_
2016-06-14 11:52:49 +02:00
Marco Ratto
fbc71aa95c
Allow Screening with neighborhood_width sampling.
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Allow calibrated values for neighborhood_width sampling to violate prior bounds.
2016-06-07 12:22:39 +02:00
Marco Ratto
1b769d1d5f
1) fixed bug with initialization of infox
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2) distinguish between no solution (iwrong index) and violation of prior restrictions (inorestriction)
3) smirnov tests for indeterminacy and explosive roots should be done EXCLUDING no solution cases
2016-05-05 16:53:18 +02:00
Marco Ratto
8e1d225832
Allow to perform neighborhood_width sampling around calibrated values;
2016-05-05 16:18:17 +02:00
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
Stéphane Adjemian (Charybdis)
f185d15c36
Fixed bug introduced in ed114ee8f047ee823b4dff1fe514ea4b2de180ae.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
a1aa2bcd6e
Changed second input of prior_bounds routine.
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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
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
4e6ce64081
Account for possibility of ML estimation in stab_map_.m
2015-06-05 20:48:43 +02:00
Johannes Pfeifer
1232d51765
Cosmetic fixes to stab_map_.m
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Also fixes initialization of variables; closes #764
2015-06-05 19:22:03 +02:00
Marco Ratto
ae6302c348
Added output argument to mcf_analysis.m
2015-04-16 16:09:39 +02:00
Marco Ratto
0bd8fef202
- Various bug fixes on moment calibration
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- Bug fixes on plots showing restrictions
- Improved and increased graphical info
2015-04-14 12:24:49 +02:00
Marco Ratto
800fd59cf0
Prune no longer used titles and file names
2014-11-27 11:32:03 +01:00
Marco Ratto
3a32d61d32
provisions for using new mcf_analysis.m
2014-11-19 19:35:44 +01:00
Marco Ratto
21bf34e609
1) Added new improved plotting utility for Monte Carlo filtering tests: scatter_mcf.m;
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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
Stéphane Adjemian (Karaba)
f48566aeae
Fixed prior bounds (according to the doc in master branch).
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* 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
Marco Ratto
62b4cfe631
Provisions for moment calibration.
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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
Marco Ratto
f8ec220711
1) Fixed bug introduced in commit 3cb16af5e3
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2) Harmonize bivariate plots in the proper way
3) Harmonize bivariate plots for rmse analysis
2013-12-10 15:48:34 +01:00
Marco Ratto
5516c64205
Fixed bug introduced in commit 57eb9e12e5
2013-12-10 14:10:43 +01:00
Marco Ratto
57eb9e12e5
1) Allow for endogenous prior restrictions
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2) trap cases where only very few parameter combinations provide unique saddle path solution
2013-12-10 12:42:45 +01:00
Johannes Pfeifer
3cb16af5e3
Continue harmonizing figure titles in GSA
2013-12-03 11:35:20 +01:00
Sébastien Villemot
ea6ee19402
More Octave compatibility fixes wrt catch
2013-11-08 16:35:52 +01:00
Stéphane Adjemian (Charybdis)
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Johannes Pfeifer
3c27394561
Fix bug introduced in df611e9e9d
2013-04-27 16:53:08 +02:00
Johannes Pfeifer
dc8bc3ef65
Use filesep instead of '/'
2013-04-27 16:22:25 +02:00
Johannes Pfeifer
32417def82
Provide stability mapping with more expressive figure titles
2013-04-27 10:58:36 +02:00
Marco Ratto
b0ce2dacd9
1) better trace all cases when the model does not solve, classifying cases according to info output of dynare_resolve;
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2) trap the case of memory allocation limit for too large model undergoing to reduced form mapping
2013-03-19 17:04:33 +01:00
Marco Ratto
73218bd88e
bug fix to properly trap different reasons why unique solution is not obtained
2013-02-08 14:31:49 +01:00
Sébastien Villemot
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Marco Ratto
3307b4b70e
Use Sobol sequence with seed = 1 (to avoid [0 0 0 0 0 ... ] point )
2012-06-29 00:36:02 +02:00
Sébastien Villemot
661531ebff
Remove MATLAB short-circuit operators
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They trigger warnings under Octave
2012-06-13 11:09:57 +02:00
Marco Ratto
2aaa88caa7
Merge from the latest gsa routines for 4.2.5.
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1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
Marco Ratto
6b908a38eb
when identification=1, the only morris options allowed remain
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morris 1 or 2.
2012-06-08 15:27:41 +02:00
Marco Ratto
bc6042fbe2
Improved display of bivariate projections when pprior=0,
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specially useful when neighborhood_width is used
2012-02-06 16:01:09 +01:00
Sébastien Villemot
f13615c922
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
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Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto
Closes : #173
2012-01-09 13:12:31 +01:00
Sébastien Villemot
b8bb1acce1
GSA: further simplification related to qmc_sequence
2011-12-26 16:12:33 +01:00
Marco Ratto
c3b5b65fc3
Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
2011-12-13 18:32:57 +01:00
Michel Juillard
bc8d4d8f08
gsa: converted DOS end of lines in Unix end of lines
2011-12-09 21:13:16 +01:00