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
Stéphane Adjemian (Charybdis)
8691304b9f
Fixed gsa (dataset_ is now a dseries object).
2014-06-17 10:30:45 +02:00