function gsa_ = gsa_sdp_dyn(varargin) % function gsa_ = % gsa_sdp_dyn(y, x, tvp, nvr, ialias, nvrT, ifig, fname, pnames, yi_anal) % 1 2 3 4 5 6 7 8 9 10 % INPUTS % y, the output % x, the inputs % tvp: tipe of estimation % 0 = load previous estimation % 1 = RW for all parameters % 2 = IRW for all parameters % -1 = RW for all parameters, fixed nvr's (no estimation) % -2 = IRW for all parameters, fixed nvr's (no estimation) % an array of length(x) specifies the process for each parameter % nvr initial nvr value for estimation or fixed nvr is no estimation % ialias to be used with LPTAU samples < 1024 % nvrT maximum nvr allowable % ifig: 1 plot figures, 0 no plots % fname, file name to save the analysis % pnames: names of the params % yi_anal, analytical value of the first order HDMR terms (optional) % % OUTPUT % gsa_.univariate.f % gsa_.univariate.fs % gsa_.univariate.fses % gsa_.univariate.si % gsa_.univariate.si_std % gsa_.multivariate.f % gsa_.multivariate.fs % gsa_.multivariate.fses % gsa_.multivariate.si % gsa_.multivariate.si_std % gsa_.multivariate.stat % gsa_.x0 % gsa_.xx % gsa_.y % % f, function estimates % fs, sorted function estimates % fses, sorted standard error of function estimates % si, sensitivity indices % si_std, st. error of sensitivity indices % stat, euristic tstat for significance of f % xx, transformed inputs used (rank-transformed) % x0, original inputs % y, output % % Part of the Sensitivity Analysis Toolbox for DYNARE % % Written by Marco Ratto, 2006 % 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. % if exist('sdr','file')==6 | exist('sdr','file')==2, gsa_ = gsa_sdp_fn(varargin{:}); else disp('Download the SDP mapping routines at:') disp('http://eemc.jrc.ec.europa.eu/softwareDYNARE-Dowload.htm') disp(' ' ) error('SDP mapping routines missing!') end