75 lines
2.5 KiB
Matlab
75 lines
2.5 KiB
Matlab
function gsa_ = gsa_sdp_dyn(varargin)
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% function gsa_ =
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% gsa_sdp_dyn(y, x, tvp, nvr, ialias, nvrT, ifig, fname, pnames, yi_anal)
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% 1 2 3 4 5 6 7 8 9 10
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% INPUTS
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% y, the output
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% x, the inputs
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% tvp: tipe of estimation
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% 0 = load previous estimation
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% 1 = RW for all parameters
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% 2 = IRW for all parameters
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% -1 = RW for all parameters, fixed nvr's (no estimation)
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% -2 = IRW for all parameters, fixed nvr's (no estimation)
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% an array of length(x) specifies the process for each parameter
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% nvr initial nvr value for estimation or fixed nvr is no estimation
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% ialias to be used with LPTAU samples < 1024
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% nvrT maximum nvr allowable
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% ifig: 1 plot figures, 0 no plots
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% fname, file name to save the analysis
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% pnames: names of the params
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% yi_anal, analytical value of the first order HDMR terms (optional)
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%
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% OUTPUT
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% gsa_.univariate.f
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% gsa_.univariate.fs
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% gsa_.univariate.fses
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% gsa_.univariate.si
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% gsa_.univariate.si_std
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% gsa_.multivariate.f
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% gsa_.multivariate.fs
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% gsa_.multivariate.fses
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% gsa_.multivariate.si
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% gsa_.multivariate.si_std
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% gsa_.multivariate.stat
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% gsa_.x0
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% gsa_.xx
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% gsa_.y
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%
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% f, function estimates
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% fs, sorted function estimates
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% fses, sorted standard error of function estimates
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% si, sensitivity indices
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% si_std, st. error of sensitivity indices
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% stat, euristic tstat for significance of f
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% xx, transformed inputs used (rank-transformed)
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% x0, original inputs
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% y, output
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%
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% Part of the Sensitivity Analysis Toolbox for DYNARE
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%
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% Written by Marco Ratto, 2006
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% Joint Research Centre, The European Commission,
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% (http://eemc.jrc.ec.europa.eu/),
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% marco.ratto@jrc.it
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%
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% Disclaimer: This software is not subject to copyright protection and is in the public domain.
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% It is an experimental system. The Joint Research Centre of European Commission
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% assumes no responsibility whatsoever for its use by other parties
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% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
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% characteristic. We would appreciate acknowledgement if the software is used.
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% Reference:
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% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
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%
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if exist('sdr','file')==6 | exist('sdr','file')==2,
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gsa_ = gsa_sdp_fn(varargin{:});
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else
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disp('Download the SDP mapping routines at:')
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disp('http://eemc.jrc.ec.europa.eu/softwareDYNARE-Dowload.htm')
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disp(' ' )
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error('SDP mapping routines missing!')
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end
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