Commit 8280a750 authored by rattoma's avatar rattoma
Browse files

Use of kalman_transition_matrix and calls to Iskrev's identifications.

git-svn-id: file:///home/sebastien/dynare/gsa_dyn@75 f1850c17-3b45-254b-b221-fcb05880fee1
parent 5c492c98
......@@ -32,8 +32,13 @@ fname_ = M_.fname;
if opt_gsa.load_ident==0,
% th moments
[vdec, cc, ac] = mc_moments(T, lpmatx, oo_.dr);
indx = estim_params_.param_vals(:,1);
indexo = estim_params_.var_exo(:,1);
useautocorr = 0;
nlags = 3;
[JJ,HH] = mc_getJ([lpmat(istable,:),lpmatx], M_,oo_,options_,0,indx,indexo,bayestopt_.mf2,nlags,useautocorr);
clear lpmatx;
if opt_gsa.morris==0,
if opt_gsa.morris<=0,
ifig=0;
for j=1:M_.exo_nbr,
if mod(j,6)==1
......@@ -66,14 +71,19 @@ end
[cc, j0, ir_cc, ic_cc] = teff(cc,Nsam,istable);
[ac, j0, ir_ac, ic_ac] = teff(ac,Nsam,istable);
[Aa,Bb] = ghx2transition(squeeze(T(:,:,1)), ...
[nr1, nc1, nnn] = size(T);
dr.ghx = T(:, [1:(nc1-M_.exo_nbr)],1);
dr.ghu = T(:, [(nc1-M_.exo_nbr+1):end], 1);
[Aa,Bb] = kalman_transition_matrix(dr, ...
bayestopt_.restrict_var_list, ...
bayestopt_.restrict_columns, ...
bayestopt_.restrict_aux);
A = zeros(size(Aa,1),size(Aa,2)+size(Bb,2),length(istable));
A(:,:,1)=[Aa, Bb];
for j=2:length(istable),
[Aa,Bb] = ghx2transition(squeeze(T(:,:,j)), ...
dr.ghx = T(:, [1:(nc1-M_.exo_nbr)],j);
dr.ghu = T(:, [(nc1-M_.exo_nbr+1):end], j);
[Aa,Bb] = kalman_transition_matrix(dr, ...
bayestopt_.restrict_var_list, ...
bayestopt_.restrict_columns, ...
bayestopt_.restrict_aux);
......@@ -694,7 +704,11 @@ elseif opt_gsa.morris==2,
end,
figure, bar((idex_pcr.*ys_pcr)./opt_gsa.Nsam), title('Relationships rank PCA')
figure, bar((idex_pcr.*ys_pcr)'./opt_gsa.Nsam), title('Parameters rank PCA')
else,
elseif opt_gsa.morris==-1, % ISKREV staff
else, % main effects analysis
if itrans==0,
fsuffix = '';
......
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