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Dóra Kocsis
dynare
Commits
cbadf8f9
Commit
cbadf8f9
authored
Oct 09, 2009
by
rattoma
Browse files
Added steady state !
git-svn-id:
file:///home/sebastien/dynare/gsa_dyn@146
f1850c17-3b45-254b-b221-fcb05880fee1
parent
c4f7a025
Changes
1
Hide whitespace changes
Inline
Side-by-side
GSA_distrib/map_ident_.m
View file @
cbadf8f9
...
...
@@ -17,7 +17,7 @@ end
pnames
=
M_
.
param_names
(
estim_params_
.
param_vals
(:,
1
),:);
filetoload
=
[
OutputDirectoryName
'/'
fname_
'_prior'
];
load
(
filetoload
,
'lpmat'
,
'lpmat0'
,
'istable'
,
'T'
,
'nspred'
,
'nboth'
,
'nfwrd'
)
load
(
filetoload
,
'lpmat'
,
'lpmat0'
,
'istable'
,
'T'
,
'
yys'
,
'
nspred'
,
'nboth'
,
'nfwrd'
)
if
~
isempty
(
lpmat0
),
lpmatx
=
lpmat0
(
istable
,:);
else
...
...
@@ -33,22 +33,28 @@ if opt_gsa.load_ident==0,
% th moments
options_
.
ar
=
min
(
3
,
options_
.
ar
);
mss
=
yys
(
bayestopt_
.
mfys
,:);
mss
=
teff
(
mss
(:,
istable
),
Nsam
,
istable
);
yys
=
teff
(
yys
(
oo_
.
dr
.
order_var
,
istable
),
Nsam
,
istable
);
[
vdec
,
cc
,
ac
]
=
mc_moments
(
T
,
lpmatx
,
oo_
.
dr
);
if
opt_gsa
.
morris
==
2
,
[
pdraws
,
TAU
,
GAM
]
=
dynare_identification
(
-
[
1
:
npT
],[
lpmatx
lpmat
(
istable
,:)]);
if
max
(
max
(
abs
(
pdraws
-
[
lpmatx
lpmat
(
istable
,:)])))
==
0
,
disp
(
'Sample check OK
'
),
disp
(
[
'Sample check OK
'
,
num2str
(
max
(
max
(
abs
(
pdraws
-
[
lpmatx
lpmat
(
istable
,:)]))))]
),
clear
pdraws
;
end
for
j
=
1
:
length
(
istable
),
gas
(:,
j
)
=
[
vech
(
cc
(:,:,
j
));
vec
(
ac
(:,:,
j
))];
end
if
max
(
max
(
abs
(
GAM
-
gas
)))
<=
1.e-8
,
disp
(
'Moments check OK'
),
% for j=1:length(istable), gas(:,j)=[vech(cc(:,:,j)); vec(ac(:,:,j))]; end
% if ~isempty(mss),
% gas = [mss(istable,:)'; gas];
% end
% if max(max(abs(GAM-gas)))<=1.e-8,
% disp(['Moments check OK ',num2str(max(max(abs(GAM-gas))))]),
clear
GAM
gas
end
%
end
end
if
opt_gsa
.
morris
~=
1
,
if
opt_gsa
.
morris
~=
1
&
M_
.
exo_nbr
>
1
,
ifig
=
0
;
for
j
=
1
:
M_
.
exo_nbr
,
if
mod
(
j
,
6
)
==
1
...
...
@@ -132,26 +138,28 @@ if opt_gsa.load_ident==0,
[
yt
,
j0
]
=
teff
(
A
,
Nsam
,
istable
);
yt
=
[
yys
yt
];
if
opt_gsa
.
morris
==
2
,
iii
=
find
(
std
(
yt
(
istable
,:))
>
1.e-8
);
if
max
(
max
(
abs
(
TAU
-
yt
(
istable
,
iii
)
'
)))
<=
1.e-10
,
disp
(
'Model check OK'
),
clear
TAU
A
end
% iii=find(std(yt(istable,:))>1.e-8);
% if max(max(abs(TAU-yt(istable,iii)')))<= 1.e-8,
% err = max(max(abs(TAU-yt(istable,iii)')));
% disp(['Model check OK ',num2str(err)]),
clear
TAU
A
% end
else
clear
A
clear
A
,
end
% [yt1, j01]=teff(T1,Nsam,istable);
% [yt2, j02]=teff(T2,Nsam,istable);
% [ytr, j0r]=teff(R,Nsam,istable);
%
% yt=[yt1 yt2 ytr];
save
([
OutputDirectoryName
,
'/'
,
fname_
,
'_main_eff'
],
'ac'
,
'cc'
,
'vdec'
,
'yt'
)
save
([
OutputDirectoryName
,
'/'
,
fname_
,
'_main_eff'
],
'ac'
,
'cc'
,
'vdec'
,
'yt'
,
'mss'
)
else
if
opt_gsa
.
morris
==
2
,
[
pdraws
,
TAU
,
GAM
]
=
dynare_identification
([
1
:
npT
]);
%,[lpmatx lpmat(istable,:)]);
end
load
([
OutputDirectoryName
,
'/'
,
fname_
,
'_main_eff'
],
'ac'
,
'cc'
,
'vdec'
,
'yt'
)
load
([
OutputDirectoryName
,
'/'
,
fname_
,
'_main_eff'
],
'ac'
,
'cc'
,
'vdec'
,
'yt'
,
'mss'
)
end
% for j=1:nr,
...
...
@@ -169,6 +177,7 @@ end
if
opt_gsa
.
morris
==
1
,
%OutputDir = CheckPath('GSA/SCREEN');
if
~
isempty
(
vdec
),
if
opt_gsa
.
load_ident
==
0
,
SAMorris
=
[];
for
i
=
1
:
size
(
vdec
,
2
),
...
...
@@ -197,6 +206,10 @@ if opt_gsa.morris==1,
eval
([
'print -depsc2 '
OutputDirectoryName
'/'
fname_
'_morris_vdec'
]);
eval
([
'print -dpdf '
OutputDirectoryName
'/'
fname_
'_morris_vdec'
]);
close
(
gcf
)
else
save
([
OutputDirectoryName
,
'/'
,
fname_
,
'_morris_IDE'
],
'vdec'
)
end
% ifig = 0;
% for j=1:size(options_.varobs,1)
...
...
@@ -271,7 +284,7 @@ if opt_gsa.morris==1,
if
opt_gsa
.
load_ident
==
0
,
SAMorris
=
[];
ccac
=
[
cc
ac
];
ccac
=
[
mss
cc
ac
];
for
i
=
1
:
size
(
ccac
,
2
),
[
SAmeas
,
SAMorris
(:,:,
i
)]
=
Morris_Measure_Groups
(
npT
,
[
lpmat0
lpmat
],
[
ccac
(:,
i
)],
nliv
);
end
...
...
@@ -799,6 +812,7 @@ elseif opt_gsa.morris==3,
figure
,
bar
((
idex_pcr
.*
ys_pcr
)
'./opt_gsa.Nsam), title('
Parameters
rank
PCA
'
)
elseif
opt_gsa
.
morris
==
2
,
% ISKREV staff
return
,
else
,
% main effects analysis
...
...
@@ -953,7 +967,7 @@ else, % main effects analysis
catch
EET
=
[];
end
ccac
=
stand_
([
cc
ac
]);
ccac
=
stand_
([
mss
cc
ac
]);
[
pcc
,
dd
]
=
eig
(
cov
(
ccac
(
istable
,:)));
[
latent
,
isort
]
=
sort
(
-
diag
(
dd
));
latent
=
-
latent
;
...
...
@@ -1512,3 +1526,5 @@ else, % main effects analysis
% eval(['print -depsc2 ' OutputDirectoryName '/' fname_ '_ident_SHOCKS',fsuffix]);
% eval(['print -dpdf ' OutputDirectoryName '/' fname_ '_ident_SHOCKS',fsuffix]);
end
return
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