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Dóra Kocsis
dynare
Commits
ec0af45f
Commit
ec0af45f
authored
Dec 09, 2011
by
MichelJuillard
Browse files
further fixes to gsa testsuite; make gsa compatible with Linux
parent
eb13241d
Changes
13
Hide whitespace changes
Inline
Side-by-side
matlab/PosteriorIRF_core1.m
View file @
ec0af45f
...
...
@@ -87,9 +87,9 @@ if strcmpi(type,'posterior')
MhDirectoryName
=
CheckPath
(
'metropolis'
);
elseif
strcmpi
(
type
,
'gsa'
)
if
options_
.
opt_gsa
.
pprior
MhDirectoryName
=
CheckPath
([
'
GSA
'
filesep
'prior'
]);
MhDirectoryName
=
CheckPath
([
'
gsa
'
filesep
'prior'
]);
else
MhDirectoryName
=
CheckPath
([
'
GSA
'
filesep
'mc'
]);
MhDirectoryName
=
CheckPath
([
'
gsa
'
filesep
'mc'
]);
end
else
MhDirectoryName
=
CheckPath
(
'prior'
);
...
...
matlab/ReshapeMatFiles.m
View file @
ec0af45f
...
...
@@ -51,13 +51,13 @@ else
MhDirectoryName
=
[
CheckPath
(
'metropolis'
)
filesep
];
elseif
strcmpi
(
type2
,
'gsa'
)
if
options_
.
opt_gsa
.
morris
==
1
,
MhDirectoryName
=
[
CheckPath
(
'
GSA\SCREEN
'
)
filesep
];
MhDirectoryName
=
[
CheckPath
(
'
gsa/screen
'
)
filesep
];
elseif
options_
.
opt_gsa
.
morris
==
2
,
MhDirectoryName
=
[
CheckPath
(
'
GSA\IDENTIF
'
)
filesep
];
MhDirectoryName
=
[
CheckPath
(
'
gsa/identif
'
)
filesep
];
elseif
options_
.
opt_gsa
.
pprior
MhDirectoryName
=
[
CheckPath
([
'
GSA
'
filesep
'prior'
])
filesep
];
MhDirectoryName
=
[
CheckPath
([
'
gsa
'
filesep
'prior'
])
filesep
];
else
MhDirectoryName
=
[
CheckPath
([
'
GSA
'
filesep
'mc'
])
filesep
];
MhDirectoryName
=
[
CheckPath
([
'
gsa
'
filesep
'mc'
])
filesep
];
end
else
MhDirectoryName
=
[
CheckPath
(
'prior'
)
filesep
];
...
...
matlab/dynare_identification.m
View file @
ec0af45f
...
...
@@ -61,7 +61,7 @@ options_ident = set_default_option(options_ident,'advanced',0);
options_ident
=
set_default_option
(
options_ident
,
'normalize_jacobians'
,
1
);
options_ident
=
set_default_option
(
options_ident
,
'lik_init'
,
1
);
if
options_ident
.
gsa_sample_file
,
GSAFolder
=
checkpath
(
'
GSA
'
);
GSAFolder
=
checkpath
(
'
gsa
'
);
if
options_ident
.
gsa_sample_file
==
1
,
load
([
GSAFolder
,
filesep
,
fname_
,
'_prior'
],
'lpmat'
,
'lpmat0'
,
'istable'
);
elseif
options_ident
.
gsa_sample_file
==
2
,
...
...
matlab/dynare_sensitivity.m
View file @
ec0af45f
...
...
@@ -136,12 +136,12 @@ if options_gsa.morris==1 || options_gsa.morris==3,
options_gsa
.
ksstat
=
1
;
if
options_gsa
.
morris
==
3
,
options_gsa
=
set_default_option
(
options_gsa
,
'Nsam'
,
256
);
OutputDirectoryName
=
CheckPath
(
'
GSA/IDENTIF
'
);
OutputDirectoryName
=
CheckPath
(
'
gsa/identif
'
);
else
OutputDirectoryName
=
CheckPath
(
'
GSA/SCREEN
'
);
OutputDirectoryName
=
CheckPath
(
'
gsa/screen
'
);
end
else
OutputDirectoryName
=
CheckPath
(
'
GSA
'
);
OutputDirectoryName
=
CheckPath
(
'
gsa
'
);
end
options_
.
opt_gsa
=
options_gsa
;
...
...
matlab/gsa/filt_mc_.m
View file @
ec0af45f
...
...
@@ -97,10 +97,10 @@ if options_.opt_gsa.ppost,
else
if
options_
.
opt_gsa
.
pprior
fnamtmp
=
[
fname_
,
'_prior'
];
DirectoryName
=
CheckPath
([
'
GSA
'
filesep
'prior'
]);
DirectoryName
=
CheckPath
([
'
gsa
'
filesep
'prior'
]);
else
fnamtmp
=
[
fname_
,
'_mc'
];
DirectoryName
=
CheckPath
([
'
GSA
'
filesep
'mc'
]);
DirectoryName
=
CheckPath
([
'
gsa
'
filesep
'mc'
]);
end
end
if
~
loadSA
,
...
...
matlab/gsa/gsa_plotmatrix.m
View file @
ec0af45f
...
...
@@ -21,7 +21,7 @@ function gsa_plotmatrix(type,varargin)
global
bayestopt_
options_
M_
RootDirectoryName
=
CheckPath
(
'
GSA
'
);
RootDirectoryName
=
CheckPath
(
'
gsa
'
);
if
options_
.
opt_gsa
.
pprior
load
([
RootDirectoryName
filesep
M_
.
fname
'_prior.mat'
],
'lpmat0'
,
'lpmat'
,
'istable'
,
'iunstable'
,
'iindeterm'
,
'iwrong'
)
...
...
matlab/gsa/map_ident_.m
View file @
ec0af45f
...
...
@@ -173,7 +173,7 @@ end
% yt = yt(:,j0);
if
opt_gsa
.
morris
==
1
,
%OutputDir = CheckPath('
GSA/SCREEN
');
%OutputDir = CheckPath('
gsa/screen
');
if
~
isempty
(
vdec
),
if
opt_gsa
.
load_ident_files
==
0
,
SAMorris
=
[];
...
...
matlab/prior_posterior_statistics.m
View file @
ec0af45f
...
...
@@ -86,12 +86,12 @@ if strcmpi(type,'posterior')
B
=
min
(
1200
,
round
(
0.25
*
NumberOfDraws
));
end
elseif
strcmpi
(
type
,
'gsa'
)
RootDirectoryName
=
CheckPath
(
'
GSA
'
);
RootDirectoryName
=
CheckPath
(
'
gsa
'
);
if
options_
.
opt_gsa
.
pprior
DirectoryName
=
CheckPath
([
'
GSA
'
,
filesep
,
'prior'
]);
DirectoryName
=
CheckPath
([
'
gsa
'
,
filesep
,
'prior'
]);
load
([
RootDirectoryName
filesep
M_
.
fname
'_prior.mat'
],
'lpmat0'
,
'lpmat'
,
'istable'
)
else
DirectoryName
=
CheckPath
([
'
GSA
'
,
filesep
,
'mc'
]);
DirectoryName
=
CheckPath
([
'
gsa
'
,
filesep
,
'mc'
]);
load
([
RootDirectoryName
filesep
M_
.
fname
'_mc.mat'
],
'lpmat0'
,
'lpmat'
,
'istable'
)
end
x
=
[
lpmat0
(
istable
,:)
lpmat
(
istable
,:)];
...
...
matlab/prior_posterior_statistics_core.m
View file @
ec0af45f
...
...
@@ -100,9 +100,9 @@ if strcmpi(type,'posterior')
DirectoryName
=
CheckPath
(
'metropolis'
);
elseif
strcmpi
(
type
,
'gsa'
)
if
options_
.
opt_gsa
.
pprior
DirectoryName
=
CheckPath
([
'
GSA
'
,
filesep
,
'prior'
]);
DirectoryName
=
CheckPath
([
'
gsa
'
,
filesep
,
'prior'
]);
else
DirectoryName
=
CheckPath
([
'
GSA
'
,
filesep
,
'mc'
]);
DirectoryName
=
CheckPath
([
'
gsa
'
,
filesep
,
'mc'
]);
end
elseif
strcmpi
(
type
,
'prior'
)
DirectoryName
=
CheckPath
(
'prior'
);
...
...
tests/gsa/ls2003.mod
View file @
ec0af45f
...
...
@@ -162,8 +162,8 @@ disp('Press ENTER to continue'); pause(5);
// run this to generate posterior mode and Metropolis files if not yet done
estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2,
prefilter=1,mh_jscale=0.5,mh_replic=
100
000, mode_compute=4, nograph, mh_drop=0.6,
bayesian_irf, filtered_vars, smoother);
prefilter=1,mh_jscale=0.5,mh_replic=
5
000, mode_compute=4, nograph, mh_drop=0.6,
bayesian_irf, filtered_vars, smoother)
y_obs R_obs pie_obs dq de
;
// run this to produce posterior samples of filtered, smoothed and irf variables, if not yet done
...
...
tests/gsa/ls2003scr_mean.mat
deleted
100644 → 0
View file @
eb13241d
File deleted
tests/gsa/ls2003scr_mode.mat
deleted
100644 → 0
View file @
eb13241d
File deleted
tests/gsa/ls2003scr_results.mat
deleted
100644 → 0
View file @
eb13241d
File deleted
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