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Dóra Kocsis
dynare
Commits
f13615c9
Commit
f13615c9
authored
Jan 09, 2012
by
Sébastien Villemot
Browse files
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto Closes: #173
parent
a66594ca
Changes
32
Hide whitespace changes
Inline
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doc/gsa/gsa.tex
View file @
f13615c9
...
@@ -8,6 +8,8 @@
...
@@ -8,6 +8,8 @@
\usepackage
{
psfrag
}
\usepackage
{
psfrag
}
\usepackage
{
setspace
}
\usepackage
{
setspace
}
\usepackage
{
rotating
}
\usepackage
{
rotating
}
\usepackage
{
hyperref
}
\hypersetup
{
breaklinks=true,pagecolor=white,colorlinks=true,linkcolor=blue,citecolor=blue,urlcolor=blue
}
%\singlespacing (interlinea singola)
%\singlespacing (interlinea singola)
%\onehalfspacing (interlinea 1,5)
%\onehalfspacing (interlinea 1,5)
%\doublespacing (interlinea doppia)
%\doublespacing (interlinea doppia)
...
@@ -20,7 +22,13 @@
...
@@ -20,7 +22,13 @@
\begin{document}
\begin{document}
% ----------------------------------------------------------------
% ----------------------------------------------------------------
\title
{
Sensitivity Analysis Toolbox for DYNARE
}
%
\title
{
Sensitivity Analysis Toolbox for DYNARE
\thanks
{
Copyright
\copyright
~2012 Dynare
Team. Permission is granted to copy, distribute and/or modify
this document under the terms of the GNU Free Documentation
License, Version 1.3 or any later version published by the Free
Software Foundation; with no Invariant Sections, no Front-Cover
Texts, and no Back-Cover Texts. A copy of the license can be found
at:
\url
{
http://www.gnu.org/licenses/fdl.txt
}}}
\author
{
Marco Ratto
\\
\author
{
Marco Ratto
\\
European Commission, Joint Research Centre
\\
European Commission, Joint Research Centre
\\
...
...
license.txt
View file @
f13615c9
...
@@ -129,7 +129,7 @@ License: GPL-3+
...
@@ -129,7 +129,7 @@ License: GPL-3+
<http://www.gnu.org/licenses/>.
<http://www.gnu.org/licenses/>.
Files: doc/dynare.texi doc/*.tex doc/*.svg doc/*.dia doc/*.pdf doc/*.bib
Files: doc/dynare.texi doc/*.tex doc/*.svg doc/*.dia doc/*.pdf doc/*.bib
Copyright: 1996-201
1
Dynare Team
Copyright: 1996-201
2
Dynare Team
License: GFDL-NIV-1.3+
License: GFDL-NIV-1.3+
Permission is granted to copy, distribute and/or modify this document
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
under the terms of the GNU Free Documentation License, Version 1.3 or
...
...
matlab/gsa/Morris_Measure_Groups.m
View file @
f13615c9
function
[
SAmeas
,
OutMatrix
]
=
Morris
_
Measure
_
Groups
(
NumFact
,
Sample
,
Output
,
p
,
Group
)
function
[
SAmeas
,
OutMatrix
]
=
Morris
_
Measure
_
Groups
(
NumFact
,
Sample
,
Output
,
p
,
Group
)
%
[
SAmeas
,
OutMatrix
]
=
Morris
_
Measure
_
Groups
(
NumFact
,
Sample
,
Output
,
p
,
Group
)
%
[
SAmeas
,
OutMatrix
]
=
Morris
_
Measure
_
Groups
(
NumFact
,
Sample
,
Output
,
p
,
Group
)
%
%
%
Given
the
Morris
sample
matrix
,
the
output
values
and
the
group
matrix
compute
the
Morris
measures
%
Given
the
Morris
sample
matrix
,
the
output
values
and
the
group
matrix
compute
the
Morris
measures
...
@@ -11,12 +9,12 @@ function [SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p,
...
@@ -11,12 +9,12 @@ function [SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p,
%
Each
column
represents
one
group
.
%
Each
column
represents
one
group
.
%
The
element
of
each
column
are
zero
if
the
factor
is
not
in
the
%
The
element
of
each
column
are
zero
if
the
factor
is
not
in
the
%
group
.
Otherwise
it
is
1.
%
group
.
Otherwise
it
is
1.
%
%
Sample
:=
Matrix
of
the
Morris
sampled
trajectories
%
Sample
:=
Matrix
of
the
Morris
sampled
trajectories
%
%
Output
:=
Matrix
of
the
output
(
s
)
values
in
correspondence
of
each
point
%
Output
:=
Matrix
of
the
output
(
s
)
values
in
correspondence
of
each
point
%
of
each
trajectory
%
of
each
trajectory
%
%
k
=
Number
of
factors
%
k
=
Number
of
factors
%
-------------------------------------------------------------------------
%
-------------------------------------------------------------------------
%
OUTPUTS
%
OUTPUTS
...
@@ -24,6 +22,23 @@ function [SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p,
...
@@ -24,6 +22,23 @@ function [SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p,
%
for
each
output
it
gives
the
three
measures
of
each
factor
%
for
each
output
it
gives
the
three
measures
of
each
factor
%
-------------------------------------------------------------------------
%
-------------------------------------------------------------------------
%
Copyright
(
C
)
2012
Dynare
Team
%
%
This
file
is
part
of
Dynare
.
%
%
Dynare
is
free
software
:
you
can
redistribute
it
and
/
or
modify
%
it
under
the
terms
of
the
GNU
General
Public
License
as
published
by
%
the
Free
Software
Foundation
,
either
version
3
of
the
License
,
or
%
(
at
your
option
)
any
later
version
.
%
%
Dynare
is
distributed
in
the
hope
that
it
will
be
useful
,
%
but
WITHOUT
ANY
WARRANTY
;
without
even
the
implied
warranty
of
%
MERCHANTABILITY
or
FITNESS
FOR
A
PARTICULAR
PURPOSE
.
See
the
%
GNU
General
Public
License
for
more
details
.
%
%
You
should
have
received
a
copy
of
the
GNU
General
Public
License
%
along
with
Dynare
.
If
not
,
see
<
http
://
www
.
gnu
.
org
/
licenses
/>.
if
nargin
==
0
,
if
nargin
==
0
,
disp
(
'
'
)
disp
(
'
'
)
disp
(
'
[
SAmeas
,
OutMatrix
]
=
Morris
_
Measure
_
Groups
(
NumFact
,
Sample
,
Output
,
p
,
Group
)
;'
)
disp
(
'
[
SAmeas
,
OutMatrix
]
=
Morris
_
Measure
_
Groups
(
NumFact
,
Sample
,
Output
,
p
,
Group
)
;'
)
...
...
matlab/gsa/Sampling_Function_2.m
View file @
f13615c9
...
@@ -50,8 +50,23 @@ function [Outmatrix, OutFact] = Sampling_Function_2(p, k, r, UB, LB, GroupMat)
...
@@ -50,8 +50,23 @@ function [Outmatrix, OutFact] = Sampling_Function_2(p, k, r, UB, LB, GroupMat)
%
%
%
F
.
Campolongo
,
J
.
Cariboni
,
JRC
-
IPSC
Ispra
,
Varese
,
IT
%
F
.
Campolongo
,
J
.
Cariboni
,
JRC
-
IPSC
Ispra
,
Varese
,
IT
%
Last
Update
:
15
November
2005
by
J
.
Cariboni
%
Last
Update
:
15
November
2005
by
J
.
Cariboni
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
Copyright
(
C
)
2012
Dynare
Team
%
%
This
file
is
part
of
Dynare
.
%
%
Dynare
is
free
software
:
you
can
redistribute
it
and
/
or
modify
%
it
under
the
terms
of
the
GNU
General
Public
License
as
published
by
%
the
Free
Software
Foundation
,
either
version
3
of
the
License
,
or
%
(
at
your
option
)
any
later
version
.
%
%
Dynare
is
distributed
in
the
hope
that
it
will
be
useful
,
%
but
WITHOUT
ANY
WARRANTY
;
without
even
the
implied
warranty
of
%
MERCHANTABILITY
or
FITNESS
FOR
A
PARTICULAR
PURPOSE
.
See
the
%
GNU
General
Public
License
for
more
details
.
%
%
You
should
have
received
a
copy
of
the
GNU
General
Public
License
%
along
with
Dynare
.
If
not
,
see
<
http
://
www
.
gnu
.
org
/
licenses
/>.
%
Parameters
and
initialisation
of
the
output
matrix
%
Parameters
and
initialisation
of
the
output
matrix
sizea
=
k
;
sizea
=
k
;
...
...
matlab/gsa/cumplot.m
View file @
f13615c9
function
h
=
cumplot
(
x
);
function
h
=
cumplot
(
x
);
%function h =cumplot(x)
%function h =cumplot(x)
% Copyright (C) 2005 Marco Ratto
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
n
=
length
(
x
);
n
=
length
(
x
);
x
=
[
-
inf
;
sort
(
x
);
Inf
];
x
=
[
-
inf
;
sort
(
x
);
Inf
];
...
...
matlab/gsa/dat_fil_.m
View file @
f13615c9
function
c
=
dat_fil_
(
data_file
);
function
c
=
dat_fil_
(
data_file
);
%
% Written by Marco Ratto
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Joint Research Centre, The European Commission,
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
% 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:
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
try
try
eval
(
data_file
);
eval
(
data_file
);
...
...
matlab/gsa/filt_mc_.m
View file @
f13615c9
function
[
rmse_MC
,
ixx
]
=
filt_mc_
(
OutDir
,
data_info
)
function
[
rmse_MC
,
ixx
]
=
filt_mc_
(
OutDir
,
data_info
)
% function [rmse_MC, ixx] = filt_mc_(OutDir)
% function [rmse_MC, ixx] = filt_mc_(OutDir)
% copyright Marco Ratto 2006
% inputs (from opt_gsa structure)
% inputs (from opt_gsa structure)
% vvarvecm = options_gsa_.var_rmse;
% vvarvecm = options_gsa_.var_rmse;
% loadSA = options_gsa_.load_rmse;
% loadSA = options_gsa_.load_rmse;
...
@@ -10,21 +9,29 @@ function [rmse_MC, ixx] = filt_mc_(OutDir,data_info)
...
@@ -10,21 +9,29 @@ function [rmse_MC, ixx] = filt_mc_(OutDir,data_info)
% istart = options_gsa_.istart_rmse;
% istart = options_gsa_.istart_rmse;
% alphaPC = 0.5;
% alphaPC = 0.5;
%
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
% Written by Marco Ratto
%
% Written by Marco Ratto, 2006
% Joint Research Centre, The European Commission,
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
% 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:
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global
bayestopt_
estim_params_
M_
options_
oo_
global
bayestopt_
estim_params_
M_
options_
oo_
...
...
matlab/gsa/ghx2transition.m
View file @
f13615c9
function
[
A
,
B
]
=
ghx2transition
(
mm
,
iv
,
ic
,
aux
)
function
[
A
,
B
]
=
ghx2transition
(
mm
,
iv
,
ic
,
aux
)
% [A,B] = ghx2transition(mm,iv,ic,aux)
% [A,B] = ghx2transition(mm,iv,ic,aux)
%
%
% Adapted by M. Ratto from kalman_transition_matrix.m
% Adapted by M. Ratto (from kalman_transition_matrix.m)
% (kalman_transition_matrix.m is part of DYNARE, copyright M. Juillard)
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Joint Research Centre, The European Commission,
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
% 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:
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global
oo_
M_
global
oo_
M_
...
...
matlab/gsa/gsa_plotmatrix.m
View file @
f13615c9
...
@@ -2,7 +2,7 @@ function gsa_plotmatrix(type,varargin)
...
@@ -2,7 +2,7 @@ function gsa_plotmatrix(type,varargin)
% function gsa_plotmatrix(type,varargin)
% function gsa_plotmatrix(type,varargin)
% extended version of the standard MATLAB plotmatrix
% extended version of the standard MATLAB plotmatrix
% Copyright (C) 2011-201
1
Dynare Team
% Copyright (C) 2011-201
2
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
matlab/gsa/gsa_skewness.m
View file @
f13615c9
function
s
=
gsa_skewness
(
y
),
function
s
=
gsa_skewness
(
y
),
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% y=stand_(y);
% y=stand_(y);
% s=mean(y.^3);
% s=mean(y.^3);
m2
=
mean
((
y
-
mean
(
y
))
.^
2
);
m2
=
mean
((
y
-
mean
(
y
))
.^
2
);
...
...
matlab/gsa/gsa_speed.m
View file @
f13615c9
function
[
tadj
,
iff
]
=
gsa_speed
(
A
,
B
,
mf
,
p
),
function
[
tadj
,
iff
]
=
gsa_speed
(
A
,
B
,
mf
,
p
),
% [tadj, iff] = gsa_speed(A,B,mf,p),
% [tadj, iff] = gsa_speed(A,B,mf,p),
%
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
% Written by Marco Ratto
%
% Written by Marco Ratto, 2006
% Joint Research Centre, The European Commission,
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
% 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:
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
nvar
=
length
(
mf
);
nvar
=
length
(
mf
);
nstate
=
size
(
A
,
1
);
nstate
=
size
(
A
,
1
);
...
...
matlab/gsa/log_trans_.m
View file @
f13615c9
function
[
yy
,
xdir
,
isig
,
lam
]
=
log_trans_
(
y0
,
xdir0
)
function
[
yy
,
xdir
,
isig
,
lam
]
=
log_trans_
(
y0
,
xdir0
)
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if
nargin
==
1
,
if
nargin
==
1
,
xdir0
=
''
;
xdir0
=
''
;
end
end
...
...
matlab/gsa/map_ident_.m
View file @
f13615c9
function
map_ident_
(
OutputDirectoryName
)
function
map_ident_
(
OutputDirectoryName
)
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global
bayestopt_
M_
options_
estim_params_
oo_
global
bayestopt_
M_
options_
estim_params_
oo_
opt_gsa
=
options_
.
opt_gsa
;
opt_gsa
=
options_
.
opt_gsa
;
...
...
matlab/gsa/mc_moments.m
View file @
f13615c9
function
[
vdec
,
cc
,
ac
]
=
mc_moments
(
mm
,
ss
,
dr
)
function
[
vdec
,
cc
,
ac
]
=
mc_moments
(
mm
,
ss
,
dr
)
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global
options_
M_
global
options_
M_
[
nr1
,
nc1
,
nsam
]
=
size
(
mm
);
[
nr1
,
nc1
,
nsam
]
=
size
(
mm
);
...
...
matlab/gsa/myboxplot.m
View file @
f13615c9
function
sout
=
myboxplot
(
data
,
notched
,
symbol
,
vertical
,
maxwhisker
)
function
sout
=
myboxplot
(
data
,
notched
,
symbol
,
vertical
,
maxwhisker
)
% sout = myboxplot (data,notched,symbol,vertical,maxwhisker)
% sout = myboxplot (data,notched,symbol,vertical,maxwhisker)
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% % % % endif
% % % % endif
if
nargin
<
5
|
isempty
(
maxwhisker
),
maxwhisker
=
1.5
;
end
if
nargin
<
5
|
isempty
(
maxwhisker
),
maxwhisker
=
1.5
;
end
if
nargin
<
4
|
isempty
(
vertical
),
vertical
=
1
;
end
if
nargin
<
4
|
isempty
(
vertical
),
vertical
=
1
;
end
...
...
matlab/gsa/myprctilecol.m
View file @
f13615c9
function
y
=
myprctilecol
(
x
,
p
);
function
y
=
myprctilecol
(
x
,
p
);
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
xx
=
sort
(
x
);
xx
=
sort
(
x
);
[
m
,
n
]
=
size
(
x
);
[
m
,
n
]
=
size
(
x
);
...
...
matlab/gsa/prior_draw_gsa.m
View file @
f13615c9
...
@@ -17,22 +17,30 @@ function pdraw = prior_draw_gsa(init,rdraw)
...
@@ -17,22 +17,30 @@ function pdraw = prior_draw_gsa(init,rdraw)
% SPECIAL REQUIREMENTS
% SPECIAL REQUIREMENTS
% MATLAB Statistics Toolbox
% MATLAB Statistics Toolbox
%
%
%
% Written by Marco Ratto
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Joint Research Centre, The European Commission,
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
% 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:
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% global M_ options_ estim_params_ bayestopt_
% global M_ options_ estim_params_ bayestopt_
global
bayestopt_
global
bayestopt_
...
...
matlab/gsa/priorcdf.m
View file @
f13615c9
...
@@ -8,6 +8,23 @@ function [xcum] = priorcdf(para, pshape, p6, p7, p3, p4)
...
@@ -8,6 +8,23 @@ function [xcum] = priorcdf(para, pshape, p6, p7, p3, p4)
% 5 is UNIFORM [p1,p2]
% 5 is UNIFORM [p1,p2]
% Adapted by M. Ratto from MJ priordens.m