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Commit f13615c9 authored by Sébastien Villemot's avatar Sébastien Villemot
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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
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doc/gsa/gsa.tex
View file @ f13615c9
......@@ -8,6 +8,8 @@
\usepackage{psfrag}
\usepackage{setspace}
\usepackage{rotating}
\usepackage{hyperref}
\hypersetup{breaklinks=true,pagecolor=white,colorlinks=true,linkcolor=blue,citecolor=blue,urlcolor=blue}
%\singlespacing (interlinea singola)
%\onehalfspacing (interlinea 1,5)
%\doublespacing (interlinea doppia)
......@@ -20,7 +22,13 @@
\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\\
European Commission, Joint Research Centre \\
......
license.txt
View file @ f13615c9
......@@ -129,7 +129,7 @@ License: GPL-3+
<http://www.gnu.org/licenses/>.
Files: doc/dynare.texi doc/*.tex doc/*.svg doc/*.dia doc/*.pdf doc/*.bib
Copyright: 1996-2011 Dynare Team
Copyright: 1996-2012 Dynare Team
License: GFDL-NIV-1.3+
Permission is granted to copy, distribute and/or modify this document
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)
% [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
......@@ -11,12 +9,12 @@ function [SAmeas, OutMatrix] = Morris_Measure_Groups(NumFact, Sample, Output, p,
% Each column represents one group.
% The element of each column are zero if the factor is not in the
% group. Otherwise it is 1.
%
% Sample := Matrix of the Morris sampled trajectories
%
% Output := Matrix of the output(s) values in correspondence of each point
% of each trajectory
%
% k = Number of factors
% -------------------------------------------------------------------------
% OUTPUTS
......@@ -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
% -------------------------------------------------------------------------
% 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,
disp(' ')
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)
%
% F. Campolongo, J. Cariboni, JRC - IPSC Ispra, Varese, IT
% 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
sizea = k;
......
matlab/gsa/cumplot.m
View file @ f13615c9
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);
x=[-inf; sort(x); Inf];
......
matlab/gsa/dat_fil_.m
View file @ f13615c9
function c = dat_fil_(data_file);
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% 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:
% 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
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)
% copyright Marco Ratto 2006
% inputs (from opt_gsa structure)
% vvarvecm = options_gsa_.var_rmse;
% loadSA = options_gsa_.load_rmse;
......@@ -10,21 +9,29 @@ function [rmse_MC, ixx] = filt_mc_(OutDir,data_info)
% istart = options_gsa_.istart_rmse;
% alphaPC = 0.5;
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% 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:
% 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_
......
matlab/gsa/ghx2transition.m
View file @ f13615c9
function [A,B] = ghx2transition(mm,iv,ic,aux)
% [A,B] = ghx2transition(mm,iv,ic,aux)
%
% 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
% Adapted by M. Ratto (from kalman_transition_matrix.m)
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% 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:
% 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_
......
matlab/gsa/gsa_plotmatrix.m
View file @ f13615c9
......@@ -2,7 +2,7 @@ function gsa_plotmatrix(type,varargin)
% function gsa_plotmatrix(type,varargin)
% extended version of the standard MATLAB plotmatrix
% Copyright (C) 2011-2011 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%
......
matlab/gsa/gsa_skewness.m
View file @ f13615c9
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);
% s=mean(y.^3);
m2=mean((y-mean(y)).^2);
......
matlab/gsa/gsa_speed.m
View file @ f13615c9
function [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, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% 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:
% 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);
nstate= size(A,1);
......
matlab/gsa/log_trans_.m
View file @ f13615c9
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,
xdir0='';
end
......
matlab/gsa/map_ident_.m
View file @ f13615c9
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_
opt_gsa = options_.opt_gsa;
......
matlab/gsa/mc_moments.m
View file @ f13615c9
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_
[nr1, nc1, nsam] = size(mm);
......
matlab/gsa/myboxplot.m
View file @ f13615c9
function 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
if nargin < 5 | isempty(maxwhisker), maxwhisker = 1.5; end
if nargin < 4 | isempty(vertical), vertical = 1; end
......
matlab/gsa/myprctilecol.m
View file @ f13615c9
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);
[m,n] = size(x);
......
matlab/gsa/prior_draw_gsa.m
View file @ f13615c9
......@@ -17,22 +17,30 @@ function pdraw = prior_draw_gsa(init,rdraw)
% SPECIAL REQUIREMENTS
% MATLAB Statistics Toolbox
%
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% 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:
% 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 bayestopt_
......
matlab/gsa/priorcdf.m
View file @ f13615c9
......@@ -8,6 +8,23 @@ function [xcum] = priorcdf(para, pshape, p6, p7, p3, p4)
% 5 is UNIFORM [p1,p2]
% Adapted by M. Ratto from MJ priordens.m
% 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/>.
nprio = length(pshape);
i = 1;
......
matlab/gsa/read_data.m
View file @ f13615c9
function [gend, data] = read_data
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% 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:
% 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 options_ bayestopt_
......
matlab/gsa/redform_map.m
View file @ f13615c9
......@@ -11,21 +11,31 @@ function redform_map(dirname)
% ksstat = options_gsa_.ksstat_redform;
% alpha2 = options_gsa_.alpha2_redform;
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% 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:
% 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_ oo_ estim_params_ options_ bayestopt_
......
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