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Frédéric Karamé
dynare
Commits
01702de0
Commit
01702de0
authored
13 years ago
by
Marco Ratto
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updated with new syntax: lik_init, pvalue_ks, pvalue_corr;
some provisions for octave;
parent
ba414b22
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matlab/dynare_sensitivity.m
+21
-2
21 additions, 2 deletions
matlab/dynare_sensitivity.m
with
21 additions
and
2 deletions
matlab/dynare_sensitivity.m
+
21
−
2
View file @
01702de0
...
...
@@ -24,6 +24,9 @@ function x0=dynare_sensitivity(options_gsa)
global
M_
options_
oo_
bayestopt_
estim_params_
fname_
=
M_
.
fname
;
if
~
isfield
(
M_
,
'dname'
),
M_
.
dname
=
M_
.
fname
;
end
lgy_
=
M_
.
endo_names
;
x0
=
[];
...
...
@@ -54,10 +57,13 @@ if ~isempty(options_gsa.datafile) || isempty(bayestopt_),
if
isfield
(
options_gsa
,
'loglinear'
),
options_
.
loglinear
=
options_gsa
.
loglinear
;
end
if
isfield
(
options_gsa
,
'lik_init'
),
options_
.
lik_init
=
options_gsa
.
lik_init
;
end
options_
.
mode_compute
=
0
;
options_
.
filtered_vars
=
1
;
options_
.
plot_priors
=
0
;
[
data
,
rawdata
,
xparam1
,
data_info
]
=
dynare_estimation_init
(
[]
,
fname_
,
1
);
[
data
,
rawdata
,
xparam1
,
data_info
]
=
dynare_estimation_init
(
M_
.
endo_names
,
fname_
,
1
);
% computes a first linear solution to set up various variables
else
if
isempty
(
options_
.
qz_criterium
)
...
...
@@ -109,6 +115,8 @@ options_gsa = set_default_option(options_gsa,'load_rmse',0);
options_gsa
=
set_default_option
(
options_gsa
,
'load_stab'
,
0
);
options_gsa
=
set_default_option
(
options_gsa
,
'alpha2_stab'
,
0.3
);
options_gsa
=
set_default_option
(
options_gsa
,
'ksstat'
,
0.1
);
options_gsa
=
set_default_option
(
options_gsa
,
'pvalue_ks'
,
0.001
);
options_gsa
=
set_default_option
(
options_gsa
,
'pvalue_corr'
,
0.001
);
%options_gsa = set_default_option(options_gsa,'load_mh',0);
if
options_gsa
.
redform
,
...
...
@@ -157,7 +165,7 @@ options_.opt_gsa = options_gsa;
if
(
options_gsa
.
load_stab
||
options_gsa
.
load_rmse
||
options_gsa
.
load_redform
)
...
&&
options_gsa
.
pprior
,
filetoload
=
[
OutputDirectoryName
'/'
fname_
'_prior.mat'
];
if
isempty
(
ls
(
filetoload
)
)
,
if
~
exist
(
filetoload
),
disp
([
filetoload
,
' not found!'
])
disp
([
'You asked to load a non existent analysis'
])
%options_gsa.load_stab=0;
...
...
@@ -245,6 +253,17 @@ if options_gsa.rmse,
else
a
=
whos
(
'-file'
,[
OutputDirectoryName
,
'/'
,
fname_
,
'_mc'
],
'logpo2'
);
end
if
exist
(
'OCTAVE_VERSION'
),
aflag
=
0
;
for
ja
=
1
:
length
(
a
),
aflag
=
aflag
+
strcmp
(
'logpo2'
,
a
(
ja
)
.
name
);
end
if
aflag
==
0
,
a
=
[];
else
a
=
1
;
end
end
if
isempty
(
a
),
% dynare_MC([],OutputDirectoryName,data,rawdata,data_info);
prior_posterior_statistics
(
'gsa'
,
data
,
data_info
.
gend
,
data_info
.
data_index
,
data_info
.
missing_value
);
...
...
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