Update testsuite script for gsa.

tests/gsa/ls2003.mod

@@ -67,13 +67,10 @@ disp('NOW I DO STABILITY MAPPING and prepare sample for Reduced form Mapping');
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
 
-dynare_sensitivity(redform=1, //create sample of reduced form coefficients
-alpha2_stab=0.4,
-ksstat=0);
+dynare_sensitivity(redform=1); //create sample of reduced form coefficients
 // NOTE: since namendo is emppty by default, 
 // this call does not perform the mapping of reduced form coefficient: just prepares the sample
 
-/*
 disp(' ');
 disp('ANALYSIS OF REDUCED FORM COEFFICIENTS');
 disp(' ');
@@ -81,25 +78,23 @@ disp('Press ENTER to continue'); pause(5);
 
 dynare_sensitivity(load_stab=1,  // loead previously generated sample analysed for stability
 redform=1,  // do the reduced form mapping
-logtrans_redform=1,  // estimate log-transformed reduced form coefficients (default=0)
+threshold_redform=[-1 0],  // filter reduced form coefficients (default=[])
 namendo=(pie,R),  // evaluate relationships for pie and R (namendo=(:) for all variables)
 namexo=(e_R),     // evaluate relationships with exogenous e_R (use namexo=(:) for all shocks)
 namlagendo=(R),   // evaluate relationships with lagged R (use namlagendo=(:) for all lagged endogenous)
 stab=0 // don't repeat again the stability mapping
 );
-*/
+
 
 disp(' ');
 disp('THE PREVIOUS TWO CALLS COULD BE DONE TOGETHER');
 disp('BY USING THE COMBINED CALL');
 disp(' ');
-disp('dynare_sensitivity(alpha2_stab=0.4, ksstat=0, redform=1,')
-disp('logtrans_redform=1, namendo=(pie,R), namexo=(e_R), namlagendo=(R));')
+disp('dynare_sensitivity(redform=1,')
+disp('threshold_redform=[-1 0], namendo=(pie,R), namexo=(e_R), namlagendo=(R));')
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
 //dynare_sensitivity(
-//alpha2_stab=0.4,
-//ksstat=0,
 //redform=1, //create sample of reduced form coefficients
 //logtrans_redform=1,  // estimate log-transformed reduced form coefficients (default=0)
 //namendo=(pie,R),  // evaluate relationships for pie and R (namendo=(:) for all variables)
@@ -117,27 +112,20 @@ dynare_sensitivity(datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, // also pr
 load_stab=1,     // load prior sample
 istart_rmse=2,   //start computing rmse from second observation (i.e. rmse does not inlude initial big error)
 stab=0,          // don't  plot again stability analysis results
-rmse=1,          // do rmse analysis
-pfilt_rmse=0.1,  // filtering criterion, i.e. filter the best 10 percent rmse's
-alpha2_rmse=0.3, // critical value for correlations in the rmse filterting analysis: 
-                 // if ==1, means no corrleation analysis done
-alpha_rmse=1     // critical value for smirnov statistics of filtered samples
-                 // if ==1, no smornov analysis is done
+rmse=1          // do rmse analysis
 );
 
 disp(' ');
 disp('THE PREVIOUS THREE CALLS COULD BE DONE TOGETHER');
 disp('BY USING THE COMBINED CALL');
 disp(' ');
-disp('dynare_sensitivity(alpha2_stab=0.4, ksstat=0, redform=1,')
+disp('dynare_sensitivity(redform=1,')
 disp('logtrans_redform=1, namendo=(pie,R), namexo=(e_R), namlagendo=(R),')   
 disp('datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,')
-disp('istart_rmse=2, rmse=1, pfilt_rmse=0.1, alpha2_rmse=0.3, alpha_rmse=1);')
+disp('istart_rmse=2, rmse=1);')
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
 //dynare_sensitivity(
-//alpha2_stab=0.4,
-//ksstat=0,
 //redform=1, //create sample of reduced form coefficients
 //logtrans_redform=1,  // estimate log-transformed reduced form coefficients (default=0)
 //namendo=(pie,R),  // evaluate relationships for pie and R (namendo=(:) for all variables)
@@ -146,11 +134,6 @@ disp('Press ENTER to continue'); pause(5);
 //datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, 
 //istart_rmse=2,   //start computing rmse from second observation (i.e. rmse does not inlude initial big error)
 //rmse=1,          // do rmse analysis
-//pfilt_rmse=0.1,  // filtering criterion, i.e. filter the best 10 percent rmse's
-//alpha2_rmse=0.3, // critical value for correlations in the rmse filterting analysis: 
-//                 // if ==1, means no corrleation analysis done
-//alpha_rmse=1     // critical value for smirnov statistics of filtered samples
-//                 // if ==1, no smirnov sensitivity analysis is done
 //);
 
 
@@ -178,10 +161,10 @@ disp('Typical for ML estimation, also feasible for posterior mode');
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
 
-dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,neighborhood_width=0.2,
+dynare_sensitivity(pprior=0,Nsam=2048,neighborhood_width=0.2,
 mode_file=ls2003_mode,  // specifies the mode file where the mode and Hessian are stored
 datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
-rmse=1, alpha2_rmse=1, alpha_rmse=1);
+rmse=1);
 
 disp(' ');
 disp('WE DO STABILITY MAPPING AGAIN, BUT FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE (or ML) and Hessian (pprior=0 & ppost=0)');
@@ -189,7 +172,7 @@ disp('Typical for ML estimation, also feasible for posterior mode');
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
 
-dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,
+dynare_sensitivity(pprior=0,Nsam=2048,
 mode_file=ls2003_mode  // specifies the mode file where the mode and Hessian are stored
 );
 
@@ -203,8 +186,8 @@ datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
 pprior=0,
 stab=0,
 rmse=1,
-alpha2_rmse=1, // no correlation analysis
-alpha_rmse=1  // no Smirnov sensitivity analysis
+alpha2_rmse=0, // no correlation analysis
+alpha_rmse=0  // no Smirnov sensitivity analysis
 );
 
 disp(' ');
@@ -213,14 +196,14 @@ disp('BY USING THE COMBINED CALL');
 disp(' ');
 disp('dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode,')
 disp('datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,')
-disp('rmse=1, alpha2_rmse=1, alpha_rmse=1);')
+disp('rmse=1, alpha2_rmse=0, alpha_rmse=0);')
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
 //dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode,
 //datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
 //rmse=1,
-//alpha2_rmse=1, // no correlation analysis
-//alpha_rmse=1  // no Smirnov sensitivity analysis
+//alpha2_rmse=0, // no correlation analysis
+//alpha_rmse=0  // no Smirnov sensitivity analysis
 //);
 
 disp(' ');
@@ -231,5 +214,5 @@ disp('Press ENTER to continue'); pause(5);
 //  prefilter=1,mh_jscale=0.5,mh_replic=0, mode_compute=0, nograph, mh_drop=0.6);
 
 dynare_sensitivity(stab=0, // no need for stability analysis since the posterior sample is surely OK
-rmse=1,ppost=1,alpha2_rmse=1,alpha_rmse=1);
+rmse=1,ppost=1);