From ab5b922e462471bf6daee611d16465719c5f5c7d Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@jrc.ec.europa.eu>
Date: Tue, 30 Apr 2013 11:41:13 +0200
Subject: [PATCH] -) fixed bug introduced in commit 66527df; -) estimation
options for data set must be given also when ppost=1 (fix in testsuite);
---
matlab/dynare_sensitivity.m | 11 +++++++++--
tests/gsa/ls2003.mod | 1 +
2 files changed, 10 insertions(+), 2 deletions(-)
diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m
index e96d4b715d..2ce58ee2c4 100644
--- a/matlab/dynare_sensitivity.m
+++ b/matlab/dynare_sensitivity.m
@@ -31,6 +31,7 @@ lgy_ = M_.endo_names;
x0=[];
options_gsa = set_default_option(options_gsa,'datafile',[]);
+options_gsa = set_default_option(options_gsa,'rmse',0);
if isfield(options_gsa,'nograph'),
options_.nograph=options_gsa.nograph;
end
@@ -46,7 +47,14 @@ end
options_.order = 1;
-if ~isempty(options_gsa.datafile) || isempty(bayestopt_),
+if ~isempty(options_gsa.datafile) || isempty(bayestopt_) || options_gsa.rmse,
+ if isempty(options_gsa.datafile) && options_gsa.rmse,
+ disp('The data file and all relevant estimation options ')
+ disp('[first_obs, nobs, presample, prefilter, loglinear, lik_init, kalman_algo, ...]')
+ disp('must be specified for RMSE analysis!');
+ error('Sensitivity anaysis error!');
+ end
+
options_.datafile = options_gsa.datafile;
if isfield(options_gsa,'first_obs'),
options_.first_obs=options_gsa.first_obs;
@@ -142,7 +150,6 @@ options_gsa = set_default_option(options_gsa,'namendo',[]);
options_gsa = set_default_option(options_gsa,'namlagendo',[]);
options_gsa = set_default_option(options_gsa,'namexo',[]);
% RMSE mapping
-options_gsa = set_default_option(options_gsa,'rmse',0);
options_gsa = set_default_option(options_gsa,'lik_only',0);
options_gsa = set_default_option(options_gsa,'var_rmse',options_.varobs);
options_gsa = set_default_option(options_gsa,'pfilt_rmse',0.1);
diff --git a/tests/gsa/ls2003.mod b/tests/gsa/ls2003.mod
index 44c55420b4..aabb1d8d3a 100644
--- a/tests/gsa/ls2003.mod
+++ b/tests/gsa/ls2003.mod
@@ -214,5 +214,6 @@ disp('Press ENTER to continue'); pause(5);
// prefilter=1,mh_jscale=0.5,mh_replic=0, mode_compute=0, mh_drop=0.6);
dynare_sensitivity(nodisplay, graph_format=fig,stab=0, // no need for stability analysis since the posterior sample is surely OK
+datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
rmse=1,ppost=1);
--
GitLab