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Minje Jeon
dynare
Commits
186d973c
Commit
186d973c
authored
12 years ago
by
Marco Ratto
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use of nodisplay in all sensitivity calls
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0494b92e
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tests/gsa/ls2003.mod
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tests/gsa/ls2003.mod
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186d973c
...
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@@ -67,8 +67,8 @@ 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
// NOTE: since namendo is emp
p
ty by default,
dynare_sensitivity(redform=1
,nodisplay, graph_format=fig
); //create sample of reduced form coefficients
// NOTE: since namendo is empty by default,
// this call does not perform the mapping of reduced form coefficient: just prepares the sample
disp(' ');
...
...
@@ -76,7 +76,7 @@ disp('ANALYSIS OF REDUCED FORM COEFFICIENTS');
disp(' ');
disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(load_stab=1, // loead previously generated sample analysed for stability
dynare_sensitivity(
nodisplay, graph_format=fig,
load_stab=1, // loead previously generated sample analysed for stability
redform=1, // do the reduced form mapping
threshold_redform=[-1 0], // filter reduced form coefficients (default=[])
namendo=(pie,R), // evaluate relationships for pie and R (namendo=(:) for all variables)
...
...
@@ -108,7 +108,7 @@ disp(' ');
disp('MC FILTERING(rmse=1), TO MAP THE FIT FROM PRIORS');
disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, // also presample=2,loglinear, are admissible
dynare_sensitivity(
nodisplay, graph_format=fig,
datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, // also presample=2,loglinear, are admissible
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
...
...
@@ -145,7 +145,7 @@ disp('Press ENTER to continue'); pause(5);
// run this to generate posterior mode and Metropolis files if not yet done
estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2,
prefilter=1,mh_jscale=0.5,mh_replic=5000, mode_compute=4, mh_drop=0.6, nodisplay,
prefilter=1,mh_jscale=0.5,mh_replic=5000, mode_compute=4, mh_drop=0.6, nodisplay,
graph_format=fig,
bayesian_irf, filtered_vars, smoother) y_obs R_obs pie_obs dq de;
...
...
@@ -161,7 +161,7 @@ disp('Typical for ML estimation, also feasible for posterior mode');
disp(' ');
disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(pprior=0,Nsam=2048,neighborhood_width=0.2,
dynare_sensitivity(
nodisplay, graph_format=fig,
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);
...
...
@@ -172,7 +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,
dynare_sensitivity(
nodisplay, graph_format=fig,
pprior=0,Nsam=2048,
mode_file=ls2003_mode // specifies the mode file where the mode and Hessian are stored
);
...
...
@@ -181,7 +181,7 @@ disp(' ');
disp('RMSE ANALYSIS FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE');
disp(' ');
disp('Press ENTER to continue'); pause(5);
dynare_sensitivity(mode_file=ls2003_mode,
dynare_sensitivity(
nodisplay, graph_format=fig,
mode_file=ls2003_mode,
datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
pprior=0,
stab=0,
...
...
@@ -213,6 +213,6 @@ disp('Press ENTER to continue'); pause(5);
//estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2, mode_file=ls2003_mode, load_mh_file,
// prefilter=1,mh_jscale=0.5,mh_replic=0, mode_compute=0, mh_drop=0.6);
dynare_sensitivity(stab=0, // no need for stability analysis since the posterior sample is surely OK
dynare_sensitivity(
nodisplay, graph_format=fig,
stab=0, // no need for stability analysis since the posterior sample is surely OK
rmse=1,ppost=1);
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