error in RMSE analysis of dynare_sensitivity

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error in RMSE analysis of dynare_sensitivity

Postby anitazhang » Sun Aug 02, 2015 2:57 pm

Hi,

I am using the dynare_sensitivity command to do the RMSE analysis for the posterior sample obtained by DYNARE's Metropolis procedure (ppost = 1). When I choose morris = 2, I get the message
Code: Select all
Error using save
Variable 'rmse_mode' not found.

Error in filt_mc_ (line 211)
        save([OutDir,filesep,fnamtmp,'.mat'], 'x', 'logpo2', 'likelihood', 'rmse_MC',
        'rmse_mode','rmse_pmean', 'r2_MC', 'r2_mode','r2_pmean')

Error in dynare_sensitivity (line 369)
    filt_mc_(OutputDirectoryName,options_gsa,dataset_);

When I choose morris = 1, I get the message but nothing else.
Code: Select all
All parameter values in the specified ranges give unique saddle-path solution!

So I am wonder which value should the option morris be? if both are okay, what's wrong when morris = 2? And when morris =1, as it seems nothing goes wrong, should it generate some figures as the output? Besides, is there any example for RMSE analysi with ppost = 1 to study? Attached is a simple NK model that demonstrate those messages and the data.
Attachments
data.zip
data file. zipped because the mat extension is not allowed
(1.1 KiB) Downloaded 119 times
nk_est.mod
(1.37 KiB) Downloaded 118 times
anitazhang
 
Posts: 35
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Re: error in RMSE analysis of dynare_sensitivity

Postby jpfeifer » Thu Aug 06, 2015 10:16 am

We are looking into the issue and will keep you udpated.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany


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