commit
16f95ff825
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@ -156,8 +156,8 @@ stderr e_a, inv_gamma_pdf, 0.035449, inf;
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stderr e_m, inv_gamma_pdf, 0.008862, inf;
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corr e_m, e_a, normal_pdf, 0, 0.2;
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stderr gp_obs, inv_gamma_pdf, 0.001, inf;
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//stderr gy_obs, inv_gamma_pdf, 0.001, inf;
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//corr gp_obs, gy_obs,normal_pdf, 0, 0.2;
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stderr gy_obs, inv_gamma_pdf, 0.001, inf;
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corr gp_obs, gy_obs,normal_pdf, 0, 0.2;
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end;
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estimation(mode_compute=9,order=1,datafile='../fs2000/fsdat_simul',mode_check,smoother,filter_decomposition,mh_replic=4000, mh_nblocks=1, mh_jscale=0.8,forecast = 8,bayesian_irf,filtered_vars,filter_step_ahead=[1,3],irf=20,moments_varendo,contemporaneous_correlation) m P c e W R k d y;
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@ -99,7 +99,7 @@ if oo_.Model_Comparison.fs2000.Posterior_Model_Probability < oo_.Model_Compariso
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end
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oo_laplace=oo_;
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model_comparison (marginal_density=modifiedharmonicmean) fs2000(0.5) fs2000_initialize_from_calib(0.75);
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if abs(oo_laplace.Model_Comparison.fs2000.Log_Marginal_Density-oo_.Model_Comparison.fs2000.Log_Marginal_Density)>0.1
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if abs(oo_laplace.Model_Comparison.fs2000.Log_Marginal_Density-oo_.Model_Comparison.fs2000.Log_Marginal_Density)>0.2
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error('Laplace and Harmonic Mean do not match')
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end
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model_comparison (marginal_density=modifiedharmonicmean) fs2000(0) fs2000_initialize_from_calib(1);
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