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fs2000: remove asymptote in prior for rho, which caused corner solutions

kalman-mex
Johannes Pfeifer 2023-09-06 14:31:20 +02:00
parent 552e6575cc
commit 1f723ebd7e
56 changed files with 56 additions and 56 deletions
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2
tests/TeX/fs2000_corr_ME.mod
View File

@ -154,7 +154,7 @@ stderr gy_obs, 1;
corr gp_obs, gy_obs,0;
end;
estimation(order=1,datafile='../fs2000/fsdat_simul',brooks_gelman_plotrows=4, mode_check,smoother,filter_covariance,filter_decomposition,forecast = 8,filtered_vars,filter_step_ahead=[1,3],irf=20,contemporaneous_correlation) m P c e W R k d y gy_obs;
estimation(order=1,mode_compute=4,datafile='../fs2000/fsdat_simul',brooks_gelman_plotrows=4, mode_check,smoother,filter_covariance,filter_decomposition,forecast = 8,filtered_vars,filter_step_ahead=[1,3],irf=20,contemporaneous_correlation) m P c e W R k d y gy_obs;

2
tests/conditional_forecasts/2/fs2000_est.mod
View File

@ -95,7 +95,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/dates/fs2000.mod
View File

@ -68,7 +68,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/MH_recover/fs2000.common.inc
View File

@ -105,7 +105,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/TaRB/fs2000_tarb.mod
View File

@ -105,7 +105,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/conditional-likelihood/1/fs2000_estimation_conditional.mod
View File

@ -69,7 +69,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/conditional-likelihood/1/fs2000_estimation_exact.mod
View File

@ -69,7 +69,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/fs2000.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007,1.0002-3*0.007,1.0002+3*0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/fs2000_MCMC_jumping_covariance.mod
View File

@ -70,7 +70,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, .1;

2
tests/estimation/fs2000_estimated_params_remove.mod
View File

@ -83,7 +83,7 @@ corr e_a, e_m;
end;
estimated_params;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/fs2000_fast.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/fs2000_init_from_previous.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/fs2000_initialize_from_calib.mod
View File

@ -72,7 +72,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, normal_pdf, 2, 1;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, normal_pdf, 0.129, 0.223;
rho, normal_pdf, 0.129, 0.005;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/fs2000_with_weibull_prior.mod
View File

@ -70,7 +70,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, weibull_pdf, 0.035449, 25;

2
tests/estimation/independent_mh/fs2000_independent_mh.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/no_init_estimation_check_first_obs/fs2000_init_check.mod
View File

@ -61,7 +61,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/no_init_estimation_check_first_obs/fs2000_init_check_XFAIL.mod
View File

@ -61,7 +61,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/no_init_estimation_check_first_obs/fs2000_init_check_XFAIL2.mod
View File

@ -61,7 +61,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/slice/fs2000_slice.mod
View File

@ -70,7 +70,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/estimation/t_proposal/fs2000_student.mod
View File

@ -105,7 +105,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/filter_step_ahead/fs2000_filter_step_ahead_bayesian.mod
View File

@ -105,7 +105,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/fs2000/fs2000.mod
View File

@ -61,7 +61,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/fs2000/fs2000_data.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/fs2000/fs2000_dseries_a.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/fs2000/fs2000_dseries_b.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/fs2000/fs2000_missing_data.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/fs2000/fs2000_particle.mod
View File

@ -70,7 +70,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/fs2000/fs2000_sd.mod
View File

@ -70,7 +70,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/fs2000/fs2000a.mod
View File

@ -73,7 +73,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
//rho, beta_pdf, 0.129, 0.223;
//rho, beta_pdf, 0.129, 0.05;
rho, beta_pdf, 0.129, 0.1;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;

2
tests/gradient/fs2000_numgrad_13.mod
View File

@ -68,7 +68,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/gradient/fs2000_numgrad_15.mod
View File

@ -68,7 +68,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/gradient/fs2000_numgrad_2.mod
View File

@ -68,7 +68,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/gradient/fs2000_numgrad_3.mod
View File

@ -68,7 +68,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/gradient/fs2000_numgrad_5.mod
View File

@ -68,7 +68,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman/block/fs2000.mod
View File

@ -70,7 +70,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman/block/fs2000_missing_data.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman/lyapunov/fs2000_lyap.mod
View File

@ -105,7 +105,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_filter_fast/fs2000_a0.mod
View File

@ -67,7 +67,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_filter_fast/fs2000_a1.mod
View File

@ -67,7 +67,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_filter_smoother/check_variable_dimensions/fs2000.mod
View File

@ -105,7 +105,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_filter_smoother/compare_results_simulation/fs2000.mod
View File

@ -105,7 +105,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_filter_smoother/compare_results_simulation/fs2000_loglinear.mod
View File

@ -122,7 +122,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_filter_smoother/fs2000.mod
View File

@ -70,7 +70,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_filter_smoother/fs2000_1.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_filter_smoother/fs2000_2.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_filter_smoother/fs2000a.mod
View File

@ -75,7 +75,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_initial_state/fs2000_kalman_initial.mod
View File

@ -5,7 +5,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_initial_state/fs2000_kalman_initial_2_lag.mod
View File

@ -67,7 +67,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/kalman_initial_state/fs2000_kalman_initial_xfail.mod
View File

@ -5,7 +5,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod
View File

@ -128,6 +128,6 @@ stderr gp_obs, inv_gamma_pdf, 0.001, inf;
//corr gp_obs, gy_obs,normal_pdf, 0, 0.2;
end;
estimation(mode_compute=9,order=1,datafile=fsdat_simul,mode_check,smoother,filter_decomposition,mh_replic=2000, mh_nblocks=1, mh_jscale=0.8,forecast = 8,bayesian_irf,filtered_vars,filter_step_ahead=[1,3],irf=20) m P c e W R k d y;
estimation(mode_compute=5,order=1,datafile=fsdat_simul,mode_check,smoother,filter_decomposition,mh_replic=2000, mh_nblocks=1, mh_jscale=0.8,forecast = 8,bayesian_irf,filtered_vars,filter_step_ahead=[1,3],irf=20) m P c e W R k d y;
shock_decomposition y W R;
//identification(advanced=1,max_dim_cova_group=3,prior_mc=250);

2
tests/prior_posterior_function/fs2000_prior_posterior_function.mod
View File

@ -105,7 +105,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/shock_decomposition/fs2000_est.mod
View File

@ -69,7 +69,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/shock_decomposition/fs2000_est_varlist.mod
View File

@ -69,7 +69,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/smoother2histval/fs2000_smooth.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/smoother2histval/fs2000_smooth_ML.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;

2
tests/smoother2histval/fs2000_smooth_stoch_simul.mod
View File

@ -71,7 +71,7 @@ alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;