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add variance to prior statement, remove stdev from another prior statement

time-shift
Houtan Bastani 2013-08-06 16:41:13 -04:00 committed by Michel Juillard
parent c21b7d9b34
commit 5c1488fe23
1 changed files with 8 additions and 8 deletions
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16
tests/ms-dsge/test_ms_dsge.mod
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@ -23,14 +23,14 @@ b = tau*a(-1)+rho*b(-1) + u;
end;
markov_switching(chain=1, number_of_regimes=2, duration=2.5, parameters=[alpha, delta, theta], number_of_lags=1);
alpha.prior(shape=gamma, mean=3.22);
rho.prior(shape=uniform, mean=322,variance=2^.33,domain=[0.36 , 0.88]);
std(e).prior(shape=beta,mean=0.3,variance=0.1^2,domain=[-0.1 006]);
std(y).prior(shape=beta,mean=0.3,variance=0.1^2,domain=[01 4]);
std(c).prior(shape=beta,mean=0.3,variance=0.1^2,stdev=0.2);
corr(y,c).prior(shape=beta,mean=0.3,variance=0.1^2,mode=33);
corr(b,c).prior(shape=beta,mean=0.3,variance=0.1^2);
corr(e,u).prior(shape=beta,mean=0.3,variance=0.1^2);
alpha.prior (shape=gamma, mean=3.22, variance=0.1^2);
rho.prior (shape=uniform, mean=322, variance=2^.33, domain=[0.36, 0.88]);
std(e).prior (shape=beta, mean=0.3, variance=0.1^2, domain=[-0.1 006]);
std(y).prior (shape=beta, mean=0.3, variance=0.1^2, domain=[01 4]);
std(c).prior (shape=beta, mean=0.3, variance=0.1^2);
corr(y,c).prior(shape=beta, mean=0.3, variance=0.1^2, mode=33);
corr(b,c).prior(shape=beta, mean=0.3, variance=0.1^2);
corr(e,u).prior(shape=beta, mean=0.3, variance=0.1^2);
alpha.options(init=1);
rho.options(init=1);
beta.options(init=0.2);