From 5c1488fe23e7ed1c4195c4f35cf2b224e3a806b4 Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Tue, 6 Aug 2013 16:41:13 -0400 Subject: [PATCH] add variance to prior statement, remove stdev from another prior statement --- tests/ms-dsge/test_ms_dsge.mod | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/tests/ms-dsge/test_ms_dsge.mod b/tests/ms-dsge/test_ms_dsge.mod index 9e8ff10f6..e11715b3e 100644 --- a/tests/ms-dsge/test_ms_dsge.mod +++ b/tests/ms-dsge/test_ms_dsge.mod @@ -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);