Document prior moments(distribution) option
parent
68d3852cbf
commit
6460a3a1e5
|
@ -14773,6 +14773,13 @@ Computes and displays first and second order moments of the endogenous
|
|||
variables at the prior mode (considering the linearized version of the
|
||||
model).
|
||||
|
||||
@item moments(distribution)
|
||||
Computes and displays the prior mean and prior standard deviation of the
|
||||
first and second moments of the endogenous variables (considering the
|
||||
linearized version of the model) by randomly sampling from the prior.
|
||||
The results will also be stored in the @code{prior} subfolder in a
|
||||
@code{_endogenous_variables_prior_draws.mat} file.
|
||||
|
||||
@item optimize
|
||||
Optimizes the prior density (starting from a random initial guess). The
|
||||
parameters such that the steady state does not exist or does not satisfy
|
||||
|
|
|
@ -3,7 +3,7 @@ function varargout = prior(varargin)
|
|||
% Computes various prior statistics and display them in the command window.
|
||||
%
|
||||
% INPUTS
|
||||
% 'table', 'moments', 'optimize', 'simulate', 'plot'
|
||||
% 'table', 'moments', 'optimize', 'simulate', 'plot', 'moments(distribution)'
|
||||
%
|
||||
% OUTPUTS
|
||||
% none
|
||||
|
@ -11,7 +11,7 @@ function varargout = prior(varargin)
|
|||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
|
||||
% Copyright (C) 2015-2017 Dynare Team
|
||||
% Copyright (C) 2015-2018 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
|
|
@ -1,7 +1,18 @@
|
|||
function print_moments_implied_prior(ModelInfo, mm, vm, mv, vv)
|
||||
|
||||
%function print_moments_implied_prior(ModelInfo, mm, vm, mv, vv)
|
||||
% This routine prints in the command window some descriptive statistics
|
||||
% about the endogenous variables implied prior moments.
|
||||
% Inputs:
|
||||
% - ModelInfo [structure] Dynare's model structure
|
||||
% - mm [endo_nbr*1] mean first moments of the endogenous
|
||||
% variables
|
||||
% - vm [endo_nbr*1] variance of the first moments of the
|
||||
% endogenous variables
|
||||
% - mv [endo_nbr*endo_nbr] mean first moments of the endogenous
|
||||
% variables
|
||||
% - vv [endo_nbr] variance of the first moments of the
|
||||
% endogenous variables
|
||||
|
||||
|
||||
% Copyright (C) 2016-2018 Dynare Team
|
||||
%
|
||||
|
@ -45,7 +56,7 @@ skipline(2)
|
|||
disp(TT)
|
||||
skipline(2)
|
||||
|
||||
disp('(Implied) Prior moments of the endogenous variables'' variance')
|
||||
disp('(Implied) Prior moments of the endogenous variables'' (co)variance')
|
||||
disp(printline(61, '-'))
|
||||
|
||||
T1a = 'VARIABLE-1';
|
||||
|
|
Loading…
Reference in New Issue