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