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Manual: document that typically Bayesian names are used even if ML is done 

(@stepan removed trailing whitepaces)
mr#1899
Johannes Pfeifer 2021-08-14 22:21:34 +02:00 committed by Stéphane Adjemian (Charybdis)
parent 89b6ecf900
commit 64b9e4c4af
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 19 additions and 13 deletions
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doc/manual/source/the-model-file.rst
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@ -5401,6 +5401,16 @@ block decomposition of the model (see :opt:`block`).
so that the sequence of proposals will be different across different runs.
Finally, Dynare does not always properly distinguish between maximum
likelihood and Bayesian estimation in its field names. While there is
an important conceptual distinction between frequentist confidence intervals
and Bayesian highest posterior density intervals (HPDI) as well as between
posterior density and likelilhood, Dynare sometimes uses the Bayesian
terms as a stand-in in its display of maximum likelihood results. An
example is the storage of the output of the ``forecast``-option of
``estimation`` with ML, which will use ``HPDinf/HPDsup`` to denote
the confidence interval.
*Algorithms*
The Monte Carlo Markov Chain (MCMC) diagnostics are generated by
@ -9617,7 +9627,7 @@ the :comm:`bvar_forecast` command.
Variable set by the ``forecast`` command, or by the
``estimation`` command if used with the ``forecast`` option
and if no Metropolis-Hastings has been computed (in that case,
and ML or if no Metropolis-Hastings has been computed (in that case,
the forecast is computed for the posterior mode). Fields are
of the form::
@ -9629,38 +9639,34 @@ the :comm:`bvar_forecast` command.
Lower bound of a 90% HPD interval [#f8]_ of forecast
due to parameter uncertainty, but ignoring the effect
of measurement error on observed variables.
of measurement error on observed variables. In case of ML,
it stores the lower bound of the confidence interval.
``HPDsup``
Upper bound of a 90% HPD forecast interval due to
parameter uncertainty, but ignoring the effect of
measurement error on observed variables.
measurement error on observed variables. In case of ML,
it stores the upper bound of the confidence interval.
``HPDinf_ME``
Lower bound of a 90% HPD interval [#f9]_ of forecast
for observed variables due to parameter uncertainty
and measurement error.
and measurement error. In case of ML,
it stores the lower bound of the confidence interval.
``HPDsup_ME``
Upper bound of a 90% HPD interval of forecast for
observed variables due to parameter uncertainty and
measurement error.
measurement error. In case of ML,
it stores the upper bound of the confidence interval.
``Mean``
Mean of the posterior distribution of forecasts.
``Median``
Median of the posterior distribution of forecasts.
``Std``
Standard deviation of the posterior distribution of forecasts.
.. matvar:: oo_.PointForecast
Set by the ``estimation`` command, if it is used with the