Added a description of --burn <num> option.
parent
b05c7356ee
commit
ee4fd757d9
|
@ -10,7 +10,7 @@
|
|||
|
||||
\author{Ondra Kamen\'\i k}
|
||||
|
||||
\date{January 2011}
|
||||
\date{February 2011}
|
||||
\maketitle
|
||||
|
||||
\tableofcontents
|
||||
|
@ -950,8 +950,17 @@ The options are as follows:
|
|||
exits.
|
||||
|
||||
\item[\desc{\tt --per \it num}] This sets a number of simulated
|
||||
periods to {\it num}. This number is used when calculating
|
||||
unconditional mean and covariance and for IRFs. Default is 100.
|
||||
periods to {\it num} in addition to the burn-in periods. This number
|
||||
is used when calculating unconditional mean and covariance and for
|
||||
IRFs. Default is 100.
|
||||
|
||||
\item[\desc{\tt --burn \it num}] This sets a number of initial periods
|
||||
which should be ignored from the statistics. The burn-in periods are
|
||||
used to eliminate the influence of the starting point when
|
||||
calculating ergodic distributions or/and impulse response
|
||||
functions. The number of simulated period given by {\tt --per \it
|
||||
num} option does not include the number of burn-in
|
||||
periods. Default is 0.
|
||||
|
||||
\item[\desc{\tt --sim \it num}] This sets a number of stochastic
|
||||
simulations. This number is used when calculating unconditional mean
|
||||
|
@ -962,8 +971,10 @@ or {\tt +-Inf}, then it is thrown away and is not considered for the
|
|||
mean nor the variance. The same is valid for IRF. Default is 80.
|
||||
|
||||
\item[\desc{\tt --rtsim \it num}] This sets a number of stochastic
|
||||
simulations whose statistics are calculated in the real-time. See
|
||||
\ref{rt_simul} for more details. Default is 0, no simulations.
|
||||
simulations whose statistics are calculated in the real-time. This
|
||||
number excludes the burn-in periods set by {\tt --burn \it num}
|
||||
option. See \ref{rt_simul} for more details. Default is 0, no
|
||||
simulations.
|
||||
|
||||
\item[\desc{\tt --rtper \it num}] This sets a number of simulated
|
||||
periods per one simulation with real-time statistics to {\it num}. See
|
||||
|
|
Loading…
Reference in New Issue