Added a description of --burn <num> option.

time-shift
Ondra Kamenik 2011-03-11 23:34:48 +01:00 committed by Sébastien Villemot
parent b05c7356ee
commit ee4fd757d9
1 changed files with 16 additions and 5 deletions

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@ -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