/* * Copyright (C) 2009-2011 Dynare Team * * This file is part of Dynare. * * Dynare is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * Dynare is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with Dynare. If not, see . */ /////////////////////////////////////////////////////////// // EstimationSubsample.h // Implementation of the Class EstimationSubsample // Created on: 02-Feb-2010 13:06:01 /////////////////////////////////////////////////////////// #if !defined(EstSub34FB1351_4066_4993_B384_56AA65BC32C4__INCLUDED_) #define EstSub34FB1351_4066_4993_B384_56AA65BC32C4__INCLUDED_ #include #include /** * Contains longest common periods for different parameters with different start * and end periods: * * It defines start and end of that period.which has start higher/equal than any * individual parameter start and its end lower|equal than any individual * parameter end in that perod window.) integrated xparam1 and priors for that * period * * All those EstPeriod-s need to be constructed at some point once at a start of * estimation by EstPeriod costructor from the information such as invidual * parameter start-end periods and the relevant associated priors for those * periods. That initial info-set is held in the vector of vectors of * EstParamSubSampleDescription * * it constructs and contains indices of all estimated xparam1 parameters valid * for this period in the larger, extended xparam1x vector passed in. from the * gradient function. * * The EstimatedParametersDescription. structure (or class with protected * elements) integrates all that information and makes it available to (friend ?) * class LogPosteriorDensity on as needed basis and updates all parameters (inc. H * and Q) when time slot xparam1 is supplied. * * Time indices follow C convention: first period has index 0. */ class EstimationSubsample { public: EstimationSubsample(size_t startPeriod, size_t endPeriod); virtual ~EstimationSubsample(); size_t startPeriod; size_t endPeriod; /** * indices of all estimated xparam1 parameters valid for this period in the larger, * extended xparam1x vector passed in. from the gradient function will be added at a later stage of development */ // const std::vector subSampleParamIDs; }; #endif // !defined(34FB1351_4066_4993_B384_56AA65BC32C4__INCLUDED_)