48 lines
1.4 KiB
Matlab
48 lines
1.4 KiB
Matlab
function prior_analysis(var_list)
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% function prior_analysis(var_list)
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% performs stochastic simulations for value of parameters drawn from
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% the prior
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%
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% INPUTS:
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% var_list: list of variable names for which results are requested
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%
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% OUTPUTS:
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% none
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%
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% SPECIAL REQUIREMENTS
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% none.
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%
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% Copyright (C) 2006-2008 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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global M_ options_ oo_ estim_params_ bayestopt_
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old_options = options_;
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if options_.replic < 100
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warning('Prior analysis requires at least 100 replications, preferably many more! options replic reset to 100')
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options_.replic = 100;
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end
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options_.order = 1;
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if options_.forecast
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forcst_unc(oo_.endo_simul(:,1:M_.maximum_lag),var_list);
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end
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options_ = old_options;
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