diff --git a/doc/dynare.texi b/doc/dynare.texi index 20bb1eaebecea420509b17f4f65334035d6ff271..1b6eca9d20a771e8dc902201866cd041b9024bf2 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -14773,6 +14773,13 @@ Computes and displays first and second order moments of the endogenous variables at the prior mode (considering the linearized version of the model). +@item moments(distribution) +Computes and displays the prior mean and prior standard deviation of the +first and second moments of the endogenous variables (considering the +linearized version of the model) by randomly sampling from the prior. +The results will also be stored in the @code{prior} subfolder in a +@code{_endogenous_variables_prior_draws.mat} file. + @item optimize Optimizes the prior density (starting from a random initial guess). The parameters such that the steady state does not exist or does not satisfy diff --git a/matlab/cli/prior.m b/matlab/cli/prior.m index efb4468265adb94223f81ecc3716dcbbc6d59b21..5779ea30704a2f32d9a45f4d7a7e14f29a3a31e3 100644 --- a/matlab/cli/prior.m +++ b/matlab/cli/prior.m @@ -3,7 +3,7 @@ function varargout = prior(varargin) % Computes various prior statistics and display them in the command window. % % INPUTS -% 'table', 'moments', 'optimize', 'simulate', 'plot' +% 'table', 'moments', 'optimize', 'simulate', 'plot', 'moments(distribution)' % % OUTPUTS % none @@ -11,7 +11,7 @@ function varargout = prior(varargin) % SPECIAL REQUIREMENTS % none -% Copyright (C) 2015-2017 Dynare Team +% Copyright (C) 2015-2018 Dynare Team % % This file is part of Dynare. % diff --git a/matlab/print_moments_implied_prior.m b/matlab/print_moments_implied_prior.m index 2d6e52d4fe5cae1449111f5d914fb8148241ca18..ebce7c15aa0eb17bf9852ea78b8d1ed9e4e36dde 100644 --- a/matlab/print_moments_implied_prior.m +++ b/matlab/print_moments_implied_prior.m @@ -1,7 +1,18 @@ function print_moments_implied_prior(ModelInfo, mm, vm, mv, vv) - +%function print_moments_implied_prior(ModelInfo, mm, vm, mv, vv) % This routine prints in the command window some descriptive statistics % about the endogenous variables implied prior moments. +% Inputs: +% - ModelInfo [structure] Dynare's model structure +% - mm [endo_nbr*1] mean first moments of the endogenous +% variables +% - vm [endo_nbr*1] variance of the first moments of the +% endogenous variables +% - mv [endo_nbr*endo_nbr] mean first moments of the endogenous +% variables +% - vv [endo_nbr] variance of the first moments of the +% endogenous variables + % Copyright (C) 2016-2018 Dynare Team % @@ -45,7 +56,7 @@ skipline(2) disp(TT) skipline(2) -disp('(Implied) Prior moments of the endogenous variables'' variance') +disp('(Implied) Prior moments of the endogenous variables'' (co)variance') disp(printline(61, '-')) T1a = 'VARIABLE-1';