From 6460a3a1e564ea59d0521322b5d011c841621062 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Wed, 14 Nov 2018 10:10:40 +0100
Subject: [PATCH] Document prior moments(distribution) option
---
doc/dynare.texi | 7 +++++++
matlab/cli/prior.m | 4 ++--
matlab/print_moments_implied_prior.m | 15 +++++++++++++--
3 files changed, 22 insertions(+), 4 deletions(-)
diff --git a/doc/dynare.texi b/doc/dynare.texi
index 20bb1eaebe..1b6eca9d20 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 efb4468265..5779ea3070 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 2d6e52d4fe..ebce7c15aa 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';
--
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