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Dynare
dynare
Commits
74dc2f2f
Commit
74dc2f2f
authored
6 years ago
by
Johannes Pfeifer
Committed by
Stéphane Adjemian
6 years ago
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Document prior moments(distribution) option
(cherry picked from commit
6460a3a1
)
parent
04209d92
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doc/dynare.texi
+7
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7 additions, 0 deletions
doc/dynare.texi
matlab/cli/prior.m
+2
-2
2 additions, 2 deletions
matlab/cli/prior.m
matlab/print_moments_implied_prior.m
+13
-2
13 additions, 2 deletions
matlab/print_moments_implied_prior.m
with
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and
4 deletions
doc/dynare.texi
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74dc2f2f
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@@ -14446,6 +14446,13 @@ 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
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matlab/cli/prior.m
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74dc2f2f
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@@ -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
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@@ -11,7 +11,7 @@ function varargout = prior(varargin)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2015-201
7
Dynare Team
% Copyright (C) 2015-201
8
Dynare Team
%
% This file is part of Dynare.
%
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matlab/print_moments_implied_prior.m
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74dc2f2f
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) 2016-2017 Dynare Team
%
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@@ -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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