Skip to content
Snippets Groups Projects
Commit 5c1488fe authored by Houtan Bastani's avatar Houtan Bastani Committed by MichelJuillard
Browse files

add variance to prior statement, remove stdev from another prior statement

parent c21b7d9b
Branches
Tags
No related merge requests found
......@@ -23,11 +23,11 @@ b = tau*a(-1)+rho*b(-1) + u;
end;
markov_switching(chain=1, number_of_regimes=2, duration=2.5, parameters=[alpha, delta, theta], number_of_lags=1);
alpha.prior(shape=gamma, mean=3.22);
alpha.prior (shape=gamma, mean=3.22, variance=0.1^2);
rho.prior (shape=uniform, mean=322, variance=2^.33, domain=[0.36, 0.88]);
std(e).prior (shape=beta, mean=0.3, variance=0.1^2, domain=[-0.1 006]);
std(y).prior (shape=beta, mean=0.3, variance=0.1^2, domain=[01 4]);
std(c).prior(shape=beta,mean=0.3,variance=0.1^2,stdev=0.2);
std(c).prior (shape=beta, mean=0.3, variance=0.1^2);
corr(y,c).prior(shape=beta, mean=0.3, variance=0.1^2, mode=33);
corr(b,c).prior(shape=beta, mean=0.3, variance=0.1^2);
corr(e,u).prior(shape=beta, mean=0.3, variance=0.1^2);
......
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Please register or to comment