Top Level Options (from switch_dw/state_space/sbvar/dw_sbvar_command_line.c):
Standalone Flag |
Argument |
Standalone Default |
Dynare Option Name |
Comments |
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estimate |
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estimate_msmodel |
produces estimation - posterior mode or maximum likelihood |
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simulate |
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print_draws |
produces simulation run |
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probabilities |
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compute_probabilities |
produces smoothed or filtered probabilities |
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mdd |
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compute_mdd |
produces marginal data density from posterior draws |
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forecast |
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produces forecast |
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ir |
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produces impulse responses |
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historical |
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produces historical decomposition |
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smoothedshocks |
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produces smoothed shocks |
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smoothedstates |
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produces smoothed states |
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seed |
0 (i.e. random) |
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seed value for random number generation |
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General Options (from switch_dw/state_space/sbvar/dw_sbvar_command_line.c):
Standalone Flag |
Argument |
Standalone Default |
Dynare Option Name |
Comments |
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di |
<<directory>> |
./ |
not supported |
input files are in specified directory |
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do |
<<directory>> |
./ |
not supported |
output files are in specified directory |
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fs |
<<filename>> |
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specification file name |
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fp |
<<filename>> |
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parameter file name |
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ph |
<<header>> |
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header for the parameters |
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pho |
<<header>> |
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parameter header used for output |
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MLE |
<<header>> |
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Determines if estimation finds the posterior mode or maximum likelihood. If ph or is not present, determines whether the input parameter header is "MLE: " or "Posterior mode: ". |
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fo |
<<filename>> |
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output file name |
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ft |
<<tag>> |
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The input file tag. Is used to create input filenames if the fs or fp options are not present. |
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fto |
<<tag>> |
associated with ft |
output_file_tag |
The output file tag. Used to create output filenames. |
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Estimation Options (from switch_dw/state_space/sbvar/sbvar_estimate.c):
Standalone Flag |
Argument |
Standalone Default |
Dynare Option Name |
Comments |
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cb |
<<double>> |
1.0e-03 |
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convergence criterion starting value |
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ce |
<<double>> |
1.0e-06 |
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convergence criterion ending value |
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ci |
<<double>> |
0.1 |
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convergence criterion increment value |
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ib |
<<integer>> |
50 |
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maximum interations starting value |
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ii |
<<double>> |
2.0 |
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maximum interations increment value |
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mb |
<<integer>> |
100 |
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maximum block iterations |
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Simulation Options (from switch_dw/state_space/sbvar/sbvar_simulate.c):
Standalone Flag |
Argument |
Standalone Default |
Dynare Option Name |
Comments |
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ndraws |
<<integer>> |
1000 |
n_draws |
Number of draws to save |
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burnin |
<<integer>> |
0.1*ndraws |
draws_nbr_burn_in |
Number of burn-in draws |
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thin |
<<integer>> |
1 |
thinning_factor |
Thinning factor. Total number of draws made is thin*ndraws+burnin |
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mh |
<<integer>> |
30000 |
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Tuning period for Metropolis-Hasting draws |
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flat |
-- |
off |
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Produce flat output file and header |
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nofree |
-- |
off |
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Do not produce free parameters file |
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nd1 |
-- |
off |
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Normalize diagonal of A0 to one (flat output only) |
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Probabilities Options (from switch_dw/state_space/sbvar/sbvar_probabilities.c):
Standalone Flag |
Argument |
Standalone Default |
Dynare Option Name |
Comments |
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filtered |
-- |
off |
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Compute filtered probabilities |
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smoothed |
-- |
on if neither filtered nor real_time_smoothed is passed |
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Compute smoothed probabilities |
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real_time_smoothed |
-- |
off |
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Compute smoothed probabilities based on time t information for 0 <= t <= nobs |
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Marginal Data Density Options (from switch_dw/switching/dw_mdd_switch.c):
Standalone Flag |
Argument |
Standalone Default |
Dynare Option Name |
Comments |
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t |
<<string>> |
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filemname tag |
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ft |
<<string>> |
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filemname tag -- supersedes t |
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outtag |
<<string>> |
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filemname tag -- supersedes t and ft |
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pf |
<<string>> |
simulation_<tag>.out |
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posterior draws fileanme |
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pt |
<<integer>> |
2 |
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proposal type (1=gaussian, 2=power, 3=truncated power, 4=step, 5=truncated gaussian) |
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d |
<<integer>> |
100,000 |
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number proposal draws |
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use_mode |
-- |
on |
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use posterior mode as center |
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use_mean |
-- |
off |
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use posterior mean as center |
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of |
<<string>> |
mdd_<tag>.out |
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output filename |
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l |
<<double>> |
0.1 |
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Lower cutoff for in terms of probability. Used by truncated power, truncated gaussian, step, and uniform. |
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h |
<<double>> |
0.9 |
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Upper cutoff for in terms of probability. Used by power, truncated power, truncated gaussian, step, and uniform. |
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grahp |
-- |
off |
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Produce output suitable for graphing the marginal cummulative densities of the radius of the posterior and elliptical distributions. The marginal data density is not computed. |
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-- |
off |
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Prints the matrices posterior and proposal |
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