Differences between revisions 1 and 4 (spanning 3 versions)
Revision 1 as of 2010-11-15 11:25:28
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Revision 4 as of 2010-11-15 14:42:14
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Deletions are marked like this. Additions are marked like this.
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   * prior_shape [speficication of the prior distribution]    * prior_shape [specification of the prior distribution]
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   * jscale (Metropolis proposal scaling for a single parameter, little used)
   * init_val
   * boundaries=(lb,ub)

New Estimation Interface

Suggestions for a simplification of the estimation interface in Dynare and breaking very general commands with lots of options in several commands with more targeted scope.

estimated_params

  • rely on options names rather than argument position in the command line
    • prior_shape [specification of the prior distribution]
    • prior_mean
    • prior_stdev
    • prior_mode
    • prior_interval(lower_bound,higher_bound,percentage)
    • lower_location
    • upper_location
    • jscale (Metropolis proposal scaling for a single parameter, little used)
    • init_val
    • boundaries=(lb,ub)
  • this would replace estimated_params_bounds and estimated_params_init

DynareWiki: NewEstimation (last edited 2012-03-26 15:15:22 by HoutanBastani)