Differences between revisions 2 and 4 (spanning 2 versions)
Revision 2 as of 2010-11-15 14:02:20
Size: 600
Comment:
Revision 4 as of 2010-11-15 14:42:14
Size: 712
Comment:
Deletions are marked like this. Additions are marked like this.
Line 14: Line 14:
   *    * 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)