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| * 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) |
Rely on options names rather than argument position in the command line. This new interface would replace '''estimated_params_bounds''' and '''estimated_params_init'''. The following option names would be necessary: * prior_shape Specification of the prior distribution. Name of the prior distribution. * prior_mean Specification of the prior distribution. Mean of the prior distribution. * prior_stdev Specification of the prior distribution. Standard deviation of the prior distribution. * prior_variance Specification of the prior distribution. Variance of the prior distribution. * prior_mode Specification of the prior distribution. Mode of the prior distribution. * prior_interval(lower_bound,higher_bound,percentage) Specification of prior distribution from the cumulative distribution function. * lower_location * upper_location * jscale (Metropolis proposal scaling for a single parameter, little used) * init_val (for the optimization routine) * boundaries=(lb,ub) |
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* Example * Declaration of a prior for estimated parameter alpha, specified using mean and variance: alpha.prior(mean=0.3,variance=0.1^2); * |
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. This new interface would replace estimated_params_bounds and estimated_params_init. The following option names would be necessary:
- prior_shape
- Specification of the prior distribution. Name of the prior distribution.
- prior_mean
- Specification of the prior distribution. Mean of the prior distribution.
- prior_stdev
- Specification of the prior distribution. Standard deviation of the prior distribution.
- prior_variance
- Specification of the prior distribution. Variance of the prior distribution.
- prior_mode
- Specification of the prior distribution. Mode of the prior distribution.
- prior_interval(lower_bound,higher_bound,percentage)
- Specification of prior distribution from the cumulative distribution function.
- lower_location
- upper_location
- jscale (Metropolis proposal scaling for a single parameter, little used)
- init_val (for the optimization routine)
- boundaries=(lb,ub)
- this would replace estimated_params_bounds and estimated_params_init
* Example
- Declaration of a prior for estimated parameter alpha, specified using mean and variance:
alpha.prior(mean=0.3,variance=0.1^2);