can I define vector parameter in Dynare mod file?

This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location where you will have to reset your password.
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.

can I define vector parameter in Dynare mod file?

Postby Jesse » Wed Nov 23, 2016 6:26 pm

Hi All,
I have a question. I have written a pdf function for Dirichlet distribution, and I have added to the Bayesian estimation part of mod file (estimated_params;), the dirichlet distribution's pdf function requires 2 vectors as its parameters, however, I find that i cannot define a vector parameter at the beginning of the dynare mod file. My question is can we define vector parameter instead of a single value parameter in dynare mod file?
Dirichlet distribution is very important in Bayesian analysis, however, there is not existing PDF of dirichlet distribution in current versions of Dynare, is there?
Thank you very much!
Kind regards,
Jesse
Jesse
 
Posts: 44
Joined: Sat Feb 13, 2016 3:34 pm
Location: Sydney, Australia

Re: can I define vector parameter in Dynare mod file?

Postby jpfeifer » Thu Nov 24, 2016 1:51 pm

1. No, you must split vectors into a set of scalar parameters
2. The Dirichlet distribution is still on our todo-list. See https://github.com/DynareTeam/dynare/issues/642
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany


Return to Dynare help

Who is online

Users browsing this forum: Google [Bot] and 6 guests