load_mh_files

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.

load_mh_files

Postby tlb » Thu Jan 10, 2008 2:04 pm

Hello,

is it still possible to use old mh_files when the prior distributions have been changed?

Thank you in advance.
tlb
 
Posts: 6
Joined: Thu Apr 06, 2006 9:56 am

Postby reubenpjacob » Mon Jan 14, 2008 10:10 am

no
that is not allowed!!
reubenpjacob
 
Posts: 133
Joined: Fri Oct 06, 2006 3:23 pm
Location: Reserve Bank of New Zealand

load mh files

Postby tlb » Thu Jan 17, 2008 2:08 pm

I infer from your answer that in the mh files it is not only the likelihood of the model which is stored but its mutltiplication with the prior density.
Thanks a lot.

tlb
tlb
 
Posts: 6
Joined: Thu Apr 06, 2006 9:56 am

Postby reubenpjacob » Tue Jan 22, 2008 3:42 pm

the parameter draws that are saved in the mh files are chosen by evaluating the posterior ( constant * likelihood * prior) at each iteration of the mcmc. so how can we change the prior, once we load old mh_files??


cheers
reuben
reubenpjacob
 
Posts: 133
Joined: Fri Oct 06, 2006 3:23 pm
Location: Reserve Bank of New Zealand


Return to Dynare help

Who is online

Users browsing this forum: Google [Bot] and 8 guests