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how to get n-dimensional plots of the posterior

PostPosted: Tue Aug 03, 2010 12:07 pm
by fabiac
Can dynare produce n-dimensional plots of the posterior after a bayesian estimation? The code PlotPosteriorDistributions.m plots the posterior for one parameter at a time, and the kernel_density_estimate.m which is employed in this procedure also seems to be made for one parameter at a time.

Re: how to get n-dimensional plots of the posterior

PostPosted: Wed Aug 04, 2010 1:38 pm
by MichelJuillard
No, Dynare doesn't offer this functionality.

Best

Michel