about the variable "logpo2"

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about the variable "logpo2"

Postby zenghaiwei » Thu Nov 01, 2012 1:46 am

HI, all

After we estimated a dsge model by dynare, the mcmc draws will save in the subfolder filname\metroplolis\filename_mh1_blkc1.mat, in this file, two structures exist, one

is "x2", the mcmc draws of parameters, but another one is "logpo2", i think it is the posterior loglikelihood of each parameter draws. But what if i want to get the

loglikelihood of each draw of parameters? I mean not the posterior loglikelihood , only loglikelihood.

Does dynare save these results? Where is it stored? Or should I write code myself?

Best regards

Zeng Tao
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Re: about the variable "logpo2"

Postby jpfeifer » Sun Nov 04, 2012 8:41 am

Currently, the likelihood is not stored. You would have to program that yourself.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: about the variable "logpo2"

Postby zenghaiwei » Tue Nov 20, 2012 2:31 am

Thanks, Prof. I have write the code. I just use the difference of logpo2 and the prior loglikelihood.
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