about the variable "logpo2"

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.

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
zenghaiwei
 
Posts: 18
Joined: Sun Oct 28, 2012 11:40 am

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/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany

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.
zenghaiwei
 
Posts: 18
Joined: Sun Oct 28, 2012 11:40 am


Return to Dynare help

Who is online

Users browsing this forum: No registered users and 4 guests