Hi,
As I understand oo_.posterior_hpdsup, oo_.posterior_hpdinf fileds contain upper and lower bounds of a 90% (by default????) interval. Many papers (for instance Smets and Wouters(2003)) along with reporting the mean estimate of the parameters, report also 10% and 90% values. How can I get that? Or, maybe oo_.posterior_hpdsup, oo_.posterior_hpdinf are precisely what I am looking for?
Thank you in advance!
Best,
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oo_.posterior_hpdsup, oo_.posterior_hpdinf
by use » Tue May 07, 2013 8:00 am
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Re: oo_.posterior_hpdsup, oo_.posterior_hpdinf
by jpfeifer » Tue May 07, 2013 9:04 pm
They should be in the deciles fields with the first entry of the vector being the 10% and the ninth entry being the 90% interval cutoff. Alternatively, you could set
options_.mh_conf_sig=0.8 instead of the default of options_.mh_conf_sig=0.9.
options_.mh_conf_sig=0.8 instead of the default of options_.mh_conf_sig=0.9.
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