'''Top Level Options''' (from {{{switch_dw/state_space/sbvar/dw_sbvar_command_line.c}}}): || '''Standalone Flag''' |||| '''Argument''' |||| '''Standalone Default''' ||||'''Dynare Option Name''' |||| '''Comments''' || || {{{estimate}}} |||| |||| |||| {{{estimate_msmodel}}} |||| produces estimation - posterior mode or maximum likelihood || || {{{simulate}}} |||| |||| |||| {{{print_draws}}} |||| produces simulation run || || {{{probabilities}}} |||| |||| |||| {{{compute_probabilities}}} |||| produces smoothed or filtered probabilities || || {{{mdd}}} |||| |||| |||| {{{compute_mdd}}} |||| produces marginal data density from posterior draws || || {{{forecast}}} |||| |||| |||| |||| produces forecast || || {{{ir}}} |||| |||| |||| |||| produces impulse responses || || {{{historical}}} |||| |||| |||| |||| produces historical decomposition || || {{{smoothedshocks}}} |||| |||| |||| |||| produces smoothed shocks || || {{{smoothedstates}}} |||| |||| |||| |||| produces smoothed states || || {{{seed}}} |||| {{{0}}} (i.e. random) |||| |||| |||| seed value for random number generation || '''General Options''' (from {{{switch_dw/state_space/sbvar/dw_sbvar_command_line.c}}}): || '''Standalone Flag''' |||| '''Argument''' |||| '''Standalone Default''' ||||'''Dynare Option Name''' |||| '''Comments''' || || {{{di}}} |||| <> |||| {{{./}}} |||| not supported |||| input files are in specified directory || || {{{do}}} |||| <> |||| {{{./}}} |||| not supported |||| output files are in specified directory || || {{{fs}}} |||| <> |||| |||| |||| specification file name || || {{{fp}}} |||| <> |||| |||| |||| parameter file name || || {{{ph}}} |||| <
> |||| |||| |||| header for the parameters || || {{{pho}}} |||| <
> |||| |||| |||| parameter header used for output || || {{{MLE}}} |||| <
> |||| |||| |||| Determines if estimation finds the posterior mode or maximum likelihood. If {{{ph}}} or is not present, determines whether the input parameter header is "MLE: " or "Posterior mode: ". || || {{{fo}}} |||| <> |||| |||| |||| output file name || || {{{ft}}} |||| <> |||| |||| |||| The input file tag. Is used to create input filenames if the {{{fs}}} or {{{fp}}} options are not present. || || {{{fto}}} |||| <> |||| associated with {{{ft}}} |||| {{{output_file_tag}}} |||| The output file tag. Used to create output filenames. || <
> '''Estimation Options''' (from {{{switch_dw/state_space/sbvar/sbvar_estimate.c}}}): || '''Standalone Flag''' |||| '''Argument''' |||| '''Standalone Default''' ||||'''Dynare Option Name''' |||| '''Comments''' || || {{{cb}}} |||| <> |||| {{{1.0e-03}}} |||| |||| convergence criterion starting value || || {{{ce}}} |||| <> |||| {{{1.0e-06}}} |||| |||| convergence criterion ending value || || {{{ci}}} |||| <> |||| {{{0.1}}} |||| |||| convergence criterion increment value || || {{{ib}}} |||| <> |||| {{{50}}} |||| |||| maximum interations starting value || || {{{ii}}} |||| <> |||| {{{2.0}}} |||| |||| maximum interations increment value || || {{{mb}}} |||| <> |||| {{{100}}} |||| |||| maximum block iterations || <
> '''Simulation Options''' (from {{{switch_dw/state_space/sbvar/sbvar_simulate.c}}}): || '''Standalone Flag''' |||| '''Argument''' |||| '''Standalone Default''' ||||'''Dynare Option Name''' |||| '''Comments''' || || {{{ndraws}}} |||| <> |||| {{{1000}}} |||| {{{n_draws}}} |||| Number of draws to save || || {{{burnin}}} |||| <> |||| {{{0.1*ndraws}}} |||| {{{draws_nbr_burn_in}}} |||| Number of burn-in draws || || {{{thin}}} |||| <> |||| {{{1}}} |||| {{{thinning_factor}}} |||| Thinning factor. Total number of draws made is {{{thin*ndraws+burnin}}} || || {{{mh}}} |||| <> |||| {{{30000}}} |||| |||| Tuning period for Metropolis-Hasting draws || || {{{flat}}} |||| -- |||| {{{off}}} |||| |||| Produce flat output file and header || || {{{nofree}}} |||| -- |||| {{{off}}} |||| |||| Do not produce free parameters file || || {{{nd1}}} |||| -- |||| {{{off}}} |||| |||| Normalize diagonal of A0 to one (flat output only) || <
> '''Probabilities Options''' (from {{{switch_dw/state_space/sbvar/sbvar_probabilities.c}}}): || '''Standalone Flag''' |||| '''Argument''' |||| '''Standalone Default''' ||||'''Dynare Option Name''' |||| '''Comments''' || || {{{filtered}}} |||| -- |||| {{{off}}} |||| |||| Compute filtered probabilities || || {{{smoothed}}} |||| -- |||| {{{on}}} if neither {{{filtered}}} nor {{{real_time_smoothed}}} is passed |||| |||| Compute smoothed probabilities || || {{{real_time_smoothed}}} |||| -- |||| {{{off}}} |||| |||| Compute smoothed probabilities based on time {{{t}}} information for {{{0 <= t <= nobs}}} || <
> '''Marginal Data Density Options''' (from {{{switch_dw/switching/dw_mdd_switch.c}}}): || '''Standalone Flag''' |||| '''Argument''' |||| '''Standalone Default''' ||||'''Dynare Option Name''' |||| '''Comments''' || || {{{t}}} |||| <> |||| |||| |||| filemname tag || || {{{ft}}} |||| <> |||| |||| |||| filemname tag -- supersedes {{{t}}} || || {{{outtag}}} |||| <> |||| |||| |||| filemname tag -- supersedes {{{t}}} and {{{ft}}}|| || {{{pf}}} |||| <> |||| {{{simulation_.out}}} |||| |||| posterior draws fileanme || || {{{pt}}} |||| <> |||| {{{2}}} |||| |||| proposal type (1=gaussian, 2=power, 3=truncated power, 4=step, 5=truncated gaussian) || || {{{d}}} |||| <> |||| {{{100,000}}} |||| |||| number proposal draws|| || {{{use_mode}}}|||| -- |||| {{{on}}} |||| |||| use posterior mode as center|| || {{{use_mean}}}|||| -- |||| {{{off}}} |||| |||| use posterior mean as center|| || {{{of}}} |||| <> |||| {{{mdd_.out}}} |||| |||| output filename || || {{{l}}} |||| <> |||| {{{0.1}}} |||| |||| Lower cutoff for in terms of probability. Used by truncated power, truncated gaussian, step, and uniform. || || {{{h}}} |||| <> |||| {{{0.9}}} |||| |||| Upper cutoff for in terms of probability. Used by power, truncated power, truncated gaussian, step, and uniform. || || {{{grahp}}} |||| -- |||| {{{off}}} |||| |||| Produce output suitable for graphing the marginal cummulative densities of the radius of the posterior and elliptical distributions. The marginal data density is not computed. || || {{{print}}} |||| -- |||| {{{off}}} |||| |||| Prints the matrices posterior and proposal ||