Thanks Michel As parameters can have different time slots I think we will need to add two structures and: 1 one to )organise data around individual parameters having a vector of descriptions for each of their time slots, and 2) an additional structure listing all identified longest common periods pointing to each parameter's description for that slot.
Thus, re (1) instead of xparam1 being vector of doubles and e.g. start_period vectors having n entries, xpramss1 will be a vector of vectors of structures, and, re (2) timeslots will be a vector of common periods of unpredetermined size, of vectors of length n containing n indices to the relevant parameter's description for that period including its value and priors.
Best regards
George
----- Original Message ----- From: "Michel Juillard" michel.juillard@ens.fr To: "List for Dynare developers" dev@dynare.org Sent: Thursday, December 10, 2009 10:58 AM Subject: Re: [DynareDev] Proposed specification for estimation functions
Hi George,
performance improvement was the idea. Lets keep the scalars as they are used to distinguish different types of estimation problems. You can leave aside the vector of indices until we encounter the need for them.
Best
Michel
G. Perendia wrote:
Hi
It seems to me that the following values and vectors described on the
(new)
EstimationModule wiki page are in a way redundant as it looks like that
they
can be derived from the parameter_description type vector. If so, is there
any
other reason for keeping them explicitly as part of the structure except that
it
is useful for performance improvement and for easier understanding of the structure?
- nvx integer scalar (number of estimated structural shock standard
deviations). -. nvx_id nvx by 1 vector of integers. -. nvn integer scalar (number of estimated measurement error standard deviations). -. nvn_id nvn by 1 vector of integers. -. ncx integer scalar (number of estimated structural shock
correlations).
-. ncx_id ncx by 1 vector of integers. -. ncn integer scalar (number of estimated measurement error
correlations).
-. ncn_id ncn by 1 vector of integers. -. np integer scalar (number of estimated "deep" parameters). -. np_id np by 1 vector of integers.
Best regards
George
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