Hi Johannes,
I'm not sure that we should attempt to provide this feature as an option of ESTIMATION. I can't think of a situation where one would use the results of this function inside Dynare.
I would simply provide execute_posterior_function, maybe with another name, as a separate function, after running estimation. execute_posterior_function should return a unique output argument (possibly a cell, but we don't need to enforce it) provided by the user function.
In the 'posterior' case, I would add an option to use only a fraction of all posterior draws. In the 'prior' case, I couldn't see how to indicate the number of prior draws.
Best
Michel
Johannes Pfeifer writes:
Dear Michel and Stephane,
one and a half years ago, I proposed functionality to execute user-defined function on the posterior draws (https://github.com/DynareTeam/dynare/pull/417). Despite inquiring about the status repeatedly with Sebastien and Stephane, I never got any response and let the issue sleep.
But now there are again two user questions in the forum that would require such a functionality:
http://www.dynare.org/phpBB3/viewtopic.php?f=1 http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6322 &t=6322
http://www.dynare.org/phpBB3/viewtopic.php?f=1 http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6268&p=17939#p17939 &t=6268&p=17939#p17939
Thus, I would like to ask again, if there is a design issue that prevents offering such a functionality?
Best,
Johannes