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File with Parameters to Initialize

 

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The file with parameters to initialize is a matlab function for computing parameters as functions of other parameters. This function is only executed once before YADA begins a sequence of evaluating the log posterior.

The function requires one input, the structure ModelParameters, and provides one output, the structure ModelParameters. This structure has fields that have names equal to the names of the parameters as they are specified in the prior distribution file, in the file with parameters to update, and in the file with parameters to initialize. The exact name of the structure is local to the function and, hence, any valid name for a variable in matlab can be used. What is important is that the same name is used for the output as for the input variable.

NOTE: If a parameter is a function of some parameter that is estimated it needs to be in the file with parameters to update.

NOTE: The following names may not be used for parameters: YADAg, YADAh, YADA, UserVariables., rhoAL, sigmarAL and sigmaeAL. See file with parameters to update for additional information.

 
Additional Information

A more detailed description about how to setup the file with parameters to initialize can also be found in Section 18.3 of the YADA Manual.
An example file is located in the directory "example\AnSchorfheide" directly below the base directory for YADA. The file is simply called "InitializeASParameters.m".
An additional example file can be found in the "SmetsWoutersAER" directory in the "example" directory.

 

 


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