Released on 03/04/2024:
• | Unconditional predictive distributions for the adaptive learning case and subject to the ZLB for the prior and the posterior draws. Parallel computations are supported. |
• | CRPS and ES estimation as well as predictive likelihood estimation for the unconditional forecasts subject to the ZLB under adaptive learning and using the prior and the posterior parameter draws. Parallel computations are supported. |
• | The predictive likelihood for annualized data can also be computed in the adaptive learning case for the prior or the posterior draws. |
• | Prior draws can now be used when computing the unconditional forecasts subject to adaptive learning, as well as the predictive likelihood and the CRPS and ES statistics. |
• | The marginal predictive moments are available in the adaptive learning case for the prior draws. |
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