Changeset 208
- Timestamp:
- 06/02/08 19:05:30 (6 months ago)
- Files:
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projects/AsynCluster/trunk/doc/svpmc/example/svpmc.conf
r201 r208 27 27 Variable Value Description 28 28 ------------------------------------------------------------------------------- 29 D 5Number of jump deviations in the D-kernel sim29 D 6 Number of jump deviations in the D-kernel sim 30 30 Ds 0.1 Starting jump deviation value 31 Df 0. 5Fractional value of each dev from prev (or start)32 wiggle 0.3Range +/- of uniform random walks on z for h sim31 Df 0.707 Fractional value of each dev from prev (or start) 32 wiggle 1.0 Range +/- of uniform random walks on z for h sim 33 33 Ni 50 Hybrid-Gibbs rounds for simulation of h 34 34 … … 56 56 57 57 58 Derivation Parameters Description 59 ------------------------------------------------------------------------------- 60 rz fs,fr Volatility shock cross-correlations 61 ri cr Innovation shock inverse cross-correlations 62 sc g Scaling constants for multivariate normal pdf 63 64 65 58 66 # Specify priors of each parameter array by element(s) with one or more rows in 59 67 # the parameter tables below. Subsequent lines in a given table override any … … 68 76 a Distribution Loc Scale a b 69 77 ------------------------------------------------------------------------------- 70 : beta 0.00 0.002 2 378 : beta 0.00 0.002 2 2 71 79 72 80 73 81 b Distribution Loc Scale a b 74 82 ------------------------------------------------------------------------------- 75 : beta 0.0 0. 92 376 I beta 0.0 0. 9 2 383 : beta 0.0 0.3 2 3 84 I beta 0.0 0.2 2 2 77 85 78 86 79 87 cr Distribution Loc Scale a b 80 88 ------------------------------------------------------------------------------- 81 : beta 0.0 0. 9 2 389 : beta 0.0 0.6 2 2 82 90 83 91 84 92 d Distribution Loc Scale a b 85 93 ------------------------------------------------------------------------------- 86 : beta 0. 0 0.42 294 : beta 0.1 0.3 2 2 87 95 88 96 89 97 e Distribution Loc Scale a b 90 98 ------------------------------------------------------------------------------- 91 : beta 0.0 0. 8 2 492 I beta 0. 2 0.8 4299 : beta 0.0 0.5 2 3 100 I beta 0.3 0.4 2 2 93 101 94 102 95 103 fs Distribution Loc Scale a b 96 104 ------------------------------------------------------------------------------- 97 : lognorm 0.0 0.7 1105 : beta 0.5 4.5 2 3 98 106 99 107 100 108 fr Distribution Loc Scale a b 101 109 ------------------------------------------------------------------------------- 102 : beta 0.0 0. 9 22110 : beta 0.0 0.7 3 2 103 111 104 112 105 113 g Distribution Loc Scale a b 106 114 ------------------------------------------------------------------------------- 107 : beta -0. 9 1.8 32115 : beta -0.3 1.2 2 2
