PerturbationDSGEPosterior#

cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior[source]#

alias of _PerturbationDSGEPosterior

Attributes#

data

parameter_names

theta_draws

loglik_draws

log_posterior_draws

acceptance_rate

order

n_particles

nobs

n_draws

n_burn

thin

n_kept

Posterior draws retained.

params

The posterior mean by name.

solution

The perturbation solution at the posterior mean.

state_space

The solution at the posterior mean on its substrate.

theta_mean

The posterior mean.

Methods#

convergence(*chains[, include, exclude, ...])

Assess the sampler's convergence over the retained draws.

impulse_responses(*[, horizon, size, ...])

Posterior draws of the responses.

marginal_likelihood(*[, tau])

Geweke's modified harmonic mean of the log marginal likelihood.

simulate([n, seed, burn, draw])

A fresh sample of the observables at the posterior mean or at one kept draw.

summary()

The estimation summary, renderable as text, HTML, or a dataframe.