PerturbationDSGEResult.params

property PerturbationDSGEResult.params: dict[str, float]

The estimate by name.

Example

>>> import numpy as np
>>> class Latent:
...     parameter_names, bounds = ("rho", "sigma"), ((0.0, 0.99), (0.01, 1.0))
...     n_states, n_controls = 1, 1
...     def equations(self, th, y_next, y, x_next, x):
...         return np.array([y[0] - x[0], x_next[0] - th[0] * x[0]])
...     def steady_state(self, th):
...         return np.zeros(1), np.zeros(1)
...     def shock_loading(self, th):
...         return np.array([[th[1]]])
...     def observation(self, th):
...         return np.array([[0.0, 1.0]]), np.zeros(1), np.array([[1e-4]])
...     def log_prior(self, th):
...         return 0.0
>>> rng = np.random.default_rng(0)
>>> res = PerturbationDSGE(Latent(), rng.standard_normal(80), order=1).fit([0.5, 0.5])
>>> list(res.params), bool(np.allclose(list(res.params.values()), res.theta))
(['rho', 'sigma'], True)