gEconpy.model.statespace.DSGEStateSpace

class gEconpy.model.statespace.DSGEStateSpace(variables, shocks, equations, param_dict, hyper_param_dict, param_priors, shock_priors, parameter_mapping, steady_state_mapping, ss_jac, ss_resid, ss_error, ss_error_grad, ss_error_hess, linearized_system, verbose=True)

Core class for estimating DSGE models using PyMC.

Methods

DSGEStateSpace.__init__(variables, shocks, ...)	Create a pmx.statespace.PyMCStateSpace model representing a linearized DSGE.
DSGEStateSpace.build_statespace_graph(data)	Given a parameter vector theta, constructs the full computational graph describing the state space model and the associated log probability of the data.
DSGEStateSpace.configure(observed_states[, ...])	Finalize the setup of a DSGE Statespace object.
DSGEStateSpace.make_symbolic_graph()	The purpose of the make_symbolic_graph function is to hide tedious parameter allocations from the user.
DSGEStateSpace.to_pymc([exclude_priors])

Attributes

coords	PyMC model coordinates
data_info	Information about Data variables that need to be declared in the PyMC model block.
data_names	Names of data variables expected by the model.
observed_states	A k_endog length list of strings, associated with the model's observed states
param_dims	Dictionary of named dimensions for each model parameter
param_info	Information about parameters needed to declare priors
param_names	Names of model parameters
shock_names	A k_posdef length list of strings, associated with the model's shock processes
state_names	A k_states length list of strings, associated with the model's hidden states