Am 07.04.20 um 23:17 schrieb Sven Schreiber:
Am 07.04.2020 um 21:00 schrieb Artur Tarassow:
> Am 07.04.20 um 18:41 schrieb Sven Schreiber:
>> 1) drawnormwis(): This function does a random draw from
>> Normal-inverse-Wishart distributions for Bayesian stuff and currently
>> exists hidden in the SVAR addon (see
>>
https://sourceforge.net/p/gretl/git/ci/master/tree/addons/SVAR/SVAR_compa...)
>>
>
> just one suggestion. The function name may be modified to make more
> clear what it's for. We already have the built-in function iwishart().
> So why not name the proposed function drawnormiwishart()? Personally I
> would even name it drawnormal_iwishart() for readability purposes.
I agree the name is suboptimal, but maybe we should rather try to
describe what it is for: Namely re-drawing for a multi-equation system.
Perhaps something like 'syscoeffdraw'? That would also leave the door
open for other underlying distributions in the future. (Would that be a
likely or sensible generalization?)
But then it's unclear that its using some Bayesian approach, I guess.
>> 2) multiplot(): I'm attaching an unfinished but working
prototype. Many
>> many things could be added here, this is a bit like Pandora's box (or
>> the work of Sisyphus?). But maybe having _something_ is better than
>> nothing? Feedback please!
> I could have a look at it during the next 2 days.
Ok thanks.
(Please expect that editing the produced plots is likely going to fail.
Jack had commented that it might still be useful.)
Ok, thanks.
Artur