I have a question. I have written a pdf function for Dirichlet distribution, and I have added to the Bayesian estimation part of mod file (estimated_params;), the dirichlet distribution’s pdf function requires 2 vectors as its parameters, however, I find that i cannot define a vector parameter at the beginning of the dynare mod file. My question is can we define vector parameter instead of a single value parameter in dynare mod file?
Dirichlet distribution is very important in Bayesian analysis, however, there is not existing PDF of dirichlet distribution in current versions of Dynare, is there?
Thank you very much!
- No, you must split vectors into a set of scalar parameters
- The Dirichlet distribution is still on our todo-list. See github.com/DynareTeam/dynare/issues/642