Oo_.posterior_hpdsup, oo_.posterior_hpdinf


As I understand oo_.posterior_hpdsup, oo_.posterior_hpdinf fileds contain upper and lower bounds of a 90% (by default???) interval. Many papers (for instance Smets and Wouters(2003)) along with reporting the mean estimate of the parameters, report also 10% and 90% values. How can I get that? Or, maybe oo_.posterior_hpdsup, oo_.posterior_hpdinf are precisely what I am looking for?

Thank you in advance!

They should be in the deciles fields with the first entry of the vector being the 10% and the ninth entry being the 90% interval cutoff. Alternatively, you could set
options_.mh_conf_sig=0.8 instead of the default of options_.mh_conf_sig=0.9.