SimStore

Overview

SimStore

SimStore summary

Constructor/destructor of SimStore
SimStore Creates storage for a Monte Carlo experiment
Public member functions of SimStore
GetStoredPar Gets parameters from storage
ReportDiagnostics Report diagnostic results
ReportPar Report parameter estimation results
ReportSelection Report summary results from selection
StoreDiagnostics Add diagnostic results to storage
StoreEncompassing Add encompassing results to storage
StoreForecastsFromAverage Stores forecast from averaging
StoreResults Stores results from a Monte Carlo replication
Public enums of SimStore
enum1 STORE_REP, STORE_DGP, STORE_GUM, STORE_RSC
enum2 STORE_FORC_AVG0, STORE_FORC_AVG1, STORE_FORC_AVG2
Public data members of SimStore
m_asPar
m_cM
m_cParOrig
m_dSigma
m_mMC_vAct_DGP
m_mMC_vDiagnosticsDGP
m_mMC_vDiagnosticsGUM
m_mMC_vDiagnosticsREP
m_mMC_vEncomp
m_mMC_vForcAvg_0
m_mMC_vForcAvg_1
m_mMC_vForcAvg_2
m_mMC_vForc_DGP
m_mMC_vForc_GUM
m_mMC_vForc_REP
m_mMC_vForc_RSC
m_mMC_vParPval_DGP
m_mMC_vParPval_GUM
m_mMC_vParPval_REP
m_mMC_vParPval_RSC
m_mMC_vParSE_DGP
m_mMC_vParSE_GUM
m_mMC_vParSE_REP
m_mMC_vParSE_RSC
m_mMC_vPar_DGP
m_mMC_vPar_GUM
m_mMC_vPar_REP
m_mMC_vPar_RSC
m_vMC_cPar_DGP
m_vMC_cPar_GUM
m_vMC_cPar_REP
m_vMC_cPar_RSC
m_vMC_dESE_DGP
m_vMC_dESE_GUM
m_vMC_dESE_REP
m_vMC_dESE_RSC
m_vMC_dLogLik_DGP
m_vMC_dLogLik_GUM
m_vMC_dLogLik_REP
m_vMC_dLogLik_RSC
m_vMC_dSC_DGP
m_vMC_dSC_GUM
m_vMC_dSC_REP
m_vMC_dSC_RSC
m_vMC_dWeight_REP
m_vMC_dWeight_RSC
m_vMC_vParCondWeight_RSC
m_vPar

SimStore Functions details

SimStore

SimStore :: SimStore ( const vPar , const asPar , const dSigma , const cM , const cTforc = 0 )
Creates storage for a Monte Carlo experiment
Parameters:
vPar True parameter vector
asPar names of parameters
dSigma True residual standard error
cM number of replications
cTforc number of forecasts (default is 0)

GetStoredPar

SimStore :: GetStoredPar ( const iStore , const iRep , const bUnconditional )
Gets parameters from storage
Parameters:
iStore Storage type, one of: STORE_REP, STORE_DGP, STORE_GUM, STORE_RSC
iRep replication index
bUnconditional (only for STORE_RSC), TRUE: unconditional, FALSE: weighted conditionally on selection

ReportDiagnostics

virtual SimStore :: ReportDiagnostics ( const asDiag )
Report diagnostic results
Parameters:
asDiag Names of diagnostic tests

ReportPar

virtual SimStore :: ReportPar ( asColumn , asColumnForc )
Report parameter estimation results
Parameters:
asColumn Names of final columns (or {}) {}: no additional names, last column is called final (STORE_REP) {"x"}: one additional name, last column is called x (STORE_REP) {"x","y"}: two additional names, last columns are (STORE_REP, STORE_RSC, STORE_RSC conditional)
asColumn Names of forecast columns (or {})

ReportSelection

virtual SimStore :: ReportSelection ( const sTitle , const cParU , const cT , const dPVal1 , const dDominatingPVal = 0.05 )
Report summary results from selection
Parameters:
sTitle title
cParU number of unrestricted coefficients (to be excluded)
cT estimation sample size
dPVal1 p-value of selection (used to decide on significant/insignificant count; not used for gauge/potency)
dDominatingPVal p-value of for encompassing

StoreDiagnostics

SimStore :: StoreDiagnostics ( const iStore , const iRep , const vDiag )
Add diagnostic results to storage
Parameters:
iStore Storage type, one of: STORE_REP (replication), STORE_DGP (estimated DGP), STORE_GUM (estimated GUM), STORE_RSC (exp(-SC/2) weighted replication, for forecast averaging)
iRep replication index

StoreEncompassing

SimStore :: StoreEncompassing ( const iRep , const vEnc )
Add encompassing results to storage
Parameters:
iRep replication index
vEnc encompassing test(s)

StoreForecastsFromAverage

SimStore :: StoreForecastsFromAverage ( const iStore , const iRep , const vAvgForc )
Stores forecast from averaging
Parameters:
iStore Storage type, one of: STORE_FORC_AVG0, STORE_FORC_AVG1, STORE_FORC_AVG2
iRep replication index
vAvgForc forecasts

StoreResults

virtual SimStore :: StoreResults ( const iStore , const iRep , const iRepStage , const vPar , const vParSE , const vParPval , const asPar , const dESE , const dLogLik , const cT , const vForc , const vAct )
Stores results from a Monte Carlo replication
Parameters:
iStore Storage type, one of: STORE_REP (replication), STORE_DGP (estimated DGP), STORE_GUM (estimated GUM), STORE_RSC (exp(-SC/2) weighted replication, for forecast averaging)
iRep replication index
iRepStage 0: results stored, >=1: results added to previous results, so keeping only sum of results (addition can only be used with STORE_REP and STORE_RSC)
vPar parameter vector
vParSE standard errors of parameters
vParPval pvalues of parameters
asPar names of parameters
dESE equation standard error
dLogLik log-likelihood
cT sample size
vForc forecasts (or <>)
vAct actual values for forecast period (or <>), for STORE_DGP only

SimStore Data details

m_asPar

decl m_asPar [public]

m_cM

decl m_cM [public]

m_cParOrig

decl m_cParOrig [public]

m_dSigma

decl m_dSigma [public]

m_mMC_vAct_DGP

decl m_mMC_vAct_DGP [public]

m_mMC_vDiagnosticsDGP

decl m_mMC_vDiagnosticsDGP [public]

m_mMC_vDiagnosticsGUM

decl m_mMC_vDiagnosticsGUM [public]

m_mMC_vDiagnosticsREP

decl m_mMC_vDiagnosticsREP [public]

m_mMC_vEncomp

decl m_mMC_vEncomp [public]

m_mMC_vForcAvg_0

decl m_mMC_vForcAvg_0 [public]

m_mMC_vForcAvg_1

decl m_mMC_vForcAvg_1 [public]

m_mMC_vForcAvg_2

decl m_mMC_vForcAvg_2 [public]

m_mMC_vForc_DGP

decl m_mMC_vForc_DGP [public]

m_mMC_vForc_GUM

decl m_mMC_vForc_GUM [public]

m_mMC_vForc_REP

decl m_mMC_vForc_REP [public]

m_mMC_vForc_RSC

decl m_mMC_vForc_RSC [public]

m_mMC_vParPval_DGP

decl m_mMC_vParPval_DGP [public]

m_mMC_vParPval_GUM

decl m_mMC_vParPval_GUM [public]

m_mMC_vParPval_REP

decl m_mMC_vParPval_REP [public]

m_mMC_vParPval_RSC

decl m_mMC_vParPval_RSC [public]

m_mMC_vParSE_DGP

decl m_mMC_vParSE_DGP [public]

m_mMC_vParSE_GUM

decl m_mMC_vParSE_GUM [public]

m_mMC_vParSE_REP

decl m_mMC_vParSE_REP [public]

m_mMC_vParSE_RSC

decl m_mMC_vParSE_RSC [public]

m_mMC_vPar_DGP

decl m_mMC_vPar_DGP [public]

m_mMC_vPar_GUM

decl m_mMC_vPar_GUM [public]

m_mMC_vPar_REP

decl m_mMC_vPar_REP [public]

m_mMC_vPar_RSC

decl m_mMC_vPar_RSC [public]

m_vMC_cPar_DGP

decl m_vMC_cPar_DGP [public]

m_vMC_cPar_GUM

decl m_vMC_cPar_GUM [public]

m_vMC_cPar_REP

decl m_vMC_cPar_REP [public]

m_vMC_cPar_RSC

decl m_vMC_cPar_RSC [public]

m_vMC_dESE_DGP

decl m_vMC_dESE_DGP [public]

m_vMC_dESE_GUM

decl m_vMC_dESE_GUM [public]

m_vMC_dESE_REP

decl m_vMC_dESE_REP [public]

m_vMC_dESE_RSC

decl m_vMC_dESE_RSC [public]

m_vMC_dLogLik_DGP

decl m_vMC_dLogLik_DGP [public]

m_vMC_dLogLik_GUM

decl m_vMC_dLogLik_GUM [public]

m_vMC_dLogLik_REP

decl m_vMC_dLogLik_REP [public]

m_vMC_dLogLik_RSC

decl m_vMC_dLogLik_RSC [public]

m_vMC_dSC_DGP

decl m_vMC_dSC_DGP [public]

m_vMC_dSC_GUM

decl m_vMC_dSC_GUM [public]

m_vMC_dSC_REP

decl m_vMC_dSC_REP [public]

m_vMC_dSC_RSC

decl m_vMC_dSC_RSC [public]

m_vMC_dWeight_REP

decl m_vMC_dWeight_REP [public]

m_vMC_dWeight_RSC

decl m_vMC_dWeight_RSC [public]

m_vMC_vParCondWeight_RSC

decl m_vMC_vParCondWeight_RSC [public]

m_vPar

decl m_vPar [public]

SimStore Enums details

enum1

enum { STORE_REP, STORE_DGP, STORE_GUM, STORE_RSC } [public]

enum2

enum { STORE_FORC_AVG0, STORE_FORC_AVG1, STORE_FORC_AVG2 } [public]