gEconpy.model.build.statespace_from_gcn#
- gEconpy.model.build.statespace_from_gcn(gcn_path, simplify_blocks=True, simplify_tryreduce=True, simplify_constants=True, infer_steady_state=True, verbose=True, on_unused_parameters='raise', log_linearize=True, not_loglin_variables=None, show_errors=True, filter_type='standard')#
Build a symbolic DSGE state-space model from a GCN file.
Unlike
model_from_gcn, this returns aDSGEStateSpacewhose steady-state and linearized system are represented as pytensor graphs parameterized by the model’s free parameters. This is the entry point for Bayesian estimation via PyMC.- Parameters:
- gcn_path
strorPath Path to the GCN file.
- simplify_blocksbool, default
True Simplify block equations during parsing.
- simplify_tryreducebool, default
True Eliminate user-marked tryreduce variables.
- simplify_constantsbool, default
True Fold constant “variables” into equations.
- infer_steady_statebool, default
True Propagate analytical steady-state solutions through identities.
- verbosebool, default
True Print a build report on completion.
- on_unused_parameters
str, default'raise' How to handle unused parameters:
'raise','warn', or'ignore'.- log_linearizebool, default
True Whether to log-linearize the model.
- not_loglin_variables
listofstr, optional Variable names to exclude from log-linearization.
- show_errorsbool, default
True Pretty-print parse errors to stderr.
- filter_type
str, default'standard' Kalman-filter variant to use in the underlying
PyMCStateSpace.
- gcn_path
- Returns:
DSGEStateSpaceA symbolic state-space model ready for estimation.