gEconpy.model.statistics.build_Q_matrix#

gEconpy.model.statistics.build_Q_matrix(model_shocks, shock_std_dict=None, shock_cov_matrix=None, shock_std=None)#

Take different options for user input and reconcile them into a covariance matrix.

Exactly one or zero of shock_dict or shock_cov_matrix should be provided.

Parameters:

model_shocks: list of str: List of model shock names, used to infer positions in the covariance matrix.
shock_std_dict: dict, optional: Dictionary of shock names and standard deviations to be used to build Q.
shock_cov_matrix: array, optional: An (n_shocks, n_shocks) covariance matrix describing the exogenous shocks.
shock_std: float or sequence of float, optional: Standard deviation of all model shocks.

Returns: