+--------------------------------------------------------------------+
| |
| $TTDF (NM75) |
| |
+--------------------------------------------------------------------+
MEANING: Specifies t-distribution degrees of freedom for theta
CONTEXT: NM-TRAN Control Record
USAGE:
$TTDF 0 (default)
$TTDF [value ... ]
$TTDF [(value)[xn]] ...
SAMPLE:
$TTDF (2.0)x2 (3.0)x2
sets t-distribution degrees of freedom for thetas 1 and 2 to value of
2, and degrees of freedom for thetas 3 and 4 to value of 3.0.
DISCUSSION:
The ttdf is a separate record that allows the user to specify the t-
distribution degrees of freedom for each theta. It can be used with
$ESTIMATION METHOD=NUTS, and with $SIMULATION. By default $TTDF value
is 0. These values will be used in estimation and simulation unless
$EST TTDF or $SIM TTDF is set, respectively, which set the t degrees
of freedom to a single TTDF value for all thetas for that step.
REFERENCES: Guide IV Section V.C.3, V.C.10
REFERENCES: Guide VI Section VI.D, Figure 41
Go to main index.
Created by nmhelp2html v. 1.0 written by Niclas Jonsson (Modified by AJB 5/2006,11/2007,10/2012)