jldc / deepsimulatedmoments.jl Goto Github PK
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License: MIT License
Method of Simulated Moments using deep learning to generate moment conditions
License: MIT License
I've had a look, and everything seems to be working.
Comments:
train_network: I understand that net is mutated during training, so probably train_network should be train_network!
Suggestion:
Add an example to show how to get moments from a trained net: the syntax for supplying sample data to the net and recovering the output of the net as vector of statistics. This could be a first, easy to achieve goal. Adding Bayesian MSM via MH MCMC could be a longer term goal.
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