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API Notes

ParamRegistry

ParamRegistry owns parameter order and maps the unrestricted work vector to economic values. It also evaluates priors and builds structural covariance matrices:

registry.to_econ_dict(theta_work)
registry.from_econ_dict(theta_econ)
registry.log_prior(theta_work)
registry.build_Q(theta_work, n_eps)
registry.build_H(theta_work, n_y)

build_matrices

build_matrices converts SymPy residuals or equalities into the canonical linear system consumed by gensys.

log_like And log_posterior

log_like evaluates the Gaussian state-space likelihood. log_posterior adds the registry prior. Use include_jacobian=True only when the posterior density should be expressed in the unrestricted work space.

DSGE

The high-level facade is available from:

from src.dsge import DSGE

src.dgse remains available for old notebooks.