sweep
Runs a grid of cached fits across AR orders, cases, and estimation windows around the current VEC, optionally adding rank tests/bootstrap to compare specifications and fill results as cells finish.
Instructions
C7 — Robustness: a grid of fits over the same files, one CACHED JOB per
cell, around the current VEC (its r, restrictions and normalisation).
p: AR orders, e.g. "1,2,3"; case: "2, 3, pre, trend" (trend, case
4, for a single fit only); estwin: subsamples, rows 1..E of nabla Y
("60, 70, 80"; the recursive estimate). Empty: the current one.
B > 0 adds a rank test per (p, case) cell, with its bootstrap (jobs
too). The table — logL, parameters, the stopping criterion, theta and
alpha per cell; r-hat for the rank cells — fills as the cells finish:
call it again with the same grid (the cells are cached). It claims
nothing beyond its cells: what it preserves is the list of what was run,
and why, in the guion.
At C1, before any VEC (prepare_vec's specification, B required, no
estwin): the RANK over p, each order its own bootstrap — what rank_test
offers when n / (M p) is small and the verdict can flip with p.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"name": "<name>"
},
"name": "sweep"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| B | No | ||
| p | No | ||
| case | No | ||
| name | Yes | ||
| wait | No | ||
| estwin | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |