I implemented three new commands for analysing FHorz models, to match the InfHorz versions that were recently added.
EvalFnOnAgentDist_AutoCorrTransProbs_FHorz.m
EvalFnOnAgentDist_CrossSectionCovarCorr_FHorz.m
and also
EvalFnOnAgentDist_AgeConditionalStats_CrossSectionCovarCorr_FHorz.m
these obviously have had some but not large amount of testing.
They cannot yet be used in the calibration/estimation commands, nor do they support simoptions.conditionalrestrictions, nor is there PType. (If anyone specifically wants one of the three, let me know so I can prioritize it.) Currently the autocorr and transprobs are just one period, but if you want, e.g., three-period autocorr let me know and I will implement; similarly simoptions.agegroupings is not yet supported.