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function [fval,info,exit_flag,fake_1,fake_2] = minus_logged_prior_density ( xparams,pshape,p6,p7,p3,p4,DynareOptions,DynareModel,EstimatedParams,DynareResults)
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% Evaluates minus the logged prior density.
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%
% INPUTS
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% xparams [double] vector of parameters.
% pshape [integer] vector specifying prior densities shapes.
% p6 [double] vector, first hyperparameter.
% p7 [double] vector, second hyperparameter.
% p3 [double] vector, prior's lower bound.
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% p4 [double] vector, prior's upper bound.
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%
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% OUTPUTS
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% f [double] value of minus the logged prior density.
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% info [double] vector: second entry stores penalty, first entry the error code.
%
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% Copyright © 2009-2017 Dynare Team
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%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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fake_1 = 1 ;
fake_2 = 1 ;
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exit_flag = 1 ;
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info = zeros ( 4 , 1 ) ;
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%------------------------------------------------------------------------------
% 1. Get the structural parameters & define penalties
%------------------------------------------------------------------------------
% Return, with endogenous penalty, if some parameters are smaller than the lower bound of the prior domain.
if ~ isequal ( DynareOptions . mode_compute , 1 ) && any ( xparams < p3 )
k = find ( xparams < p3 ) ;
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fval = Inf ;
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exit_flag = 0 ;
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info ( 1 ) = 41 ;
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info ( 4 ) = sum ( ( p3 ( k ) - xparams ( k ) ) .^ 2 ) ;
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return
end
% Return, with endogenous penalty, if some parameters are greater than the upper bound of the prior domain.
if ~ isequal ( DynareOptions . mode_compute , 1 ) && any ( xparams > p4 )
k = find ( xparams > p4 ) ;
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fval = Inf ;
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exit_flag = 0 ;
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info ( 1 ) = 42 ;
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info ( 4 ) = sum ( ( xparams ( k ) - p4 ( k ) ) .^ 2 ) ;
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return
end
% Get the diagonal elements of the covariance matrices for the structural innovations (Q) and the measurement error (H).
DynareModel = set_all_parameters ( xparams , EstimatedParams , DynareModel ) ;
Q = DynareModel . Sigma_e ;
H = DynareModel . H ;
% Test if Q is positive definite.
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if ~ issquare ( Q ) || EstimatedParams . ncx || isfield ( EstimatedParams , ' calibrated_covariances' )
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% Try to compute the cholesky decomposition of Q (possible iff Q is positive definite)
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[ Q_is_positive_definite , penalty ] = ispd ( Q ) ;
if ~ Q_is_positive_definite
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% The variance-covariance matrix of the structural innovations is not definite positive. We have to compute the eigenvalues of this matrix in order to build the endogenous penalty.
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fval = Inf ;
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exit_flag = 0 ;
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info ( 1 ) = 43 ;
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info ( 4 ) = penalty ;
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return
end
if isfield ( EstimatedParams , ' calibrated_covariances' )
correct_flag = check_consistency_covariances ( Q ) ;
if ~ correct_flag
penalty = sum ( Q ( EstimatedParams . calibrated_covariances . position ) .^ 2 ) ;
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fval = Inf ;
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exit_flag = 0 ;
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info ( 1 ) = 71 ;
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info ( 4 ) = penalty ;
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return
end
end
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end
% Test if H is positive definite.
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if ~ issquare ( H ) || EstimatedParams . ncn || isfield ( EstimatedParams , ' calibrated_covariances_ME' )
[ H_is_positive_definite , penalty ] = ispd ( H ) ;
if ~ H_is_positive_definite
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% The variance-covariance matrix of the measurement errors is not definite positive. We have to compute the eigenvalues of this matrix in order to build the endogenous penalty.
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fval = Inf ;
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exit_flag = 0 ;
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info ( 1 ) = 44 ;
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info ( 4 ) = penalty ;
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return
end
if isfield ( EstimatedParams , ' calibrated_covariances_ME' )
correct_flag = check_consistency_covariances ( H ) ;
if ~ correct_flag
penalty = sum ( H ( EstimatedParams . calibrated_covariances_ME . position ) .^ 2 ) ;
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fval = Inf ;
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exit_flag = 0 ;
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info ( 1 ) = 72 ;
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info ( 4 ) = penalty ;
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return
end
end
end
%-----------------------------
% 2. Check BK and steady state
%-----------------------------
M_ = set_all_parameters ( xparams , EstimatedParams , DynareModel ) ;
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[ dr , info , DynareModel , DynareResults ] = resol ( 0 , DynareModel , DynareOptions , DynareResults ) ;
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% Return, with endogenous penalty when possible, if dynare_resolve issues an error code (defined in resol).
if info ( 1 )
if info ( 1 ) == 3 || info ( 1 ) == 4 || info ( 1 ) == 5 || info ( 1 ) == 6 || info ( 1 ) == 19 ...
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info ( 1 ) == 20 || info ( 1 ) == 21 || info ( 1 ) == 23 || info ( 1 ) == 26 || ...
info ( 1 ) == 81 || info ( 1 ) == 84 || info ( 1 ) == 85
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%meaningful second entry of output that can be used
fval = Inf ;
info ( 4 ) = info ( 2 ) ;
exit_flag = 0 ;
return
else
fval = Inf ;
info ( 4 ) = 0.1 ;
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exit_flag = 0 ;
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return
end
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end
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fval = - priordens ( xparams , pshape , p6 , p7 , p3 , p4 ) ;