2005-02-18 20:54:39 +01:00
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function [x,f,abscissa,dens,binf,bsup] = draw_prior_density(indx);
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2005-09-25 16:10:41 +02:00
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% stephane.adjemian@ens.fr [07-15-2004]
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2005-02-18 20:54:39 +01:00
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global bayestopt_
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pmean = bayestopt_.pmean;
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pshape = bayestopt_.pshape;
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p1 = bayestopt_.p1;
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p2 = bayestopt_.p2;
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p3 = bayestopt_.p3;
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p4 = bayestopt_.p4;
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truncprior = 10^(-3);
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if pshape(indx) == 1 %/* BETA Prior */
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density = inline('((bb-x).^(b-1)).*(x-aa).^(a-1)./(beta(a,b)*(bb-aa)^(a+b-1))','x','a','b','aa','bb');
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mu = (p1(indx)-p3(indx))/(p4(indx)-p3(indx));
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stdd = p2(indx)/(p4(indx)-p3(indx));
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a = (1-mu)*mu^2/stdd^2 - mu;
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b = a*(1/mu-1);
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aa = p3(indx);
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bb = p4(indx);
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infbound = qbeta(truncprior,a,b)*(bb-aa)+aa;
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supbound = qbeta(1-truncprior,a,b)*(bb-aa)+aa;
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stepsize = (supbound-infbound)/200;
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abscissa = infbound:stepsize:supbound;
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dens = density(abscissa,a,b,aa,bb);
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elseif pshape(indx) == 2 %/* GAMMA PRIOR */
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mu = p1(indx)-p3(indx);
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b = p2(indx)^2/mu;
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a = mu/b;
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infbound = mj_qgamma(truncprior,a)*b;
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supbound = mj_qgamma(1-truncprior,a)*b;
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stepsize = (supbound-infbound)/200;
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abscissa = infbound:stepsize:supbound;
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dens = exp(lpdfgam(abscissa,a,b));
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abscissa = abscissa + p3(indx);
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elseif pshape(indx) == 3 %/* GAUSSIAN PRIOR */
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density = inline('inv(sqrt(2*pi)*b)*exp(-0.5*((x-a)/b).^2)','x','a','b');
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a = p1(indx);
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b = p2(indx);
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infbound = qnorm(truncprior,a,b);
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supbound = qnorm(1-truncprior,a,b);
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stepsize = (supbound-infbound)/200;
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abscissa = infbound:stepsize:supbound;
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dens = density(abscissa,a,b);
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elseif pshape(indx) == 4 %/* INVGAMMA PRIOR type 1 */
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density = inline('2*inv(gamma(nu/2))*(x.^(-nu-1))*((s/2)^(nu/2)).*exp(-s./(2*x.^2))','x','s','nu');
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nu = p2(indx);
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s = p1(indx);
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a = nu/2;
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b = 2/s;
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infbound = 1/sqrt(mj_qgamma(1-10*truncprior,a)*b);
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supbound = 1/sqrt(mj_qgamma(10*truncprior,a)*b);
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stepsize = (supbound-infbound)/200;
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abscissa = infbound:stepsize:supbound;
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dens = density(abscissa,s,nu);
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elseif pshape(indx) == 5 %/* UNIFORM PRIOR */
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density = inline('(x.^0)/(b-a)','x','a','b');
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a = p1(indx);
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b = p2(indx);
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infbound = a;
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supbound = b;
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stepsize = (supbound-infbound)/200;
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abscissa = infbound:stepsize:supbound;
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dens = density(abscissa,a,b);
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elseif pshape(indx) == 6 %/* INVGAMMA PRIOR type 2 */
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density = inline('inv(gamma(nu/2))*(x.^(-.5(nu+2)))*((s/2)^(nu/2)).*exp(-s./(2*x))','x','s','nu');
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nu = p2(indx);
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s = p1(indx);
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a = nu/2;
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b = 2/s;
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infbound = 1/(qgamma(1-truncprior,a)*b);
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supbound = 1/(qgamma(truncprior,a)*b);
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stepsize = (supbound-infbound)/200;
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abscissa = infbound:stepsize:supbound;
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dens = density(abscissa,s,nu);
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end
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k = [1:length(dens)];
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if pshape(indx) ~= 5
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[junk,k1] = max(dens);
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if k1 == 1 | k1 == length(dens)
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k = find(dens < 10);
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end
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end
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binf = abscissa(k(1));
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bsup = abscissa(k(length(k)));
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x = abscissa(k);
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f = dens(k);
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