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Avoid use of Statistical toolbox !!! 

git-svn-id: file:///home/sebastien/dynare/gsa_dyn@148 f1850c17-3b45-254b-b221-fcb05880fee1
time-shift
rattoma 2009-10-09 08:03:12 +00:00
parent 7553597f6c
commit 05b958060a
1 changed files with 19 additions and 14 deletions
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33
GSA_distrib/priorcdf.m
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@ -1,4 +1,4 @@
function [xcum] = priorcdf(para, pshape, p1, p2, p3, p4)
function [xcum] = priorcdf(para, pshape, p6, p7, p3, p4)
% This procedure transforms x vectors into cumulative values
% pshape: 0 is point mass, both para and p2 are ignored
% 1 is BETA(mean,stdd)
@ -15,30 +15,35 @@ while i <= nprio;
a = 0;
b = 0;
if pshape(i) == 1; % (generalized) BETA Prior
mu = (p1(i)-p3(i))/(p4(i)-p3(i));
stdd = p2(i)/(p4(i)-p3(i));
a = (1-mu)*mu^2/stdd^2 - mu;
b = a*(1/mu - 1);
% mu = (p1(i)-p3(i))/(p4(i)-p3(i));
% stdd = p2(i)/(p4(i)-p3(i));
% a = (1-mu)*mu^2/stdd^2 - mu;
% b = a*(1/mu - 1);
%lnprior = lnprior + lpdfgbeta(para(i),a,b,p3(i),p4(i)) ;
para(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i));
xcum(:,i) = betacdf(para(:,i),a,b) ;
elseif pshape(i) == 2; % GAMMA PRIOR
b = p2(i)^2/(p1(i)-p3(i));
a = (p1(i)-p3(i))/b;
% xcum(:,i) = betacdf(para(:,i),a,b) ;
xcum(:,i) = betainc(para(:,i),p6(i),p7(i));
elseif pshape(i) == 2; % GAMMA PRIOR
% b = p2(i)^2/(p1(i)-p3(i));
% a = (p1(i)-p3(i))/b;
%lnprior = lnprior + lpdfgam(para(i)-p3(i),a,b);
xcum(:,i) = gamcdf(para(:,i)-p3(i),a,b);
% xcum(:,i) = gamcdf(para(:,i)-p3(i),a,b);
xcum(:,i) = gamm_cdf((para(:,i)-p3(i))/p7(i),p6(i));
elseif pshape(i) == 3; % GAUSSIAN PRIOR
%lnprior = lnprior + lpdfnorm(para(i),p1(i),p2(i));
xcum(:,i) = normcdf(para(:,i),p1(i),p2(i));
% xcum(:,i) = normcdf(para(:,i),p1(i),p2(i));
xcum(:,i) = 0.5 * erfc(-(para(:,i)-p6(i))/p7(i) ./ sqrt(2));
elseif pshape(i) == 4; % INVGAMMA1 PRIOR
%lnprior = lnprior + lpdfig1(para(i),p1(i),p2(i));
xcum(:,i) = gamcdf(1/para(:,i).^2,p2(i)/2,2/p1(i));
% xcum(:,i) = gamcdf(1/para(:,i).^2,p2(i)/2,2/p1(i));
xcum(:,i) = gamm_cdf((1/(para(:,i)-p3(i))^2)/(2/p6(i)),p7(i)/2);
elseif pshape(i) == 5; % UNIFORM PRIOR
%lnprior = lnprior + log(1/(p2(i)-p1(i)));
xcum(:,i) = (para(:,i)-p1(i))./(p2(i)-p1(i));
xcum(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i));
elseif pshape(i) == 6; % INVGAMMA2 PRIOR
% lnprior = lnprior + lpdfig2(para(i),p1(i),p2(i));
xcum(:,i) = gamcdf(1/para(:,i),p2(i)/2,2/p1(i));
% xcum(:,i) = gamcdf(1/para(:,i),p2(i)/2,2/p1(i));
xcum(:,i) = gamm_cdf((1/(para(:,i)-p3(i)))/(2/p6(i)),p7(i)/2);
end;
i = i+1;
end;