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v4.1:: Added default domain for the gamma and inverted gamma 

distributed random variables (instead of NaNs).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2425 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-02-17 17:23:07 +00:00
parent 74c8e53140
commit 060f47c79c
1 changed files with 14 additions and 1 deletions
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15
matlab/set_prior.m
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@ -155,7 +155,9 @@ function [xparam1, estim_params_, bayestopt_, lb, ub, M_]=set_prior(estim_params
% generalized location parameter by default for gamma distribution
k = find(bayestopt_.pshape == 2);
k1 = find(isnan(bayestopt_.p3(k)));
k2 = find(isnan(bayestopt_.p4(k)));
bayestopt_.p3(k(k1)) = zeros(length(k1),1);
bayestopt_.p4(k(k2)) = Inf(length(k2),1);
% truncation parameters by default for normal distribution
k = find(bayestopt_.pshape == 3);
@ -164,23 +166,34 @@ function [xparam1, estim_params_, bayestopt_, lb, ub, M_]=set_prior(estim_params
k1 = find(isnan(bayestopt_.p4(k)));
bayestopt_.p4(k(k1)) = Inf*ones(length(k1),1);
% inverse gamma distribution
k = find(bayestopt_.pshape == 4);
for i=1:length(k)
[bayestopt_.p1(k(i)),bayestopt_.p2(k(i))] = ...
inverse_gamma_specification(bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),1);
end
k1 = find(isnan(bayestopt_.p3(k)));
k2 = find(isnan(bayestopt_.p4(k)));
bayestopt_.p3(k(k1)) = zeros(length(k1),1);
bayestopt_.p4(k(k2)) = Inf(length(k2),1);
% uniform distribution
k = find(bayestopt_.pshape == 5);
for i=1:length(k)
[bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),bayestopt_.p1(k(i)),bayestopt_.p2(k(i))] = ...
uniform_specification(bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),bayestopt_.p3(k(i)),bayestopt_.p4(k(i)));
end
% inverse gamma distribution (type 2)
k = find(bayestopt_.pshape == 6);
for i=1:length(k)
[bayestopt_.p1(k(i)),bayestopt_.p2(k(i))] = ...
inverse_gamma_specification(bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),2);
end
k1 = find(isnan(bayestopt_.p3(k)));
k2 = find(isnan(bayestopt_.p4(k)));
bayestopt_.p3(k(k1)) = zeros(length(k1),1);
bayestopt_.p4(k(k2)) = Inf(length(k2),1);
k = find(isnan(xparam1));
xparam1(k) = bayestopt_.pmean(k);
xparam1(k) = bayestopt_.pmean(k);