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-bf33cf982152time-shift
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74c8e53140
commit
060f47c79c
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@ -155,7 +155,9 @@ function [xparam1, estim_params_, bayestopt_, lb, ub, M_]=set_prior(estim_params
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% generalized location parameter by default for gamma distribution
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% generalized location parameter by default for gamma distribution
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k = find(bayestopt_.pshape == 2);
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k = find(bayestopt_.pshape == 2);
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k1 = find(isnan(bayestopt_.p3(k)));
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k1 = find(isnan(bayestopt_.p3(k)));
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k2 = find(isnan(bayestopt_.p4(k)));
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bayestopt_.p3(k(k1)) = zeros(length(k1),1);
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bayestopt_.p3(k(k1)) = zeros(length(k1),1);
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bayestopt_.p4(k(k2)) = Inf(length(k2),1);
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% truncation parameters by default for normal distribution
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% truncation parameters by default for normal distribution
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k = find(bayestopt_.pshape == 3);
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k = find(bayestopt_.pshape == 3);
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@ -164,23 +166,34 @@ function [xparam1, estim_params_, bayestopt_, lb, ub, M_]=set_prior(estim_params
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k1 = find(isnan(bayestopt_.p4(k)));
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k1 = find(isnan(bayestopt_.p4(k)));
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bayestopt_.p4(k(k1)) = Inf*ones(length(k1),1);
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bayestopt_.p4(k(k1)) = Inf*ones(length(k1),1);
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% inverse gamma distribution
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k = find(bayestopt_.pshape == 4);
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k = find(bayestopt_.pshape == 4);
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for i=1:length(k)
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for i=1:length(k)
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[bayestopt_.p1(k(i)),bayestopt_.p2(k(i))] = ...
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[bayestopt_.p1(k(i)),bayestopt_.p2(k(i))] = ...
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inverse_gamma_specification(bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),1);
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inverse_gamma_specification(bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),1);
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end
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end
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k1 = find(isnan(bayestopt_.p3(k)));
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k2 = find(isnan(bayestopt_.p4(k)));
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bayestopt_.p3(k(k1)) = zeros(length(k1),1);
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bayestopt_.p4(k(k2)) = Inf(length(k2),1);
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% uniform distribution
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k = find(bayestopt_.pshape == 5);
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k = find(bayestopt_.pshape == 5);
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for i=1:length(k)
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for i=1:length(k)
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[bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),bayestopt_.p1(k(i)),bayestopt_.p2(k(i))] = ...
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[bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),bayestopt_.p1(k(i)),bayestopt_.p2(k(i))] = ...
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uniform_specification(bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),bayestopt_.p3(k(i)),bayestopt_.p4(k(i)));
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uniform_specification(bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),bayestopt_.p3(k(i)),bayestopt_.p4(k(i)));
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end
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end
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% inverse gamma distribution (type 2)
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k = find(bayestopt_.pshape == 6);
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k = find(bayestopt_.pshape == 6);
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for i=1:length(k)
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for i=1:length(k)
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[bayestopt_.p1(k(i)),bayestopt_.p2(k(i))] = ...
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[bayestopt_.p1(k(i)),bayestopt_.p2(k(i))] = ...
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inverse_gamma_specification(bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),2);
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inverse_gamma_specification(bayestopt_.pmean(k(i)),bayestopt_.pstdev(k(i)),2);
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end
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end
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k1 = find(isnan(bayestopt_.p3(k)));
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k2 = find(isnan(bayestopt_.p4(k)));
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bayestopt_.p3(k(k1)) = zeros(length(k1),1);
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bayestopt_.p4(k(k2)) = Inf(length(k2),1);
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k = find(isnan(xparam1));
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k = find(isnan(xparam1));
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xparam1(k) = bayestopt_.pmean(k);
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xparam1(k) = bayestopt_.pmean(k);
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