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fixed bug in drawing of prior densities (It must always return 

'steps' values)
time-shift
Michel Juillard 2011-11-19 21:14:43 +01:00
parent b58eaa8e2b
commit 074515bfc2
1 changed files with 13 additions and 19 deletions
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32
matlab/draw_prior_density.m
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@ -45,8 +45,7 @@ switch pshape(indx)
density = @(x,a,b,aa,bb) betapdf((x-aa)/(bb-aa), a, b)/(bb-aa);
infbound = betainv(truncprior,p6(indx),p7(indx))*(p4(indx)-p3(indx))+p3(indx);
supbound = betainv(1-truncprior,p6(indx),p7(indx))*(p4(indx)-p3(indx))+p3(indx);
stepsize = (supbound-infbound)/steps;
abscissa = infbound:stepsize:supbound;
abscissa = linspace(infbound,supbound,steps);
dens = density(abscissa,p6(indx),p7(indx),p3(indx),p4(indx));
case 2% Generalized Gamma prior
density = @(x,a,b,c) gampdf(x-c,a,b);
@ -61,14 +60,12 @@ switch pshape(indx)
rethrow(lasterror)
end
end
stepsize = (supbound-infbound)/steps;
abscissa = infbound:stepsize:supbound;
abscissa = linspace(infbound,supbound,steps);
dens = density(abscissa,p6(indx),p7(indx),p3(indx));
case 3% Gaussian prior
infbound = norminv(truncprior,p6(indx),p7(indx));
supbound = norminv(1-truncprior,p6(indx),p7(indx));
stepsize = (supbound-infbound)/steps;
abscissa = infbound:stepsize:supbound;
abscissa = linspace(infbound,supbound,steps);
dens = normpdf(abscissa,p6(indx),p7(indx));
case 4% Inverse-gamma of type 1 prior
try
@ -82,14 +79,12 @@ switch pshape(indx)
rethrow(lasterror)
end
end
stepsize = (supbound-infbound)/steps;
abscissa = infbound:stepsize:supbound;
abscissa = linspace(infbound,supbound,steps);
dens = exp(lpdfig1(abscissa-p3(indx),p6(indx),p7(indx)));
case 5% Uniform prior
infbound = p6(indx);
supbound = p7(indx);
stepsize = (supbound-infbound)/steps;
abscissa = infbound:stepsize:supbound;
abscissa = linspace(infbound,supbound,steps);
dens = ones(1, steps) / (supbound-infbound);
case 6% Inverse-gamma of type 2 prior
try
@ -103,23 +98,22 @@ switch pshape(indx)
rethrow(lasterror)
end
end
stepsize = (supbound-infbound)/steps ;
abscissa = infbound:stepsize:supbound;
abscissa = linspace(infbound,supbound,steps);
dens = exp(lpdfig2(abscissa-p3(indx),p6(indx),p7(indx)));
otherwise
error(sprintf('draw_prior_density: unknown distribution shape (index %d, type %d)', indx, pshape(indx)));
end
k = [1:length(dens)];
if pshape(indx) ~= 5
[junk,k1] = max(dens);
if k1 == 1 || k1 == length(dens)
k = find(dens < 10);
k = find(dens > 10);
dens(k) = NaN;
end
end
binf = abscissa(k(1));
bsup = abscissa(k(length(k)));
x = abscissa(k);
f = dens(k);
binf = abscissa(1);
bsup = abscissa(end);
x = abscissa;
f = dens;
f(find(x<bayestopt_.lb(indx)))=0;
f(find(x>bayestopt_.ub(indx)))=0;
f(find(x>bayestopt_.ub(indx)))=0;