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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1549 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-01-10 14:47:31 +00:00
parent 8ac397daa2
commit 165dfd549c
1 changed files with 25 additions and 8 deletions
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33
matlab/priordens.m
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@ -1,12 +1,29 @@
function lnprior = priordens(para, pshape, p1, p2, p3, p4)
% This procedure computes a prior density for
% the structural parameters of the DSGE models
% pshape: 0 is point mass, both para and p2 are ignored
% 1 is BETA(mean,stdd)
% 2 is GAMMA(mean,stdd)
% 3 is NORMAL(mean,stdd)
% 4 is INVGAMMA(s^2,nu)
% 5 is UNIFORM [p3,p4]
% function lnprior = priordens(para, pshape, p1, p2, p3, p4)
% computes a prior density for the structural parameters of DSGE models
%
% INPUTS
% para: parameter value
% pshape: 0 is point mass, both para and p2 are ignored
% 1 is BETA(mean,stdd)
% 2 is GAMMA(mean,stdd)
% 3 is NORMAL(mean,stdd)
% 4 is INVGAMMA(s^2,nu)
% 5 is UNIFORM [p3,p4]
% p1: mean
% p2: standard deviation
% p3: lower bound
% p4: upper bound
%
% OUTPUTS
% lnprior: log of the prior density
%
% SPECIAL REQUIREMENTS
% none
%
% part of DYNARE, copyright Dynare Team (2003-2008)
% Gnu Public License.
lnprior = 0;
nprio = length(pshape);