stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Change get_prior_info.m to reflect user-specified bounds. Also corrects LaTeX-code

time-shift
Johannes Pfeifer 2014-01-28 18:45:40 +01:00
parent c2345fd23b
commit 16b7a9ed98
1 changed files with 51 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

61
matlab/get_prior_info.m
View File

@ -54,13 +54,32 @@ options_.order = 1;
[xparam1,estim_params_,bayestopt_,lb,ub,M_] = set_prior(estim_params_,M_,options_);
if plt_flag
plot_priors(bayestopt_,M_,options_);
plot_priors(bayestopt_,M_,estim_params_,options_)
end
PriorNames = { 'Beta' , 'Gamma' , 'Gaussian' , 'Inverted Gamma' , 'Uniform' , 'Inverted Gamma -- 2' };
if size(M_.param_names,1)==size(M_.param_names_tex,1)% All the parameters have a TeX name.
fidTeX = fopen('priors_data.tex','w+');
fprintf(fidTeX,'%% TeX-table generated by get_prior_info (Dynare).\n');
fprintf(fidTeX,'%% Prior Information\n');
fprintf(fidTeX,['%% ' datestr(now,0)]);
fprintf(fidTeX,' \n');
fprintf(fidTeX,' \n');
fprintf(fidTeX,'\\begin{center}\n');
fprintf(fidTeX,'\\begin{longtable}{l|ccccccc} \n');
fprintf(fidTeX,'\\caption{Prior information (parameters)}\\\\\n ');
fprintf(fidTeX,'\\label{Table:Prior}\\\\\n');
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Lower Bound & Upper Bound & LB Untrunc. 80\\%% HPDI & UB Untrunc. 80\\%% HPDI \\\\ \n');
fprintf(fidTeX,'\\hline \\endfirsthead \n');
fprintf(fidTeX,'\\caption{(continued)}\\\\\n ');
fprintf(fidTeX,'\\hline\\hline \\\\ \n');
fprintf(fidTeX,' & Prior distribution & Prior mean & Prior s.d. & Lower Bound & Upper Bound & LB Untrunc. 80\\%% HPDI & UB Untrunc. 80\\%% HPDI \\\\ \n');
fprintf(fidTeX,'\\hline \\endhead \n');
fprintf(fidTeX,'\\hline \\multicolumn{8}{r}{(Continued on next page)} \\\\ \\hline \\endfoot \n');
fprintf(fidTeX,'\\hline \\hline \\endlastfoot \n');
% Column 1: a string for the name of the prior distribution.
% Column 2: the prior mean.
% Column 3: the prior standard deviation.
@ -81,24 +100,43 @@ if size(M_.param_names,1)==size(M_.param_names_tex,1)% All the parameters have a
case { 1 , 5 }
LowerBound = bayestopt_.p3(i);
UpperBound = bayestopt_.p4(i);
case { 2 , 4 , 6 }
if ~isinf(bayestopt_.lb(i))
LowerBound=max(LowerBound,bayestopt_.lb(i));
end
if ~isinf(bayestopt_.ub(i))
UpperBound=min(UpperBound,bayestopt_.ub(i));
end
case { 2 , 4 , 6 }
LowerBound = bayestopt_.p3(i);
UpperBound = '$\infty$';
if ~isinf(bayestopt_.lb(i))
LowerBound=max(LowerBound,bayestopt_.lb(i));
end
if ~isinf(bayestopt_.ub(i))
UpperBound=bayestopt_.ub(i);
else
UpperBound = '$\infty$';
end
case 3
if isinf(bayestopt_.p3(i))
if isinf(bayestopt_.p3(i)) && isinf(bayestopt_.lb(i))
LowerBound = '$-\infty$';
else
LowerBound = bayestopt_.p3(i);
if ~isinf(bayestopt_.lb(i))
LowerBound=max(LowerBound,bayestopt_.lb(i));
end
end
if isinf(bayestopt_.p4(i))
if isinf(bayestopt_.p4(i)) && isinf(bayestopt_.ub(i))
UpperBound = '$\infty$';
else
UpperBound = bayestopt_.p4(i);
if ~isinf(bayestopt_.ub(i))
UpperBound=min(UpperBound,bayestopt_.ub(i));
end
end
otherwise
error('get_prior_info:: Dynare bug!')
end
format_string = build_format_string(bayestopt_,i);
format_string = build_format_string(PriorStandardDeviation,LowerBound,UpperBound);
fprintf(fidTeX,format_string, ...
TexName, ...
PriorShape, ...
@ -109,6 +147,9 @@ if size(M_.param_names,1)==size(M_.param_names_tex,1)% All the parameters have a
PriorIntervals(i,1), ...
PriorIntervals(i,2) );
end
fprintf(fidTeX,'\\end{longtable}\n ');
fprintf(fidTeX,'\\end{center}\n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
end
@ -191,19 +232,19 @@ end
options_.order = order;
function format_string = build_format_string(bayestopt,i)
function format_string = build_format_string(PriorStandardDeviation,LowerBound,UpperBound)
format_string = ['%s & %s & %6.4f &'];
if isinf(bayestopt.p2(i))
if ~isnumeric(PriorStandardDeviation)
format_string = [ format_string , ' %s &'];
else
format_string = [ format_string , ' %6.4f &'];
end
if isinf(bayestopt.p3(i))
if ~isnumeric(LowerBound)
format_string = [ format_string , ' %s &'];
else
format_string = [ format_string , ' %6.4f &'];
end
if isinf(bayestopt.p4(i))
if ~isnumeric(UpperBound)
format_string = [ format_string , ' %s &'];
else
format_string = [ format_string , ' %6.4f &'];