diff --git a/matlab/prior_draw.m b/matlab/prior_draw.m index cd0c32a50..7bf27e260 100644 --- a/matlab/prior_draw.m +++ b/matlab/prior_draw.m @@ -1,9 +1,17 @@ function pdraw = prior_draw(init,uniform) % --*-- Unitary tests --*-- -% This function generate one draw from the joint prior distribution. +% This function generate one draw from the joint prior distribution and +% allows sampling uniformly from the prior support (uniform==1 when called with init==1) % % INPUTS -% o init [integer] scalar equal to 1 (first call) or 0. -% o uniform [integer] scalar equal to 1 (first call) or 0. +% o init [integer] scalar equal to: +% 1: first call to set up persistent variables +% describing the prior +% 0: subsequent call to get prior +% draw +% o uniform [integer] scalar used in initialization (init=1), equal to: +% 1: sample uniformly from prior +% support (overwrites prior shape used for sampling within this function) +% 0: sample from joint prior distribution % % OUTPUTS % o pdraw [double] 1*npar vector, draws from the joint prior density. @@ -14,7 +22,9 @@ function pdraw = prior_draw(init,uniform) % --*-- Unitary tests --*-- % % NOTE 1. Input arguments 1 an 2 are only needed for initialization. % NOTE 2. A given draw from the joint prior distribution does not satisfy BK conditions a priori. - +% NOTE 3. This code relies on bayestopt_ as created in the base workspace +% by the preprocessor (or as updated in subsequent pieces of code and handed to the base workspace) +% % Copyright (C) 2006-2015 Dynare Team % % This file is part of Dynare. @@ -87,7 +97,7 @@ if nargin>0 && init else inverse_gamma_2_draws = 1; end - pdraw = zeros(number_of_estimated_parameters,1); + pdraw = NaN(number_of_estimated_parameters,1); return end