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Fix initialization of parameter bounds for ML case in stab_map_.m

time-shift
Johannes Pfeifer 2015-06-06 17:40:37 +02:00
parent c9b05575f5
commit 27622a29da
2 changed files with 16 additions and 5 deletions
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19
matlab/gsa/prior_draw_gsa.m
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@ -42,7 +42,7 @@ function pdraw = prior_draw_gsa(init,rdraw)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global bayestopt_ options_
global bayestopt_ options_ estim_params_ M_
persistent npar pshape p6 p7 p3 p4 lbcum ubcum
if init
@ -55,7 +55,18 @@ if init
pdraw = zeros(npar,1);
lbcum = zeros(npar,1);
ubcum = ones(npar,1);
bounds = prior_bounds(bayestopt_,options_);
[junk1,junk2,junk3,lb,ub,junk4] = set_prior(estim_params_,M_,options_); %Prepare bounds
if ~isempty(bayestopt_) && any(bayestopt_.pshape > 0)
% Set prior bounds
bounds = prior_bounds(bayestopt_,options_);
bounds.lb = max(bounds.lb,lb);
bounds.ub = min(bounds.ub,ub);
else % estimated parameters but no declared priors
% No priors are declared so Dynare will estimate the model by
% maximum likelihood with inequality constraints for the parameters.
bounds.lb = lb;
bounds.ub = ub;
end
% set bounds for cumulative probabilities
for i = 1:npar
switch pshape(i)
@ -63,8 +74,8 @@ if init
p4(i) = min(p4(i),bounds.ub(i));
p3(i) = max(p3(i),bounds.lb(i));
case 3% Gaussian prior.
lbcum(i) = 0.5 * erfc(-(bounds.lb(i)-p6(i))/p7(i) ./ sqrt(2));;
ubcum(i) = 0.5 * erfc(-(bounds.ub(i)-p6(i))/p7(i) ./ sqrt(2));;
lbcum(i) = 0.5 * erfc(-(bounds.lb(i)-p6(i))/p7(i) ./ sqrt(2));
ubcum(i) = 0.5 * erfc(-(bounds.ub(i)-p6(i))/p7(i) ./ sqrt(2));
case 2% Gamma prior.
lbcum(i) = gamcdf(bounds.lb(i)-p3(i),p6(i),p7(i));
ubcum(i) = gamcdf(bounds.ub(i)-p3(i),p6(i),p7(i));

2
matlab/gsa/stab_map_.m
View File

@ -162,7 +162,7 @@ if fload==0,
end
end
% try
% dummy=prior_draw_gsa(1);
dummy=prior_draw_gsa(1); %initialize persistent variables
% catch
% if pprior,
% if opt_gsa.prior_range==0;