From 27622a29da9163d707d750f03bef951f4ae4f6af Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Sat, 6 Jun 2015 17:40:37 +0200
Subject: [PATCH] Fix initialization of parameter bounds for ML case in
 stab_map_.m

---
 matlab/gsa/prior_draw_gsa.m | 19 +++++++++++++++----
 matlab/gsa/stab_map_.m      |  2 +-
 2 files changed, 16 insertions(+), 5 deletions(-)

diff --git a/matlab/gsa/prior_draw_gsa.m b/matlab/gsa/prior_draw_gsa.m
index 9c6b2cb16..5dc30b79f 100644
--- a/matlab/gsa/prior_draw_gsa.m
+++ b/matlab/gsa/prior_draw_gsa.m
@@ -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));
diff --git a/matlab/gsa/stab_map_.m b/matlab/gsa/stab_map_.m
index 7803998a8..7be2d9f66 100644
--- a/matlab/gsa/stab_map_.m
+++ b/matlab/gsa/stab_map_.m
@@ -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;