From 2dee7d4c9e07537bcd4c020f0b0b7b844204cb40 Mon Sep 17 00:00:00 2001
From: stepan <stepan@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Fri, 5 Jun 2009 08:30:26 +0000
Subject: [PATCH] Bug fix. The mode of the Inverted Gamma -- type 1
 distribution was wrong.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2722 ac1d8469-bf42-47a9-8791-bf33cf982152
---
 matlab/distributions/compute_prior_mode.m        | 2 +-
 matlab/distributions/mode_and_variance_to_mean.m | 8 ++++----
 2 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/matlab/distributions/compute_prior_mode.m b/matlab/distributions/compute_prior_mode.m
index 121c45261..061b12858 100644
--- a/matlab/distributions/compute_prior_mode.m
+++ b/matlab/distributions/compute_prior_mode.m
@@ -69,7 +69,7 @@ function m = compute_prior_mode(hyperparameters,shape)
       case 4
         % s  = hyperparameters(1)
         % nu = hyperparameters(2)
-        m = sqrt((hyperparameters(2)-1)/hyperparameters(1));
+        m = 1/sqrt((hyperparameters(2)+1)/hyperparameters(1));%sqrt((hyperparameters(2)-1)/hyperparameters(1))
         if length(hyperparameters)>2
             m = m + hyperparameters(3);
         end
diff --git a/matlab/distributions/mode_and_variance_to_mean.m b/matlab/distributions/mode_and_variance_to_mean.m
index c632ef35c..31e9a4b8a 100644
--- a/matlab/distributions/mode_and_variance_to_mean.m
+++ b/matlab/distributions/mode_and_variance_to_mean.m
@@ -119,13 +119,13 @@ function [mu, parameters] = mode_and_variance_to_mean(m,s2,distribution,lower_bo
         m = m - lower_bound ;
         if isinf(s2)
            nu = 2;
-           s  = 1/(m*m);
+           s  = 3*(m*m);
         else
             [mu, parameters] = mode_and_variance_to_mean(m,s2,2);
             nu = sqrt(parameters(1));
             nu2 = 2*nu;
             nu1 = 2;
-            err = s2*(m*m) - (nu-1)/(nu-2) + .5*(nu-1)*(gamma((nu-1)/2)/gamma(nu/2))^2;
+            err = s2/(m*m) - (nu+1)/(nu-2) + .5*(nu+1)*(gamma((nu-1)/2)/gamma(nu/2))^2;
             while abs(nu2-nu1) > 1e-12
                 if err < 0
                     nu1 = nu;
@@ -139,9 +139,9 @@ function [mu, parameters] = mode_and_variance_to_mean(m,s2,distribution,lower_bo
                     nu2 = nu;
                 end
                 nu =  (nu1+nu2)/2;
-                err = s2*(m*m) - (nu-1)/(nu-2) + .5*(nu-1)*(gamma((nu-1)/2)/gamma(nu/2))^2;
+                err = s2/(m*m) - (nu+1)/(nu-2) + .5*(nu+1)*(gamma((nu-1)/2)/gamma(nu/2))^2;
             end
-            s = (nu-1)/(m*m) ;
+            s = (nu+1)*(m*m) ;
         end
         parameters(1) = nu;
         parameters(2) = s;