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Bug fix. Call to compute_prior_mode was buggy for gamma and beta 

densities (lower and upper bound were missing).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2721 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-06-04 13:15:11 +00:00
parent e2c749e0b7
commit 38c7176206
1 changed files with 3 additions and 3 deletions
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6
matlab/set_prior.m
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@ -152,7 +152,7 @@ function [xparam1, estim_params_, bayestopt_, lb, ub, M_]=set_prior(estim_params
stdd = bayestopt_.p2(k(i))/(bayestopt_.p4(k(i))-bayestopt_.p3(k(i)));
bayestopt_.p6(k(i)) = (1-mu)*mu^2/stdd^2 - mu ;
bayestopt_.p7(k(i)) = bayestopt_.p6(k(i))*(1/mu-1) ;
m = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) ],1);
m = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) , bayestopt_.p3(k(i)) , bayestopt_.p4(k(i)) ],1);
if length(m)==1
bayestopt_.p5(k(i)) = m;
else
@ -171,7 +171,7 @@ function [xparam1, estim_params_, bayestopt_, lb, ub, M_]=set_prior(estim_params
mu = bayestopt_.p1(k(i))-bayestopt_.p3(k(i));
bayestopt_.p7(k(i)) = bayestopt_.p2(k(i))^2/mu ;
bayestopt_.p6(k(i)) = mu/bayestopt_.p7(k(i)) ;
bayestopt_.p5(k(i)) = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) ], 2) ;
bayestopt_.p5(k(i)) = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) , bayestopt_.p3(k(i)) ], 2) ;
end
% truncation parameters by default for normal distribution
@ -186,7 +186,7 @@ function [xparam1, estim_params_, bayestopt_, lb, ub, M_]=set_prior(estim_params
bayestopt_.p5(k(i)) = bayestopt_.p1(k(i)) ;
end
% inverse gamma distribution
% inverse gamma distribution (type 1)
k = find(bayestopt_.pshape == 4);
k1 = find(isnan(bayestopt_.p3(k)));
k2 = find(isnan(bayestopt_.p4(k)));