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-bf33cf982152time-shift
parent
e2c749e0b7
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38c7176206
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@ -152,7 +152,7 @@ function [xparam1, estim_params_, bayestopt_, lb, ub, M_]=set_prior(estim_params
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stdd = bayestopt_.p2(k(i))/(bayestopt_.p4(k(i))-bayestopt_.p3(k(i)));
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stdd = bayestopt_.p2(k(i))/(bayestopt_.p4(k(i))-bayestopt_.p3(k(i)));
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bayestopt_.p6(k(i)) = (1-mu)*mu^2/stdd^2 - mu ;
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bayestopt_.p6(k(i)) = (1-mu)*mu^2/stdd^2 - mu ;
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bayestopt_.p7(k(i)) = bayestopt_.p6(k(i))*(1/mu-1) ;
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bayestopt_.p7(k(i)) = bayestopt_.p6(k(i))*(1/mu-1) ;
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m = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) ],1);
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m = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) , bayestopt_.p3(k(i)) , bayestopt_.p4(k(i)) ],1);
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if length(m)==1
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if length(m)==1
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bayestopt_.p5(k(i)) = m;
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bayestopt_.p5(k(i)) = m;
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else
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else
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@ -171,7 +171,7 @@ function [xparam1, estim_params_, bayestopt_, lb, ub, M_]=set_prior(estim_params
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mu = bayestopt_.p1(k(i))-bayestopt_.p3(k(i));
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mu = bayestopt_.p1(k(i))-bayestopt_.p3(k(i));
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bayestopt_.p7(k(i)) = bayestopt_.p2(k(i))^2/mu ;
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bayestopt_.p7(k(i)) = bayestopt_.p2(k(i))^2/mu ;
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bayestopt_.p6(k(i)) = mu/bayestopt_.p7(k(i)) ;
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bayestopt_.p6(k(i)) = mu/bayestopt_.p7(k(i)) ;
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bayestopt_.p5(k(i)) = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) ], 2) ;
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bayestopt_.p5(k(i)) = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) , bayestopt_.p3(k(i)) ], 2) ;
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end
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end
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% truncation parameters by default for normal distribution
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% truncation parameters by default for normal distribution
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@ -186,7 +186,7 @@ function [xparam1, estim_params_, bayestopt_, lb, ub, M_]=set_prior(estim_params
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bayestopt_.p5(k(i)) = bayestopt_.p1(k(i)) ;
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bayestopt_.p5(k(i)) = bayestopt_.p1(k(i)) ;
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end
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end
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% inverse gamma distribution
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% inverse gamma distribution (type 1)
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k = find(bayestopt_.pshape == 4);
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k = find(bayestopt_.pshape == 4);
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k1 = find(isnan(bayestopt_.p3(k)));
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k1 = find(isnan(bayestopt_.p3(k)));
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k2 = find(isnan(bayestopt_.p4(k)));
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k2 = find(isnan(bayestopt_.p4(k)));
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