Add check whether prior mean violates Generalized (Inverse) Gamma
Performs check as for generalized beta distributiontime-shift
parent
3fdda5412f
commit
3d9f12d769
|
@ -196,6 +196,9 @@ k2 = find(isnan(bayestopt_.p4(k)));
|
|||
bayestopt_.p3(k(k1)) = zeros(length(k1),1);
|
||||
bayestopt_.p4(k(k2)) = Inf(length(k2),1);
|
||||
for i=1:length(k)
|
||||
if (bayestopt_.p1(k(i))<bayestopt_.p3(k(i))) || (bayestopt_.p1(k(i))>bayestopt_.p4(k(i)))
|
||||
error(['The prior mean of ' bayestopt_.name{k(i)} ' has to be above the lower (' num2str(bayestopt_.p3(k(i))) ') bound of the Gamma prior density!']);
|
||||
end
|
||||
if isinf(bayestopt_.p2(k(i)))
|
||||
error(['Infinite prior standard deviation for parameter ' bayestopt_.name{k(i)} ' is not allowed (Gamma prior)!'])
|
||||
end
|
||||
|
@ -224,6 +227,9 @@ k2 = find(isnan(bayestopt_.p4(k)));
|
|||
bayestopt_.p3(k(k1)) = zeros(length(k1),1);
|
||||
bayestopt_.p4(k(k2)) = Inf(length(k2),1);
|
||||
for i=1:length(k)
|
||||
if (bayestopt_.p1(k(i))<bayestopt_.p3(k(i))) || (bayestopt_.p1(k(i))>bayestopt_.p4(k(i)))
|
||||
error(['The prior mean of ' bayestopt_.name{k(i)} ' has to be above the lower (' num2str(bayestopt_.p3(k(i))) ') bound of the Inverse Gamma prior density!']);
|
||||
end
|
||||
[bayestopt_.p6(k(i)),bayestopt_.p7(k(i))] = ...
|
||||
inverse_gamma_specification(bayestopt_.p1(k(i))-bayestopt_.p3(k(i)),bayestopt_.p2(k(i)),1,0) ;
|
||||
bayestopt_.p5(k(i)) = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) , bayestopt_.p3(k(i)) ], 4) ;
|
||||
|
@ -246,6 +252,9 @@ k2 = find(isnan(bayestopt_.p4(k)));
|
|||
bayestopt_.p3(k(k1)) = zeros(length(k1),1);
|
||||
bayestopt_.p4(k(k2)) = Inf(length(k2),1);
|
||||
for i=1:length(k)
|
||||
if (bayestopt_.p1(k(i))<bayestopt_.p3(k(i))) || (bayestopt_.p1(k(i))>bayestopt_.p4(k(i)))
|
||||
error(['The prior mean of ' bayestopt_.name{k(i)} ' has to be above the lower (' num2str(bayestopt_.p3(k(i))) ') bound of the Inverse Gamma II prior density!']);
|
||||
end
|
||||
[bayestopt_.p6(k(i)),bayestopt_.p7(k(i))] = ...
|
||||
inverse_gamma_specification(bayestopt_.p1(k(i))-bayestopt_.p3(k(i)),bayestopt_.p2(k(i)),2,0);
|
||||
bayestopt_.p5(k(i)) = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) , bayestopt_.p3(k(i)) ], 6) ;
|
||||
|
|
Loading…
Reference in New Issue