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Cosmetic changes.

time-shift
Stéphane Adjemian (Charybdis) 2015-12-11 14:27:48 +01:00
parent d1020e6170
commit 4670ecb9d6
1 changed files with 24 additions and 44 deletions
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68
matlab/gsa/priorcdf.m
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@ -1,5 +1,6 @@
function [xcum] = priorcdf(para, pshape, p6, p7, p3, p4)
% This procedure transforms x vectors into cumulative values
function xcum = priorcdf(para, pshape, p6, p7, p3, p4)
% This procedure transforms x vectors into cumulative values
% pshape: 0 is point mass, both para and p2 are ignored
% 1 is BETA(mean,stdd)
% 2 is GAMMA(mean,stdd)
@ -27,45 +28,24 @@ function [xcum] = priorcdf(para, pshape, p6, p7, p3, p4)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
nprio = length(pshape);
i = 1;
while i <= nprio;
a = 0;
b = 0;
if pshape(i) == 1; % (generalized) BETA Prior
% mu = (p1(i)-p3(i))/(p4(i)-p3(i));
% stdd = p2(i)/(p4(i)-p3(i));
% a = (1-mu)*mu^2/stdd^2 - mu;
% b = a*(1/mu - 1);
%lnprior = lnprior + lpdfgbeta(para(i),a,b,p3(i),p4(i)) ;
para(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i));
% xcum(:,i) = betacdf(para(:,i),a,b) ;
xcum(:,i) = betainc(para(:,i),p6(i),p7(i));
elseif pshape(i) == 2; % GAMMA PRIOR
% b = p2(i)^2/(p1(i)-p3(i));
% a = (p1(i)-p3(i))/b;
%lnprior = lnprior + lpdfgam(para(i)-p3(i),a,b);
% xcum(:,i) = gamcdf(para(:,i)-p3(i),a,b);
xcum(:,i) = gamcdf(para(:,i)-p3(i),p6(i),p7(i));
elseif pshape(i) == 3; % GAUSSIAN PRIOR
%lnprior = lnprior + lpdfnorm(para(i),p1(i),p2(i));
% xcum(:,i) = normcdf(para(:,i),p1(i),p2(i));
xcum(:,i) = 0.5 * erfc(-(para(:,i)-p6(i))/p7(i) ./ sqrt(2));
elseif pshape(i) == 4; % INVGAMMA1 PRIOR
%lnprior = lnprior + lpdfig1(para(i),p1(i),p2(i));
% xcum(:,i) = gamcdf(1/para(:,i).^2,p2(i)/2,2/p1(i));
xcum(:,i) = gamcdf(1./(para(:,i)-p3(i)).^2,p7(i)/2,2/p6(i));
elseif pshape(i) == 5; % UNIFORM PRIOR
%lnprior = lnprior + log(1/(p2(i)-p1(i)));
xcum(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i));
elseif pshape(i) == 6; % INVGAMMA2 PRIOR
% lnprior = lnprior + lpdfig2(para(i),p1(i),p2(i));
% xcum(:,i) = gamcdf(1/para(:,i),p2(i)/2,2/p1(i));
xcum(:,i) = gamcdf(1./(para(:,i)-p3(i)),p7(i)/2,2/p6(i));
elseif pshape(i)==8
xcum(:,i) = wblcdf(para(:,i)-p3(i),p6(i),p7(i));
end;
i = i+1;
end;
for i=1:length(pshape)
switch pshape(i)
case 1 % (generalized) BETA Prior
para(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i));
xcum(:,i) = betainc(para(:,i),p6(i),p7(i));
case 2 % GAMMA PRIOR
xcum(:,i) = gamcdf(para(:,i)-p3(i),p6(i),p7(i));
case 3 % GAUSSIAN PRIOR
xcum(:,i) = 0.5 * erfc(-(para(:,i)-p6(i))/p7(i) ./ sqrt(2));
case 4 % INVGAMMA1 PRIOR
xcum(:,i) = gamcdf(1./(para(:,i)-p3(i)).^2,p7(i)/2,2/p6(i));
case 5 % UNIFORM PRIOR
xcum(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i));
case 6 % INVGAMMA2 PRIOR
xcum(:,i) = gamcdf(1./(para(:,i)-p3(i)),p7(i)/2,2/p6(i));
case 8 % WEIBULL
xcum(:,i) = wblcdf(para(:,i)-p3(i),p6(i),p7(i));
otherwise
error('Unknown prior shape!')
end
end