From 50e9422c3440195747ee2498546ff392e4504d79 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Sedna=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 6 May 2011 12:42:12 +0200
Subject: [PATCH] Added the possibility to initialize the estimated parameters
 to the prior mode instead of the (default) prior mean.

---
 matlab/global_initialization.m |  1 +
 matlab/set_prior.m             | 12 +++++++++++-
 2 files changed, 12 insertions(+), 1 deletion(-)

diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index aed45d647..ef45842b2 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -212,6 +212,7 @@ end
 options_.filter_covariance = 0;
 options_.filter_decomposition = 0;
 options_.selected_variables_only = 0;
+options_.initialize_estimated_parameters_with_the_prior_mode = 0;
 % Misc
 options_.conf_sig = 0.6;
 oo_.exo_simul = [];
diff --git a/matlab/set_prior.m b/matlab/set_prior.m
index 66633792c..1bef12aff 100644
--- a/matlab/set_prior.m
+++ b/matlab/set_prior.m
@@ -249,7 +249,17 @@ for i=1:length(k)
 end
 
 k = find(isnan(xparam1));
-xparam1(k) = bayestopt_.p1(k);
+if ~isempty(k)
+    xparam1(k) = bayestopt_.p1(k);
+end
+
+if options_.initialize_estimated_parameters_with_the_prior_mode
+    xparam1 = bayestopt_.p5;
+    k = find(isnan(xparam1));% Because the uniform density do not have a mode!
+    if ~isempty(k)
+        xparam1(k) = bayestopt_.p1(k);
+    end
+end 
 
 % I create subfolder M_.dname/prior if needed.
 CheckPath('prior');