stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Correct copy and paste mistake in prior_draw.m for inverse gamma II 

In case of bound violations, it was instead sampled from inverse gamma I
time-shift
Johannes Pfeifer 2015-07-24 15:59:40 +02:00
parent 3d9f12d769
commit 560d9719db
1 changed files with 1 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
matlab/prior_draw.m
View File

@ -139,7 +139,7 @@ if inverse_gamma_2_draws
out_of_bound = find( (pdraw(inverse_gamma_2_index)'>ub(inverse_gamma_2_index)) | (pdraw(inverse_gamma_2_index)'<lb(inverse_gamma_2_index)));
while ~isempty(out_of_bound),
pdraw(inverse_gamma_2_index(out_of_bound)) = ...
sqrt(1./gamrnd(p7(inverse_gamma_2_index(out_of_bound))/2,2./p6(inverse_gamma_2_index(out_of_bound))))+p3(inverse_gamma_2_index(out_of_bound));
1./gamrnd(p7(inverse_gamma_2_index(out_of_bound))/2,2./p6(inverse_gamma_2_index(out_of_bound)))+p3(inverse_gamma_2_index(out_of_bound));
out_of_bound = find( (pdraw(inverse_gamma_2_index)'>ub(inverse_gamma_2_index)) | (pdraw(inverse_gamma_2_index)'<lb(inverse_gamma_2_index)));
end
end