From 74283c45d227bbe56c3fe57489bf1227112f3755 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 15 Dec 2015 09:14:50 +0100
Subject: [PATCH] Added unit test for priordens routine.

---
 matlab/priordens.m | 87 ++++++++++++++++++++++++++++++++++++++++++++--
 1 file changed, 85 insertions(+), 2 deletions(-)

diff --git a/matlab/priordens.m b/matlab/priordens.m
index b71156640..f760680cf 100644
--- a/matlab/priordens.m
+++ b/matlab/priordens.m
@@ -1,4 +1,4 @@
-function [logged_prior_density, dlprior, d2lprior, info] = priordens(x, pshape, p6, p7, p3, p4,initialization)
+function [logged_prior_density, dlprior, d2lprior, info] = priordens(x, pshape, p6, p7, p3, p4, initialization) % --*-- Unitary tests --*--
 % Computes a prior density for the structural parameters of DSGE models
 %
 % INPUTS 
@@ -189,4 +189,87 @@ end
 
 if nargout==3,
     d2lprior = diag(d2lprior);
-end
\ No newline at end of file
+end
+
+%@test:1
+%$ % Fill global structures with required fields...
+%$ prior_trunc = 1e-10;
+%$ p0 = repmat([1; 2; 3; 4; 5; 6; 8], 2, 1);    % Prior shape
+%$ p1 = .4*ones(14,1);                          % Prior mean
+%$ p2 = .2*ones(14,1);                          % Prior std.
+%$ p3 = NaN(14,1);
+%$ p4 = NaN(14,1);
+%$ p5 = NaN(14,1);
+%$ p6 = NaN(14,1);
+%$ p7 = NaN(14,1);
+%$
+%$ for i=1:14
+%$     switch p0(i)
+%$       case 1
+%$         % Beta distribution
+%$         p3(i) = 0;
+%$         p4(i) = 1;
+%$         [p6(i), p7(i)] = beta_specification(p1(i), p2(i)^2, p3(i), p4(i));
+%$         p5(i) = compute_prior_mode([p6(i) p7(i)], 1);
+%$       case 2
+%$         % Gamma distribution
+%$         p3(i) = 0;
+%$         p4(i) = Inf;
+%$         [p6(i), p7(i)] = gamma_specification(p1(i), p2(i)^2, p3(i), p4(i));
+%$         p5(i) = compute_prior_mode([p6(i) p7(i)], 2);
+%$       case 3
+%$         % Normal distribution
+%$         p3(i) = -Inf;
+%$         p4(i) = Inf;
+%$         p6(i) = p1(i);
+%$         p7(i) = p2(i);
+%$         p5(i) = p1(i);
+%$       case 4
+%$         % Inverse Gamma (type I) distribution
+%$         p3(i) = 0;
+%$         p4(i) = Inf;
+%$         [p6(i), p7(i)] = inverse_gamma_specification(p1(i), p2(i)^2, p3(i), 1, false);
+%$         p5(i) = compute_prior_mode([p6(i) p7(i)], 4);
+%$       case 5
+%$         % Uniform distribution
+%$         [p1(i), p2(i), p6(i), p7(i)] = uniform_specification(p1(i), p2(i), p3(i), p4(i));
+%$         p3(i) = p6(i);
+%$         p4(i) = p7(i);
+%$         p5(i) = compute_prior_mode([p6(i) p7(i)], 5);
+%$       case 6
+%$         % Inverse Gamma (type II) distribution
+%$         p3(i) = 0;
+%$         p4(i) = Inf;
+%$         [p6(i), p7(i)] = inverse_gamma_specification(p1(i), p2(i)^2, p3(i), 2, false);
+%$         p5(i) = compute_prior_mode([p6(i) p7(i)], 6);
+%$       case 8
+%$         % Weibull distribution
+%$         p3(i) = 0;
+%$         p4(i) = Inf;
+%$         [p6(i), p7(i)] = weibull_specification(p1(i), p2(i)^2, p3(i));
+%$         p5(i) = compute_prior_mode([p6(i) p7(i)], 8);
+%$       otherwise
+%$         error('This density is not implemented!')
+%$     end
+%$ end
+%$
+%$ % Call the tested routine
+%$ try
+%$     % Initialization of priordens.
+%$     lpdstar = priordens(p5, p0, p6, p7, p3, p4, true);
+%$     % Do simulations in a loop and estimate recursively the mean and teh variance.
+%$     LPD = NaN(10000,1);
+%$     for i = 1:10000
+%$          draw = p5+randn(size(p5))*.02;
+%$          LPD(i) = priordens(p5, p0, p6, p7, p3, p4);
+%$     end
+%$     t(1) = true;
+%$ catch
+%$     t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$     t(2) = all(LPD<=lpdstar);
+%$ end
+%$ T = all(t);
+%@eof:1
\ No newline at end of file