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Check initial values for violation of inverse gamma prior 

The inverse gamma distribution does not allow for the value 0, but the current check at the lower bound set LB=0 and tested for <LB instead of <=0.

Also fixes
time-shift
Johannes Pfeifer 2013-09-29 16:13:14 +02:00
parent 48c428d748
commit 7e7cadb878
1 changed files with 12 additions and 0 deletions
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12
matlab/dynare_estimation_init.m
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@ -253,6 +253,18 @@ if ~isempty(estim_params_)
end
error(['Initial value(s) of ', disp_string ,' are outside parameter bounds. Potentially, you should set prior_trunc=0. If you used the mode_file-option, check whether your mode-file is consistent with the priors.'])
end
inadmissible_inverse_gamma_values=find(bayestopt_.pshape==4 & xparam1 == 0);
if ~isempty(inadmissible_inverse_gamma_values)
for ii=1:length(inadmissible_inverse_gamma_values)
inadmissible_inverse_gamma_par_names{ii,1}=get_the_name(inadmissible_inverse_gamma_values(ii),0,M_,estim_params_,options_);
end
disp_string=[inadmissible_inverse_gamma_par_names{1,:}];
for ii=2:size(inadmissible_inverse_gamma_par_names,1)
disp_string=[disp_string,', ',inadmissible_inverse_gamma_par_names{ii,:}];
end
error(['Initial value(s) of ', disp_string ,' is zero. This is not allowed when using an inverse gamma prior.\n'])
end
lb = bounds(:,1);
ub = bounds(:,2);
bayestopt_.lb = lb;