prior densities: make sure derivative output has correct dimensions
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2b7dbff459
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82aa669b30
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@ -7,13 +7,14 @@ function [ldens,Dldens,D2ldens] = lpdfgam(x,a,b)
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% b [double] m*n matrix or scalar, Second GAMMA distribution parameters (scale),
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%
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% OUTPUTS
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% ldens [double] m*n matrix of logged GAMMA densities evaluated at x.
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%
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% ldens [double] m*n matrix of logged GAMMA densities evaluated at x.
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% Dldens [double] m*n matrix of first derivatives of logged GAMMA densities.
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% D2ldens [double] m*n matrix of second derivatives of logged matrix of logged GAMMA densities.
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2003-2017 Dynare Team
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% Copyright (C) 2003-2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -42,6 +43,7 @@ end
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if nargout >1
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Dldens = ldens ;
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if length(a)==1
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Dldens(idx) = (a-1)./(x(idx)) - ones(length(idx),1)/b ;
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else
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@ -50,6 +52,7 @@ if nargout >1
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end
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if nargout == 3
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D2ldens = ldens ;
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if length(a)==1
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D2ldens(idx) = -(a-1)./(x(idx)).^2;
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else
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@ -2,19 +2,21 @@ function [ldens,Dldens,D2ldens] = lpdfgbeta(x,a,b,aa,bb)
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% Evaluates the logged BETA PDF at x.
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%
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% INPUTS
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% x [double] m*n matrix of loactions,
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% x [double] m*n matrix of locations,
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% a [double] m*n matrix of First BETA distribution parameters,
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% b [double] m*n matrix of Second BETA distribution parameters,
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% aa [double] m*n matrix of lower bounds for (generalized) distribution,
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% bb [double] m*n matrix of upper bounds for (generalized) distribution
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%
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% OUTPUTS
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% ldens [double] m*n matrix of logged (generalized) BETA densities.
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% ldens [double] m*n matrix of logged (generalized) BETA densities.
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% Dldens [double] m*n matrix of first derivatives of logged (generalized) BETA densities.
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% D2ldens [double] m*n matrix of second derivatives of logged matrix of logged (generalized) BETA densities.
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2003-2017 Dynare Team
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% Copyright (C) 2003-2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -42,6 +44,7 @@ end
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if nargout >1
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Dldens = ldens ;
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if length(a)==1
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Dldens(idx) = (a-1)./(x(idx)-aa) - (b-1)./(bb-x(idx)) ;
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else
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@ -51,6 +54,7 @@ end
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if nargout == 3
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D2ldens = ldens ;
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if length(a)==1
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D2ldens(idx) = -(a-1)./(x(idx)-aa).^2 - (b-1)./(bb-x(idx)).^2 ;
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else
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@ -13,11 +13,13 @@ function [ldens,Dldens,D2ldens] = lpdfig1(x,s,nu)
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%
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% OUTPUTS
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% ldens [double] m*n matrix of logged INVERSE-GAMMA-1 densities evaluated at x.
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% Dldens [double] m*n matrix of first derivatives of logged INVERSE-GAMMA-1 densities.
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% D2ldens [double] m*n matrix of second derivatives of logged matrix of logged INVERSE-GAMMA-1 densities.
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2004-2017 Dynare Team
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% Copyright (C) 2004-2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -44,6 +46,7 @@ else
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end
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if nargout >1
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Dldens = ldens ;
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if length(s)==1
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Dldens(idx) = - (nu+1)./(x(idx)) + s./(x(idx).^3) ;
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else
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@ -52,6 +55,7 @@ if nargout >1
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end
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if nargout == 3
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D2ldens = ldens ;
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if length(s)==1
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D2ldens(idx) = (nu+1)./(x(idx).^2) - 3*s(idx)./(x(idx).^4) ;
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else
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@ -13,11 +13,13 @@ function [ldens,Dldens,D2ldens] = lpdfig2(x,s,nu)
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%
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% OUTPUTS
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% ldens [double] m*n matrix of logged INVERSE-GAMMA-2 densities evaluated at x.
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% Dldens [double] m*n matrix of first derivatives of logged INVERSE-GAMMA-2 densities.
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% D2ldens [double] m*n matrix of second derivatives of logged matrix of logged INVERSE-GAMMA-2 densities.
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2004-2017 Dynare Team
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% Copyright (C) 2004-2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -44,6 +46,7 @@ else
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end
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if nargout >1
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Dldens = ldens;
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if length(s)==1
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Dldens(idx) = - .5*(nu+2)./(x(idx)) + .5*s./x(idx).^2;
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else
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@ -52,6 +55,7 @@ if nargout >1
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end
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if nargout == 3
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D2ldens = ldens;
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if length(s)==1
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D2ldens(idx) = .5*(nu+2)./(x(idx)).^2 - s./x(idx).^3;
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else
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@ -7,13 +7,14 @@ function [ldens,Dldens,D2ldens] = lpdfnorm(x,a,b)
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% b [double] m*n matrix or scalar, Second GAUSSIAN distribution parameters (standard deviation).
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%
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% OUTPUTS
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% ldens [double] m*n matrix of logged GAUSSIAN densities evaluated at x.
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%
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% ldens [double] m*n matrix of logged GAUSSIAN densities evaluated at x.
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% Dldens [double] m*n matrix of first derivatives of logged GAUSSIAN densities.
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% D2ldens [double] m*n matrix of second derivatives of logged matrix of GAUSSIAN densities.
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2003-2017 Dynare Team
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% Copyright (C) 2003-2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -83,8 +83,8 @@ if nargin > 6 && initialization
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end
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logged_prior_density = 0.0;
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dlprior = 0.0;
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d2lprior = 0.0;
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dlprior = zeros(1,length(x));
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d2lprior = dlprior;
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if tt1
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logged_prior_density = logged_prior_density + sum(lpdfgbeta(x(id1),p6(id1),p7(id1),p3(id1),p4(id1))) ;
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