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explicit initialization of persistent variables in priordens.m

time-shift
Michel Juillard 2010-02-06 14:43:16 +01:00
parent 2956e87339
commit 84aae713a6
2 changed files with 16 additions and 13 deletions
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21
matlab/priordens.m
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@ -1,19 +1,20 @@
function logged_prior_density = priordens(x, pshape, p6, p7, p3, p4) function logged_prior_density = priordens(x, pshape, p6, p7, p3, p4,initialization)
% Computes a prior density for the structural parameters of DSGE models % Computes a prior density for the structural parameters of DSGE models
% %
% INPUTS % INPUTS
% x [double] vector with n elements. % x [double] vector with n elements.
% pshape [integer] vector with n elements (bayestopt_.pshape). % pshape [integer] vector with n elements (bayestopt_.pshape).
% p6: [double] vector with n elements, first parameter of the prior distribution (bayestopt_.p6). % p6: [double] vector with n elements, first parameter of the prior distribution (bayestopt_.p6).
% p7: [double] vector with n elements, second parameter of the prior distribution (bayestopt_.p7). % p7: [double] vector with n elements, second parameter of the prior distribution (bayestopt_.p7).
% p3: [double] vector with n elements, lower bounds. % p3: [double] vector with n elements, lower bounds.
% p4: [double] vector with n elements, upper bound. % p4: [double] vector with n elements, upper bound.
% initialization [integer] if 1: initialize persistent variables
% %
% OUTPUTS % OUTPUTS
% logged_prior_density [double] scalar, log of the prior density evaluated at x. % logged_prior_density [double] scalar, log of the prior density evaluated at x.
% %
% Copyright (C) 2003-2009 Dynare Team % Copyright (C) 2003-2010 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -30,12 +31,10 @@ function logged_prior_density = priordens(x, pshape, p6, p7, p3, p4)
% You should have received a copy of the GNU General Public License % You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>. % along with Dynare. If not, see <http://www.gnu.org/licenses/>.
persistent pflag
persistent id1 id2 id3 id4 id5 id6 persistent id1 id2 id3 id4 id5 id6
persistent tt1 tt2 tt3 tt4 tt5 tt6 persistent tt1 tt2 tt3 tt4 tt5 tt6
if isempty(pflag) if nargin > 6 && initialization == 1
Number0fParameters = length(pshape);
% Beta indices. % Beta indices.
tt1 = 1; tt1 = 1;
id1 = find(pshape==1); id1 = find(pshape==1);

8
matlab/set_prior.m
View File

@ -18,7 +18,7 @@ function [xparam1, estim_params_, bayestopt_, lb, ub, M_]=set_prior(estim_params
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% None % None
% Copyright (C) 2003-2009 Dynare Team % Copyright (C) 2003-2010 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -261,4 +261,8 @@ if exist([ M_.dname '/prior/definition.mat'])
end end
else else
save([M_.dname '/prior/definition.mat'],'bayestopt_'); save([M_.dname '/prior/definition.mat'],'bayestopt_');
end end
% initialize persistent variables in priordens()
priordens(xparam1,bayestopt_.pshape,bayestopt_.p6,bayestopt_.p7, ...
bayestopt_.p3,bayestopt_.p4,1);