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Add warning if prior has an asymptote 

Can happen with beta and gamma distribution. Closes #1401
time-shift
Johannes Pfeifer 2017-03-10 15:16:33 +01:00
parent 7341ca4e6d
commit 87fc09863d
1 changed files with 6 additions and 0 deletions
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6
matlab/set_prior.m
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@ -169,6 +169,9 @@ k1 = find(isnan(bayestopt_.p4(k)));
bayestopt_.p4(k(k1)) = ones(length(k1),1);
for i=1:length(k)
[bayestopt_.p6(k(i)), bayestopt_.p7(k(i))] = beta_specification(bayestopt_.p1(k(i)), bayestopt_.p2(k(i))^2, bayestopt_.p3(k(i)), bayestopt_.p4(k(i)), bayestopt_.name{k(i)});
if bayestopt_.p6(k(i))<1 || bayestopt_.p7(k(i))<1
fprintf('Prior distribution for parameter %s has unbounded density!\n',bayestopt_.name{k(i)})
end
m = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) , bayestopt_.p3(k(i)) , bayestopt_.p4(k(i)) ],1);
if length(m)==1
bayestopt_.p5(k(i)) = m;
@ -186,6 +189,9 @@ bayestopt_.p3(k(k1)) = zeros(length(k1),1);
bayestopt_.p4(k(k2)) = Inf(length(k2),1);
for i=1:length(k)
[bayestopt_.p6(k(i)), bayestopt_.p7(k(i))] = gamma_specification(bayestopt_.p1(k(i)), bayestopt_.p2(k(i))^2, bayestopt_.p3(k(i)), bayestopt_.name{k(i)});
if bayestopt_.p6(k(i))<1
fprintf('Prior distribution for parameter %s has unbounded density!\n',bayestopt_.name{k(i)})
end
bayestopt_.p5(k(i)) = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) , bayestopt_.p3(k(i)) ], 2) ;
end