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v4: corrected bug in prior_draw.m (inv-gamma2) 

reindented priordens.m

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1816 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2008-05-02 04:55:06 +00:00
parent 1e096f3dee
commit 8b841cda0b
2 changed files with 20 additions and 20 deletions
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4
matlab/prior_draw.m
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@ -115,7 +115,7 @@ for i = 1:npar
end
case 4% INV-GAMMA1 distribution
while condition
tmp = sqrt(1/gamma_draw(p2(i)/2,1/p1(i),0));
tmp = sqrt(1/gamma_draw(p2(i)/2,2/p1(i),0));
if tmp >= bounds(i,1) && tmp <= bounds(i,2)
pdraw(i) = tmp;
break
@ -123,7 +123,7 @@ for i = 1:npar
end
case 6% INV-GAMMA2 distribution
while condition
tmp = 1/gamma_draw(p2(i)/2,1/p1(i),0);
tmp = 1/gamma_draw(p2(i)/2,2/p1(i),0);
if tmp >= bounds(i,1) && tmp <= bounds(i,2)
pdraw(i) = tmp;
break

36
matlab/priordens.m
View File

@ -31,28 +31,28 @@ nprio = length(pshape);
i = 1;
while i <= nprio;
a = 0;
b = 0;
if pshape(i) == 1; % (generalized) BETA Prior
mu = (p1(i)-p3(i))/(p4(i)-p3(i));
stdd = p2(i)/(p4(i)-p3(i));
a = (1-mu)*mu^2/stdd^2 - mu;
b = a*(1/mu - 1);
lnprior = lnprior + lpdfgbeta(para(i),a,b,p3(i),p4(i)) ;
elseif pshape(i) == 2; % GAMMA PRIOR
a = 0;
b = 0;
if pshape(i) == 1; % (generalized) BETA Prior
mu = (p1(i)-p3(i))/(p4(i)-p3(i));
stdd = p2(i)/(p4(i)-p3(i));
a = (1-mu)*mu^2/stdd^2 - mu;
b = a*(1/mu - 1);
lnprior = lnprior + lpdfgbeta(para(i),a,b,p3(i),p4(i)) ;
elseif pshape(i) == 2; % GAMMA PRIOR
b = p2(i)^2/(p1(i)-p3(i));
a = (p1(i)-p3(i))/b;
lnprior = lnprior + lpdfgam(para(i)-p3(i),a,b);
elseif pshape(i) == 3; % GAUSSIAN PRIOR
lnprior = lnprior + lpdfnorm(para(i),p1(i),p2(i));
elseif pshape(i) == 4; % INVGAMMA1 PRIOR
a = (p1(i)-p3(i))/b;
lnprior = lnprior + lpdfgam(para(i)-p3(i),a,b);
elseif pshape(i) == 3; % GAUSSIAN PRIOR
lnprior = lnprior + lpdfnorm(para(i),p1(i),p2(i));
elseif pshape(i) == 4; % INVGAMMA1 PRIOR
lnprior = lnprior + lpdfig1(para(i),p1(i),p2(i));
elseif pshape(i) == 5; % UNIFORM PRIOR
elseif pshape(i) == 5; % UNIFORM PRIOR
lnprior = lnprior + log(1/(p2(i)-p1(i)));
elseif pshape(i) == 6; % INVGAMMA2 PRIOR
elseif pshape(i) == 6; % INVGAMMA2 PRIOR
lnprior = lnprior + lpdfig2(para(i),p1(i),p2(i));
end;
i = i+1;
end;
i = i+1;
end;
% 10/11/03 MJ adapted from an earlier version in GAUSS by F. Schorfheide