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v4 prior_draw.m new version 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1039 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2006-11-05 13:43:05 +00:00
parent 45a62a261c
commit 9bf2af2a17
1 changed files with 30 additions and 30 deletions
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60
matlab/prior_draw.m
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@ -19,7 +19,7 @@ function pdraw = prior_draw(init,cc)
%
% part of DYNARE, copyright S. Adjemian, M. Juillard (2006)
% Gnu Public License.
global M_ options_ estim_params_
global M_ options_ estim_params_ bayestopt_
persistent fname npar bounds pshape pmean pstd a b p3 p4 condition
if init
@ -29,8 +29,8 @@ if init
ncn = estim_params_.ncn;
np = estim_params_.np ;
npar = nvx+nvn+ncx+ncn+np;
MhDirectoryName = CheckPath('metropolis');
fname = [ MhDirectoryName '/' M_.fname];
% MhDirectoryName = CheckPath('metropolis');
% fname = [ MhDirectoryName '/' M_.fname];
pshape = bayestopt_.pshape;
pmean = bayestopt_.pmean;
pstd = bayestopt_.pstdev;
@ -47,33 +47,33 @@ if init
end
for i = 1:npar
switch pshape(i)
case 3% Gaussian prior
b(i) = pstd(i)^2/(pmean(i)-p3(i));
a(i) = (pmean(i)-p3(i))/b(i);
case 1% Beta prior
mu = (p1(i)-p3(i))/(p4(i)-p3(i));
stdd = p2(i)/(p4(i)-p3(i));
a(i) = (1-mu)*mu^2/stdd^2 - mu;
b(i) = a*(1/mu - 1);
case 2;%Gamma prior
mu = p1(i)-p3(i);
b(i) = p2(i)^2/mu;
a(i) = mu/b;
case {5,4,6}
% Nothing to do here
%
% 4: Inverse gamma, type 1, prior
% p2(i) = nu
% p1(i) = s
% 6: Inverse gamma, type 2, prior
% p2(i) = nu
% p1(i) = s
% 5: Uniform prior
% p3(i) and p4(i) are used.
otherwise
disp('prior_draw :: Error!')
disp('Unknown prior shape.')
return
case 3 % Gaussian prior
% b(i) = pstd(i)^2/(pmean(i)-p3(i));
% a(i) = (pmean(i)-p3(i))/b(i);
case 1 % Beta prior
mu = (p1(i)-p3(i))/(p4(i)-p3(i));
stdd = p2(i)/(p4(i)-p3(i));
a(i) = (1-mu)*mu^2/stdd^2 - mu;
b(i) = a*(1/mu - 1);
case 2;%Gamma prior
mu = p1(i)-p3(i);
b(i) = p2(i)^2/mu;
a(i) = mu/b;
case {5,4,6}
% Nothing to do here
%
% 4: Inverse gamma, type 1, prior
% p2(i) = nu
% p1(i) = s
% 6: Inverse gamma, type 2, prior
% p2(i) = nu
% p1(i) = s
% 5: Uniform prior
% p3(i) and p4(i) are used.
otherwise
disp('prior_draw :: Error!')
disp('Unknown prior shape.')
return
end
pdraw = zeros(npar,1);
end