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made inverse_gamma_specification robust for a larger set of parameter values

time-shift
Michel Juillard 2012-01-01 20:12:51 +01:00
parent fd2d3b0e4a
commit bd60a5beef
1 changed files with 3 additions and 3 deletions
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6
matlab/distributions/inverse_gamma_specification.m
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@ -99,7 +99,7 @@ elseif type == 1; % Inverse Gamma 1
end
end
% Solve for nu using the secant method.
while abs(nu2-nu1) > 1e-8
while abs(nu2/nu1-1) > 1e-14
if err > 0
nu1 = nu;
if nu < nu2
@ -117,10 +117,10 @@ elseif type == 1; % Inverse Gamma 1
end
s = (sigma2+mu2)*(nu-2);
if check_solution_flag
if abs(mu-sqrt(s/2)*gamma((nu-1)/2)/gamma(nu/2))>1e-9
if abs(log(mu)-log(sqrt(s/2))-gammaln((nu-1)/2)+gammaln(nu/2))>1e-7
error('inverse_gamma_specification:: Failed in solving for the hyperparameters!');
end
if abs(sigma-sqrt(s/(nu-2)-mu^2))>1e-9
if abs(sigma-sqrt(s/(nu-2)-mu^2))>1e-7
error('inverse_gamma_specification:: Failed in solving for the hyperparameters!');
end
end