From bdb50682354b2a64d6c35f4254874a9fbb55d499 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Hermes=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 29 Mar 2016 17:15:52 +0200
Subject: [PATCH] Added documentation for prior command (CLI).

---
 doc/dynare.texi | 42 ++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 42 insertions(+)

diff --git a/doc/dynare.texi b/doc/dynare.texi
index 9a3a00647..39ed3568b 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -13040,6 +13040,48 @@ A @code{1*Nblck} array of doubles. Current acceptance ratios.
 
 @end deffn
 
+
+@deffn {MATLAB/Octave command line} prior [options[, ...]];
+
+Prints various informations about the prior distribution depending on
+the options. If no options are provided, the command returns the list
+of available options. Following options are available:
+
+@table @code
+
+@item table
+Prints a table describing the marginal prior distributions (mean, mode,
+std., lower and upper bounds, HPD interval).
+
+@item moments
+Computes and displays first and second order moments of the endogenous
+variables at the prior mode (considering the linearized version of the
+model).
+
+@item optimize
+Optimizes the prior density (starting from a random initial guess). The
+parameters such that the steady state does not exist or does not satisfy
+the Blanchard and Kahn conditions are penalized, as they would be when
+maximizing the posterior density. If a significant proportion of the
+prior mass is defined over such regions, the optimization algorithm may
+fail to converge to the true solution (the prior mode). 
+
+@item simulate
+Computes the effective prior mass using a Monte-Carlo. Ideally the
+effective prior mass should be equal to 1, otherwise problems may arise
+when maximising the posterior density and model comparison based
+on marginal densities may be unfair. When comparing models, say @math{A}
+and @math{B}, the marginal densities, @math{m_A} and @math{m_B}, should
+be corrected for the estimated effective prior mass @math{p_A\neq p_B
+\leq 1} so that the prior mass of the compared models are identical.
+
+@item plot
+Plots the marginal prior density.
+
+@end table
+
+@end deffn
+
 @node Bibliography
 @chapter Bibliography