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v4.1:: Added bounds to the uniform distribution (consistently with 

the other prior distributions).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2423 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-02-17 17:19:47 +00:00
parent 01ba142329
commit d082bc09b1
1 changed files with 6 additions and 6 deletions
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12
matlab/prior_bounds.m
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@ -1,12 +1,12 @@
function bounds = prior_bounds(bayestopt)
% function bounds = prior_bounds(bayestopt)
% computes practical bounds for prior density
% computes bounds for prior density.
%
% INPUTS
% bayestopt: structure characterizing priors (shape, mean, p1..p4)
% bayestopt [structure] characterizing priors (shape, mean, p1..p4)
%
% OUTPUTS
% bounds: matrix specifying bounds (row= parameter, column=upper&lower bound)
% bounds [double] matrix specifying prior bounds (row= parameter, column=upper&lower bound)
%
% SPECIAL REQUIREMENTS
% none
@ -61,12 +61,12 @@ for i=1:n
bounds(i,1) = 1/sqrt(gaminv(1-options_.prior_trunc, p2(i)/2, 2/p1(i)));
bounds(i,2) = 1/sqrt(gaminv(options_.prior_trunc, p2(i)/2, 2/p1(i)));
case 5
bounds(i,1) = p1(i);
bounds(i,2) = p2(i);
bounds(i,1) = p1(i)+(p2(i)-p1(i))*options_.prior_trunc;
bounds(i,2) = p2(i)-(p2(i)-p1(i))*options_.prior_trunc;
case 6
bounds(i,1) = 1/gaminv(1-options_.prior_trunc, p2(i)/2, 2/p1(i));
bounds(i,2) = 1/gaminv(options_.prior_trunc, p2(i)/2, 2/p1(i));
otherwise
error(sprintf('prior_bounds: unknown distribution shape (index %d, type %d)', i, pshape(i)));
end
end
end