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Fixed GSA for Weibull prior.

time-shift
Stéphane Adjemian (Charybdis) 2015-12-11 12:08:49 +01:00
parent 5834ed4446
commit d1020e6170
2 changed files with 14 additions and 8 deletions
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12
matlab/gsa/prior_draw_gsa.m
View File

@ -1,8 +1,5 @@
function pdraw = prior_draw_gsa(init,rdraw)
% Draws from the prior distributions
% Adapted by M. Ratto from prior_draw (of DYNARE, copyright M. Juillard),
% for use with Sensitivity Toolbox for DYNARE
%
% Draws from the prior distributions for use with Sensitivity Toolbox for DYNARE
%
% INPUTS
% o init [integer] scalar equal to 1 (first call) or 0.
@ -25,7 +22,7 @@ function pdraw = prior_draw_gsa(init,rdraw)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2015 Dynare Team
%
% This file is part of Dynare.
%
@ -90,6 +87,9 @@ if init
% TO BE CHECKED
lbcum(i) = gamcdf(1/(bounds.ub(i)-p3(i)),p7(i)/2,2/p6(i));
ubcum(i) = gamcdf(1/(bounds.lb(i)-p3(i)),p7(i)/2,2/p6(i));
case 8
lbcum(i) = weibcdf(bounds.lb(i)-p3(i),p6(i),p7(i));
ubcum(i) = weibcdf(bounds.ub(i)-p3(i),p6(i),p7(i));
otherwise
% Nothing to do here.
end
@ -115,6 +115,8 @@ for i = 1:npar
case 6% INV-GAMMA2 distribution
% TO BE CHECKED
pdraw(:,i) = 1./gaminv(rdraw(:,i),p7(i)/2,2/p6(i))+p3(i);
case 8
pdraw(:,i) = wblinv(rdraw(:,i),p6(i),p7(i))+p3(i);
otherwise
% Nothing to do here.
end

10
matlab/gsa/priorcdf.m
View File

@ -4,11 +4,13 @@ function [xcum] = priorcdf(para, pshape, p6, p7, p3, p4)
% 1 is BETA(mean,stdd)
% 2 is GAMMA(mean,stdd)
% 3 is NORMAL(mean,stdd)
% 4 is INVGAMMA(s^2,nu)
% 4 is INVGAMMA(s^2,nu) type I
% 5 is UNIFORM [p1,p2]
% 6 is INNGAMMA(s^2,nu) type II
% 8 is WEIBULL(s, k)
% Adapted by M. Ratto from MJ priordens.m
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2015 Dynare Team
%
% This file is part of Dynare.
%
@ -61,7 +63,9 @@ while i <= nprio;
% lnprior = lnprior + lpdfig2(para(i),p1(i),p2(i));
% xcum(:,i) = gamcdf(1/para(:,i),p2(i)/2,2/p1(i));
xcum(:,i) = gamcdf(1./(para(:,i)-p3(i)),p7(i)/2,2/p6(i));
end;
elseif pshape(i)==8
xcum(:,i) = wblcdf(para(:,i)-p3(i),p6(i),p7(i));
end;
i = i+1;
end;