From d1020e61709f2be0038e598b5e4a02401dbb9fcc Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 11 Dec 2015 12:08:49 +0100
Subject: [PATCH] Fixed GSA for Weibull prior.

---
 matlab/gsa/prior_draw_gsa.m | 12 +++++++-----
 matlab/gsa/priorcdf.m       | 10 +++++++---
 2 files changed, 14 insertions(+), 8 deletions(-)

diff --git a/matlab/gsa/prior_draw_gsa.m b/matlab/gsa/prior_draw_gsa.m
index cbde56e5d..1e6672050 100644
--- a/matlab/gsa/prior_draw_gsa.m
+++ b/matlab/gsa/prior_draw_gsa.m
@@ -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
diff --git a/matlab/gsa/priorcdf.m b/matlab/gsa/priorcdf.m
index 5527b6b49..2a72a6f74 100644
--- a/matlab/gsa/priorcdf.m
+++ b/matlab/gsa/priorcdf.m
@@ -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;