From d8c19044d2a13d22ee02e65ca2aba203d940b45b Mon Sep 17 00:00:00 2001
From: michel <michel@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Thu, 9 Apr 2009 18:19:03 +0000
Subject: [PATCH] 4.1: sets natural boundaries when options_.prior_trunc == 0
 (to be merged in 4.0)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2585 ac1d8469-bf42-47a9-8791-bf33cf982152
---
 matlab/prior_bounds.m | 57 ++++++++++++++++++++++++++++++++++---------
 1 file changed, 45 insertions(+), 12 deletions(-)

diff --git a/matlab/prior_bounds.m b/matlab/prior_bounds.m
index 610c42e07..0e150a046 100644
--- a/matlab/prior_bounds.m
+++ b/matlab/prior_bounds.m
@@ -35,29 +35,62 @@ p3 = bayestopt.p3;
 p4 = bayestopt.p4;
 p6 = bayestopt.p6;
 p7 = bayestopt.p7;
+prior_trunc = options_.prior_trunc;
 
 bounds = zeros(length(p6),2);
 
 for i=1:length(p6)
   switch pshape(i)
     case 1
-      bounds(i,1) = betainv(options_.prior_trunc,p6(i),p7(i))*(p4(i)-p3(i))+p3(i);
-      bounds(i,2) = betainv(1-options_.prior_trunc,p6(i),p7(i))*(p4(i)-p3(i))+p3(i);
+      if prior_trunc == 0
+          bounds(i,1) = p3(i);
+          bounds(i,2) = p4(i);
+      else
+          bounds(i,1) = betainv(prior_trunc,p6(i),p7(i))*(p4(i)-p3(i))+p3(i);
+          bounds(i,2) = betainv(1-prior_trunc,p6(i),p7(i))* ...
+              (p4(i)-p3(i))+p3(i);
+      end
     case 2
-      bounds(i,1) = gaminv(options_.prior_trunc,p6(i),p7(i))+p3(i);
-      bounds(i,2) = gaminv(1-options_.prior_trunc,p6(i),p7(i))+p3(i);
+      if prior_trunc == 0
+          bounds(i,1) = p3(i);
+          bounds(i,2) = Inf;
+      else
+          bounds(i,1) = gaminv(prior_trunc,p6(i),p7(i))+p3(i);
+          bounds(i,2) = gaminv(1-prior_trunc,p6(i),p7(i))+p3(i);
+      end
     case 3
-      bounds(i,1) = norminv(options_.prior_trunc,p6(i),p7(i));
-      bounds(i,2) = norminv(1-options_.prior_trunc,p6(i),p7(i));
+      if prior_trunc == 0
+          bounds(i,1) = -Inf;
+          bounds(i,2) = Inf;
+      else
+          bounds(i,1) = norminv(prior_trunc,p6(i),p7(i));
+          bounds(i,2) = norminv(1-prior_trunc,p6(i),p7(i));
+      end
     case 4
-      bounds(i,1) = 1/sqrt(gaminv(1-options_.prior_trunc, p7(i)/2, 2/p6(i)))+p3(i);
-      bounds(i,2) = 1/sqrt(gaminv(options_.prior_trunc, p7(i)/2, 2/p6(i)))+p3(i);
+      if prior_trunc == 0
+          bounds(i,1) = p3(i);
+          bounds(i,2) = Inf;
+      else
+          bounds(i,1) = 1/sqrt(gaminv(1-prior_trunc, p7(i)/2, 2/p6(i)))+p3(i);
+          bounds(i,2) = 1/sqrt(gaminv(prior_trunc, p7(i)/2, ...
+                                      2/p6(i)))+p3(i);
+      end
     case 5
-      bounds(i,1) = p6(i)+(p7(i)-p6(i))*options_.prior_trunc;
-      bounds(i,2) = p7(i)-(p7(i)-p6(i))*options_.prior_trunc;
+      if prior_trunc == 0
+          bounds(i,1) = p6(i);
+          bounds(i,2) = p7(i);
+      else
+          bounds(i,1) = p6(i)+(p7(i)-p6(i))*prior_trunc;
+          bounds(i,2) = p7(i)-(p7(i)-p6(i))*prior_trunc;
+      end
     case 6
-      bounds(i,1) = 1/gaminv(1-options_.prior_trunc, p7(i)/2, 2/p6(i))+p3(i);
-      bounds(i,2) = 1/gaminv(options_.prior_trunc, p7(i)/2, 2/p6(i))+p3(i);
+      if prior_trunc == 0
+          bounds(i,1) = p3(i);
+          bounds(i,2) = Inf;
+      else
+          bounds(i,1) = 1/gaminv(1-prior_trunc, p7(i)/2, 2/p6(i))+p3(i);
+          bounds(i,2) = 1/gaminv(prior_trunc, p7(i)/2, 2/p6(i))+ p3(i);
+      end
     otherwise
       error(sprintf('prior_bounds: unknown distribution shape (index %d, type %d)', i, pshape(i)));
   end