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Implement workaround for ticket #161

time-shift
Sébastien Villemot 2011-02-04 11:55:54 +01:00
parent 314c411d17
commit e95defd117
2 changed files with 69 additions and 15 deletions
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41
matlab/draw_prior_density.m
View File

@ -14,7 +14,7 @@ function [x,f,abscissa,dens,binf,bsup] = draw_prior_density(indx,bayestopt_);
% bsup: [double] Scalar, last element of x
% Copyright (C) 2004-2009 Dynare Team
% Copyright (C) 2004-2011 Dynare Team
%
% This file is part of Dynare.
%
@ -50,8 +50,17 @@ switch pshape(indx)
dens = density(abscissa,p6(indx),p7(indx),p3(indx),p4(indx));
case 2% Generalized Gamma prior
density = @(x,a,b,c) gampdf(x-c,a,b);
infbound = gaminv(truncprior,p6(indx),p7(indx))+p3(indx);
supbound = gaminv(1-truncprior,p6(indx),p7(indx))+p3(indx);
try
infbound = gaminv(truncprior,p6(indx),p7(indx))+p3(indx);
supbound = gaminv(1-truncprior,p6(indx),p7(indx))+p3(indx);
catch
% Workaround for ticket #161
if exist('OCTAVE_VERSION')
error(['Due to a bug in Octave, you must choose other values for mean and/or variance of your prior on ' bayestopt_.name{indx} ', or use another shape'])
else
rethrow(lasterror)
end
end
stepsize = (supbound-infbound)/steps;
abscissa = infbound:stepsize:supbound;
dens = density(abscissa,p6(indx),p7(indx),p3(indx));
@ -62,8 +71,17 @@ switch pshape(indx)
abscissa = infbound:stepsize:supbound;
dens = normpdf(abscissa,p6(indx),p7(indx));
case 4% Inverse-gamma of type 1 prior
infbound = 1/sqrt(gaminv(1-10*truncprior, p7(indx)/2, 2/p6(indx)))+p3(indx);
supbound = 1/sqrt(gaminv(10*truncprior, p7(indx)/2, 2/p6(indx)))+p3(indx);
try
infbound = 1/sqrt(gaminv(1-10*truncprior, p7(indx)/2, 2/p6(indx)))+p3(indx);
supbound = 1/sqrt(gaminv(10*truncprior, p7(indx)/2, 2/p6(indx)))+p3(indx);
catch
% Workaround for ticket #161
if exist('OCTAVE_VERSION')
error(['Due to a bug in Octave, you must choose other values for mean and/or variance of your prior on ' bayestopt_.name{indx} ', or use another shape'])
else
rethrow(lasterror)
end
end
stepsize = (supbound-infbound)/steps;
abscissa = infbound:stepsize:supbound;
dens = exp(lpdfig1(abscissa-p3(indx),p6(indx),p7(indx)));
@ -74,8 +92,17 @@ switch pshape(indx)
abscissa = infbound:stepsize:supbound;
dens = ones(1, steps) / (supbound-infbound);
case 6% Inverse-gamma of type 2 prior
infbound = 1/(gaminv(1-10*truncprior, p7(indx)/2, 2/p6(indx)))+p3(indx);
supbound = 1/(gaminv(10*truncprior, p7(indx)/2, 2/p6(indx)))+p3(indx);
try
infbound = 1/(gaminv(1-10*truncprior, p7(indx)/2, 2/p6(indx)))+p3(indx);
supbound = 1/(gaminv(10*truncprior, p7(indx)/2, 2/p6(indx)))+p3(indx);
catch
% Workaround for ticket #161
if exist('OCTAVE_VERSION')
error(['Due to a bug in Octave, you must choose other values for mean and/or variance of your prior on ' bayestopt_.name{indx} ', or use another shape'])
else
rethrow(lasterror)
end
end
stepsize = (supbound-infbound)/steps ;
abscissa = infbound:stepsize:supbound;
dens = exp(lpdfig2(abscissa-p3(indx),p6(indx),p7(indx)));

43
matlab/prior_bounds.m
View File

@ -11,7 +11,7 @@ function bounds = prior_bounds(bayestopt)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2009 Dynare Team
% Copyright (C) 2003-2011 Dynare Team
%
% This file is part of Dynare.
%
@ -55,8 +55,17 @@ for i=1:length(p6)
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);
try
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);
catch
% Workaround for ticket #161
if exist('OCTAVE_VERSION')
error(['Due to a bug in Octave, you must choose other values for mean and/or variance of your prior on ' bayestopt.name{i} ', or use another shape'])
else
rethrow(lasterror)
end
end
end
case 3
if prior_trunc == 0
@ -71,9 +80,18 @@ for i=1:length(p6)
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);
try
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);
catch
% Workaround for ticket #161
if exist('OCTAVE_VERSION')
error(['Due to a bug in Octave, you must choose other values for mean and/or variance of your prior on ' bayestopt.name{i} ', or use another shape'])
else
rethrow(lasterror)
end
end
end
case 5
if prior_trunc == 0
@ -88,8 +106,17 @@ for i=1:length(p6)
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);
try
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);
catch
% Workaround for ticket #161
if exist('OCTAVE_VERSION')
error(['Due to a bug in Octave, you must choose other values for mean and/or variance of your prior on ' bayestopt.name{i} ', or use another shape'])
else
rethrow(lasterror)
end
end
end
otherwise
error(sprintf('prior_bounds: unknown distribution shape (index %d, type %d)', i, pshape(i)));