function pdraw = prior_draw(BayesInfo, prior_trunc, uniform) % This function generate one draw from the joint prior distribution and % allows sampling uniformly from the prior support (uniform==1 when called with init==1) % % INPUTS % o init [integer] scalar equal to: % 1: first call to set up persistent variables % describing the prior % 0: subsequent call to get prior % draw % o uniform [integer] scalar used in initialization (init=1), equal to: % 1: sample uniformly from prior % support (overwrites prior shape used for sampling within this function) % 0: sample from joint prior distribution % % OUTPUTS % o pdraw [double] 1*npar vector, draws from the joint prior density. % % % SPECIAL REQUIREMENTS % none % % NOTE 1. Input arguments 1 and 2 are only needed for initialization. % NOTE 2. A given draw from the joint prior distribution does not satisfy BK conditions a priori. % NOTE 3. This code relies on bayestopt_ as created in the base workspace % by the preprocessor (or as updated in subsequent pieces of code and handed to the base workspace) % % Copyright © 2006-2023 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . persistent p6 p7 p3 p4 lb ub persistent uniform_index gaussian_index gamma_index beta_index inverse_gamma_1_index inverse_gamma_2_index weibull_index persistent uniform_draws gaussian_draws gamma_draws beta_draws inverse_gamma_1_draws inverse_gamma_2_draws weibull_draws if nargin>0 p6 = BayesInfo.p6; p7 = BayesInfo.p7; p3 = BayesInfo.p3; p4 = BayesInfo.p4; bounds = prior_bounds(BayesInfo, prior_trunc); lb = bounds.lb; ub = bounds.ub; number_of_estimated_parameters = length(p6); if nargin>2 && uniform prior_shape = repmat(5,number_of_estimated_parameters,1); else prior_shape = BayesInfo.pshape; end beta_index = find(prior_shape==1); if isempty(beta_index) beta_draws = false; else beta_draws = true; end gamma_index = find(prior_shape==2); if isempty(gamma_index) gamma_draws = false; else gamma_draws = true; end gaussian_index = find(prior_shape==3); if isempty(gaussian_index) gaussian_draws = false; else gaussian_draws = true; end inverse_gamma_1_index = find(prior_shape==4); if isempty(inverse_gamma_1_index) inverse_gamma_1_draws = false; else inverse_gamma_1_draws = true; end uniform_index = find(prior_shape==5); if isempty(uniform_index) uniform_draws = false; else uniform_draws = true; end inverse_gamma_2_index = find(prior_shape==6); if isempty(inverse_gamma_2_index) inverse_gamma_2_draws = false; else inverse_gamma_2_draws = true; end weibull_index = find(prior_shape==8); if isempty(weibull_index) weibull_draws = false; else weibull_draws = true; end pdraw = NaN(number_of_estimated_parameters,1); return end if uniform_draws pdraw(uniform_index) = rand(length(uniform_index),1).*(p4(uniform_index)-p3(uniform_index)) + p3(uniform_index); out_of_bound = find( (pdraw(uniform_index)'>ub(uniform_index)) | (pdraw(uniform_index)'ub(uniform_index)) | (pdraw(uniform_index)'ub(gaussian_index)) | (pdraw(gaussian_index)'ub(gaussian_index)) | (pdraw(gaussian_index)'ub(gamma_index)) | (pdraw(gamma_index)'ub(gamma_index)) | (pdraw(gamma_index)'ub(beta_index)) | (pdraw(beta_index)'ub(beta_index)) | (pdraw(beta_index)'ub(inverse_gamma_1_index)) | (pdraw(inverse_gamma_1_index)'ub(inverse_gamma_1_index)) | (pdraw(inverse_gamma_1_index)'ub(inverse_gamma_2_index)) | (pdraw(inverse_gamma_2_index)'ub(inverse_gamma_2_index)) | (pdraw(inverse_gamma_2_index)'ub(weibull_index)) | (pdraw(weibull_index)'ub(weibull_index)) | (pdraw(weibull_index)'