function [xcum] = priorcdf(para, pshape, p6, p7, p3, p4) % This procedure transforms x vectors into cumulative values % pshape: 0 is point mass, both para and p2 are ignored % 1 is BETA(mean,stdd) % 2 is GAMMA(mean,stdd) % 3 is NORMAL(mean,stdd) % 4 is INVGAMMA(s^2,nu) % 5 is UNIFORM [p1,p2] % Adapted by M. Ratto from MJ priordens.m % Copyright (C) 2012 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 . nprio = length(pshape); i = 1; while i <= nprio; a = 0; b = 0; if pshape(i) == 1; % (generalized) BETA Prior % mu = (p1(i)-p3(i))/(p4(i)-p3(i)); % stdd = p2(i)/(p4(i)-p3(i)); % a = (1-mu)*mu^2/stdd^2 - mu; % b = a*(1/mu - 1); %lnprior = lnprior + lpdfgbeta(para(i),a,b,p3(i),p4(i)) ; para(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i)); % xcum(:,i) = betacdf(para(:,i),a,b) ; xcum(:,i) = betainc(para(:,i),p6(i),p7(i)); elseif pshape(i) == 2; % GAMMA PRIOR % b = p2(i)^2/(p1(i)-p3(i)); % a = (p1(i)-p3(i))/b; %lnprior = lnprior + lpdfgam(para(i)-p3(i),a,b); % xcum(:,i) = gamcdf(para(:,i)-p3(i),a,b); xcum(:,i) = gamcdf(para(:,i)-p3(i),p6(i),p7(i)); elseif pshape(i) == 3; % GAUSSIAN PRIOR %lnprior = lnprior + lpdfnorm(para(i),p1(i),p2(i)); % xcum(:,i) = normcdf(para(:,i),p1(i),p2(i)); xcum(:,i) = 0.5 * erfc(-(para(:,i)-p6(i))/p7(i) ./ sqrt(2)); elseif pshape(i) == 4; % INVGAMMA1 PRIOR %lnprior = lnprior + lpdfig1(para(i),p1(i),p2(i)); % xcum(:,i) = gamcdf(1/para(:,i).^2,p2(i)/2,2/p1(i)); xcum(:,i) = gamcdf(1./(para(:,i)-p3(i)).^2,p7(i)/2,2/p6(i)); elseif pshape(i) == 5; % UNIFORM PRIOR %lnprior = lnprior + log(1/(p2(i)-p1(i))); xcum(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i)); elseif pshape(i) == 6; % INVGAMMA2 PRIOR % 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; i = i+1; end;