function y = rndprior(bayestopt_) % function y = rndprior(bayestopt_) % Draws random number from the prior density % % INPUTS % bayestopt_: structure characterizing priors % % OUTPUTS % y: drawn numbers vector % % SPECIAL REQUIREMENTS % none % Copyright (C) 2003-2009 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 . pshape=bayestopt_.pshape; p3=bayestopt_.p3; p4=bayestopt_.p4; p6=bayestopt_.p6; p7=bayestopt_.p7; y = NaN(1,length(pshape)); for i=1:length(pshape) switch pshape(i) case 1 % Beta y(i) = betarnd(p6(i),p7(i)); y(i) = y(1,i) * (p4(i)-p3(i)) + p3(i); case 2 % Generalized gamma y(i) = gamrnd(p6(i),p7(i)) + p3(i); case 3 % Gaussian y(i) = randn*p7(i) + p6(i) ; case 4 % Inverse-gamma type 1 y(i) = 1/sqrt(gamrnd(p7(i)/2, 2/p6(i))) + p3(i); case 5 % Uniform y(i) = rand*(p4(i)-p3(i)) + p3(i); case 6 % Inverse-gamma type 2 y(i) = 1/gamrnd(p7(i)/2, 2/p6(i)) + p3(i); otherwise error(sprintf('rndprior: unknown distribution shape (index %d, type %d)', i, pshape(i))); end end