50 lines
2.6 KiB
Matlab
50 lines
2.6 KiB
Matlab
function check_prior_bounds(xparam1,bounds,M_,estim_params_,options_,bayestopt_)
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% function check_prior_bounds(xparam1,bounds,M_,estim_params_,options_,bayestopt_)
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% checks the parameter vector of violations of the prior bounds
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% Inputs:
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% -xparam1 [double] vector of parameters to be estimated (initial values)
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% -bounds [vector] vector containing the lower and upper bounds
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% -M_ [structure] characterizing the model.
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% -estim_params_ [structure] characterizing parameters to be estimated
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% -options_ [structure] characterizing the options
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% -bayestopt_ [structure] characterizing priors
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% Copyright © 2013-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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outside_bound_pars=find(xparam1 < bounds.lb | xparam1 > bounds.ub);
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if ~isempty(outside_bound_pars)
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for ii=1:length(outside_bound_pars)
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outside_bound_par_names{ii,1}=get_the_name(outside_bound_pars(ii),0,M_,estim_params_,options_.varobs);
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end
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disp_string=[outside_bound_par_names{1,:}];
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for ii=2:size(outside_bound_par_names,1)
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disp_string=[disp_string,', ',outside_bound_par_names{ii,:}];
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end
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error(['Initial value(s) of ', disp_string ,' are outside parameter bounds. Potentially, you should set prior_trunc=0. If you used the mode_file-option, check whether your mode-file is consistent with the priors.'])
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end
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inadmissible_inverse_gamma_values=find(bayestopt_.pshape==4 & xparam1 == 0);
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if ~isempty(inadmissible_inverse_gamma_values)
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for ii=1:length(inadmissible_inverse_gamma_values)
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inadmissible_inverse_gamma_par_names{ii,1}=get_the_name(inadmissible_inverse_gamma_values(ii),0,M_,estim_params_,options_.varobs);
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end
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disp_string=[inadmissible_inverse_gamma_par_names{1,:}];
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for ii=2:size(inadmissible_inverse_gamma_par_names,1)
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disp_string=[disp_string,', ',inadmissible_inverse_gamma_par_names{ii,:}];
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end
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error(['Initial value(s) of ', disp_string ,' is zero. This is not allowed when using an inverse gamma prior.\n'])
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end |