68 lines
2.6 KiB
Matlab
68 lines
2.6 KiB
Matlab
function [ldens,parameters] = evaluate_prior(parameters,M_,estim_params_,oo_,options_,bayestopt_)
|
|
% Evaluate the prior density at parameters.
|
|
%
|
|
% INPUTS
|
|
% o parameters a string ('posterior mode','posterior mean','posterior median','prior mode','prior mean') or a vector of values for
|
|
% the (estimated) parameters of the model.
|
|
% o M_ [structure] Definition of the model
|
|
% o oo_ [structure] Storage of results
|
|
% o options_ [structure] Options
|
|
% o bayestopt_ [structure] describing the priors
|
|
% o estim_params_ [structure] characterizing parameters to be estimated
|
|
%
|
|
%
|
|
% OUTPUTS
|
|
% o ldens [double] value of the logged prior density.
|
|
% o parameters [double] vector of values for the estimated parameters.
|
|
%
|
|
% SPECIAL REQUIREMENTS
|
|
% None
|
|
%
|
|
% REMARKS
|
|
% [1] This function cannot evaluate the prior density of a dsge-var model...
|
|
|
|
% Copyright (C) 2009-2017 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 <https://www.gnu.org/licenses/>.
|
|
|
|
if nargin==0
|
|
parameters = 'posterior mode';
|
|
end
|
|
|
|
if ischar(parameters)
|
|
switch parameters
|
|
case 'posterior mode'
|
|
parameters = get_posterior_parameters('mode',M_,estim_params_,oo_,options_);
|
|
case 'posterior mean'
|
|
parameters = get_posterior_parameters('mean',M_,estim_params_,oo_,options_);
|
|
case 'posterior median'
|
|
parameters = get_posterior_parameters('median',M_,estim_params_,oo_,options_);
|
|
case 'prior mode'
|
|
parameters = bayestopt_.p5(:);
|
|
case 'prior mean'
|
|
parameters = bayestopt_.p1;
|
|
otherwise
|
|
disp('eval_prior:: If the input argument is a string, then it has to be equal to:')
|
|
disp(' ''posterior mode'', ')
|
|
disp(' ''posterior mean'', ')
|
|
disp(' ''posterior median'', ')
|
|
disp(' ''prior mode'' or')
|
|
disp(' ''prior mean''.')
|
|
error
|
|
end
|
|
end
|
|
|
|
ldens = priordens(parameters, bayestopt_.pshape, bayestopt_.p6, bayestopt_.p7, bayestopt_.p3, bayestopt_.p4); |