53 lines
2.0 KiB
Matlab
53 lines
2.0 KiB
Matlab
function xcum = priorcdf(para, pshape, p6, p7, p3, p4)
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% xcum = priorcdf(para, pshape, p6, p7, p3, p4)
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% This procedure transforms x vectors into cumulative values
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% pshape: 0 is point mass, both para and p2 are ignored
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% 1 is BETA(mean,stdd)
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% 2 is GAMMA(mean,stdd)
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% 3 is NORMAL(mean,stdd)
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% 4 is INVGAMMA(s^2,nu) type I
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% 5 is UNIFORM [p1,p2]
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% 6 is INNGAMMA(s^2,nu) type II
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% 8 is WEIBULL(s, k)
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% Adapted by M. Ratto from MJ priordens.m
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% Copyright © 2012-2023 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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xcum=NaN(size(para));
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for i=1:length(pshape)
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switch pshape(i)
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case 1 % (generalized) BETA Prior
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para(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i));
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xcum(:,i) = betainc(para(:,i),p6(i),p7(i));
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case 2 % GAMMA PRIOR
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xcum(:,i) = gamcdf(para(:,i)-p3(i),p6(i),p7(i));
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case 3 % GAUSSIAN PRIOR
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xcum(:,i) = 0.5 * erfc(-(para(:,i)-p6(i))/p7(i) ./ sqrt(2));
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case 4 % INVGAMMA1 PRIOR
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xcum(:,i) = gamcdf(1./(para(:,i)-p3(i)).^2,p7(i)/2,2/p6(i));
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case 5 % UNIFORM PRIOR
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xcum(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i));
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case 6 % INVGAMMA2 PRIOR
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xcum(:,i) = gamcdf(1./(para(:,i)-p3(i)),p7(i)/2,2/p6(i));
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case 8 % WEIBULL
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xcum(:,i) = wblcdf(para(:,i)-p3(i),p6(i),p7(i));
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otherwise
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error('Unknown prior shape!')
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end
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end
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