58 lines
1.6 KiB
C++
58 lines
1.6 KiB
C++
/*
|
|
* Copyright (C) 2009-2010 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 <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
///////////////////////////////////////////////////////////
|
|
// LogPriorDensity.cpp
|
|
// Implementation of the Class LogPriorDensity
|
|
// Created on: 10-Feb-2010 20:56:08
|
|
///////////////////////////////////////////////////////////
|
|
|
|
#include "LogPriorDensity.hh"
|
|
LogPriorDensity::~LogPriorDensity()
|
|
{
|
|
};
|
|
|
|
LogPriorDensity::LogPriorDensity(EstimatedParametersDescription &estParsDesc_arg) :
|
|
estParsDesc(estParsDesc_arg)
|
|
{
|
|
};
|
|
|
|
double
|
|
LogPriorDensity::compute(const Vector &ep)
|
|
{
|
|
assert(estParsDesc.estParams.size() == ep.getSize());
|
|
double logPriorDensity=0;
|
|
for (size_t i = 0; i < ep.getSize(); ++i)
|
|
{
|
|
logPriorDensity += log(((*(estParsDesc.estParams[i]).prior)).pdf(ep(i)));
|
|
if (std::isinf(abs(logPriorDensity)))
|
|
return logPriorDensity;
|
|
}
|
|
return logPriorDensity;
|
|
};
|
|
|
|
/**
|
|
* Return random number for prior fromits distribution
|
|
*/
|
|
void
|
|
LogPriorDensity::computeNewParams(Vector &ep)
|
|
{
|
|
|
|
}
|