53 lines
1.2 KiB
Matlab
53 lines
1.2 KiB
Matlab
function y = rndprior(bayestopt_)
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pshape=bayestopt_.pshape;
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pmean=bayestopt_.pmean;
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p2=bayestopt_.p2;
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p3=bayestopt_.p3;
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p4=bayestopt_.p4;
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for i=1:length(pmean),
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switch pshape(i)
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case 1 %'beta'
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mu = (pmean(i)-p3(i))/(p4(i)-p3(i));
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stdd = p2(i)/(p4(i)-p3(i));
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A = (1-mu)*mu^2/stdd^2 - mu;
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B = A*(1/mu - 1);
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y(1,i) = beta_rnd(1, A, B);
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y(1,i) = y(1,i) * (p4(i)-p3(i)) + p3(i);
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case 2 %'gamma'
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mu = pmean(i)-p3(i);
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B = mu/p2(i)^2; %gamm_rnd uses 1/B instead of B as param.
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A = mu/B;
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y(1,i) = gamm_rnd(1, A, B);
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y(1,i) = y(1,i) + p3(i);
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case 3 %'normal'
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MU = pmean(i);
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SIGMA = p2(i);
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y(1,i) = randn*SIGMA+ MU;
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case 4 %'invgamma'
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nu = p2(i);
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mu = pmean(i);
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a = nu/2;;
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b = ( gamma( (nu-1)/2 ) / mu / gamma( nu/2 ) )^2;
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A = b/2;
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B = 2/a;
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y(1,i) = gamm_rnd(1, A, B);
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y(1,i) = 1/y(1,i)^(0.5);
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case 5 %'uniform'
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y(1,i) = rand*(p4(i)-p3(i)) + p3(i);
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end
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end
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% initial version by Marco Ratto
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% 11/17/03 MJ made Uniform case 5
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% 11/17/03 MJ changed pstdd -> p2, lb -> p3, ub -> p4
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