51 lines
2.4 KiB
Matlab
51 lines
2.4 KiB
Matlab
function bounds = set_mcmc_prior_bounds(xparam, bayestopt_, options_, stringForErrors)
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% function bounds = set_mcmc_prior_bounds(xparam, bayestopt_, options_, stringForErrors)
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% -------------------------------------------------------------------------
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% Reset bounds as lower and upper bounds must only be operational during mode-finding
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% =========================================================================
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% INPUTS
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% o xparam: [vector] vector of parameters
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% o bayestopt_: [struct] information on priors
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% o options_: [struct] Dynare options
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% o stringForErrors: [string] string to be used in error messages
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% -------------------------------------------------------------------------
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% OUTPUTS
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% o bounds: [struct] structure with fields lb and ub
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% -------------------------------------------------------------------------
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% This function is called by
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% o dynare_estimation_1.m
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% -------------------------------------------------------------------------
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% Copyright © 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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bounds = prior_bounds(bayestopt_, options_.prior_trunc);
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outside_bound_pars = find(xparam < bounds.lb | xparam > 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(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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if options_.prior_trunc > 0
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error(['%s: Mode value(s) of ', disp_string ,' are outside parameter bounds. Potentially, you should set prior_trunc=0!'],stringForErrors);
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else
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error(['%s: Mode value(s) of ', disp_string ,' are outside parameter bounds!'],stringForErrors);
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end
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end |