dynare/matlab/estimation/print_table_prior.m

167 lines
5.1 KiB
Matlab

function print_table_prior(lb, ub, options_, M_, bayestopt_, estim_params_)
% print_table_prior(lb, ub, options_, M_, bayestopt_, estim_params_)
% This routine prints in the command window some descriptive statistics about the prior distribution.
% Inputs:
% o lb [double] lower bound
% o ub [double] upper bound
% o M_ [structure] Definition of the model
% o bayestopt_ [structure] describing the priors
% o estim_params_ [structure] characterizing parameters to be estimated
% Copyright © 2015-2023 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/>.
PriorNames = 'Beta';
PriorNames = strvcat(PriorNames,'Gamma');
PriorNames = strvcat(PriorNames,'Gaussian');
PriorNames = strvcat(PriorNames,'Inverted Gamma');
PriorNames = strvcat(PriorNames,'Uniform');
PriorNames = strvcat(PriorNames,'Inverted Gamma -- 2');
PriorNames = strvcat(PriorNames,'Dirichlet');
PriorNames = strvcat(PriorNames,'Weibull');
n = size(bayestopt_.name,1); % Numbe rof estimated parameters.
l1 = printline(10, '-');
T1 = strvcat(l1, 'PARAMETER ');
T1 = strvcat(T1, l1);
l2 = printline(133, '-');
T2 = strvcat(l2, sprintf('Prior shape \t Prior mean \t Prior mode \t Prior std. \t Prior lb \t Prior ub \t Prior HPD lb \t Prior HPH ub'));
T2 = strvcat(T2, l2);
prior_trunc_backup = options_.prior_trunc ;
options_.prior_trunc = (1-options_.prior_interval)/2 ;
PriorIntervals = prior_bounds(bayestopt_, options_.prior_trunc) ;
options_.prior_trunc = prior_trunc_backup ;
RESIZE = false;
for i=1:size(bayestopt_.name,1)
Name = get_the_name(i,1,M_,estim_params_,options_.varobs);
if length(Name)>size(T1,2)
resize = true;
else
resize = false;
end
T1 = strvcat(T1, Name);
if resize
RESIZE = true;
l1 = printline(length(Name));
T1(1,:) = l1;
T1(3,:) = l1;
end
PriorShape = PriorNames(bayestopt_.pshape(i),:);
PriorMean = bayestopt_.p1(i);
PriorMode = bayestopt_.p5(i);
PriorStandardDeviation = bayestopt_.p2(i);
switch bayestopt_.pshape(i)
case { 1 , 5 }
LowerBound = bayestopt_.p3(i);
UpperBound = bayestopt_.p4(i);
if ~isinf(lb(i))
LowerBound=max(LowerBound,lb(i));
end
if ~isinf(ub(i))
UpperBound=min(UpperBound,ub(i));
end
case { 2 , 4 , 6 , 8}
LowerBound = bayestopt_.p3(i);
if ~isinf(lb(i))
LowerBound=max(LowerBound,lb(i));
end
if ~isinf(ub(i))
UpperBound=ub(i);
else
UpperBound = Inf;
end
case 3
if isinf(bayestopt_.p3(i)) && isinf(lb(i))
LowerBound = -Inf;
else
LowerBound = bayestopt_.p3(i);
if ~isinf(lb(i))
LowerBound=max(LowerBound,lb(i));
end
end
if isinf(bayestopt_.p4(i)) && isinf(ub(i))
UpperBound = Inf;
else
UpperBound = bayestopt_.p4(i);
if ~isinf(ub(i))
UpperBound=min(UpperBound,ub(i));
end
end
otherwise
error('get_prior_info:: Dynare bug!')
end
format_string = build_format_string(PriorMode, PriorStandardDeviation,LowerBound,UpperBound);
str = sprintf(format_string, ...
PriorShape, ...
PriorMean, ...
PriorMode, ...
PriorStandardDeviation, ...
LowerBound, ...
UpperBound, ...
PriorIntervals.lb(i), ...
PriorIntervals.ub(i) );
T2 = strvcat(T2, str);
end
T1 = strvcat(T1, l1);
T2 = strvcat(T2, l2);
skipline(2)
if RESIZE
l0 = printline(2);
T0 = strvcat(l0,' ');
T0 = strvcat(T0, l0);
T0 = strvcat(T0, repmat(' ', n, 1));
T0 = strvcat(T0, l0);
disp([T1, T0, T2])
else
disp([T1, T2])
end
skipline(2)
function format_string = build_format_string(PriorMode,PriorStandardDeviation,LowerBound,UpperBound)
format_string = ['%s \t %6.4f \t'];
if isnan(PriorMode)
format_string = [ format_string , ' %s \t'];
else
format_string = [ format_string , ' %6.4f \t'];
end
if ~isnumeric(PriorStandardDeviation)
format_string = [ format_string , ' %s \t'];
else
format_string = [ format_string , ' %6.4f \t'];
end
if ~isnumeric(LowerBound)
format_string = [ format_string , ' %s \t'];
else
format_string = [ format_string , ' %6.4f \t'];
end
if ~isnumeric(UpperBound)
format_string = [ format_string , ' %s \t'];
else
format_string = [ format_string , ' %6.4f \t'];
end
format_string = [ format_string , ' %6.4f \t %6.4f'];