68 lines
2.5 KiB
Matlab
68 lines
2.5 KiB
Matlab
function [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)
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% 5 is UNIFORM [p1,p2]
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% Adapted by M. Ratto from MJ priordens.m
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% Copyright (C) 2012 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 <http://www.gnu.org/licenses/>.
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nprio = length(pshape);
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i = 1;
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while i <= nprio;
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a = 0;
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b = 0;
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if pshape(i) == 1; % (generalized) BETA Prior
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% mu = (p1(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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%lnprior = lnprior + lpdfgbeta(para(i),a,b,p3(i),p4(i)) ;
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para(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i));
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% xcum(:,i) = betacdf(para(:,i),a,b) ;
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xcum(:,i) = betainc(para(:,i),p6(i),p7(i));
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elseif pshape(i) == 2; % GAMMA PRIOR
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% b = p2(i)^2/(p1(i)-p3(i));
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% a = (p1(i)-p3(i))/b;
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%lnprior = lnprior + lpdfgam(para(i)-p3(i),a,b);
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% xcum(:,i) = gamcdf(para(:,i)-p3(i),a,b);
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xcum(:,i) = gamcdf(para(:,i)-p3(i),p6(i),p7(i));
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elseif pshape(i) == 3; % GAUSSIAN PRIOR
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%lnprior = lnprior + lpdfnorm(para(i),p1(i),p2(i));
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% xcum(:,i) = normcdf(para(:,i),p1(i),p2(i));
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xcum(:,i) = 0.5 * erfc(-(para(:,i)-p6(i))/p7(i) ./ sqrt(2));
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elseif pshape(i) == 4; % INVGAMMA1 PRIOR
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%lnprior = lnprior + lpdfig1(para(i),p1(i),p2(i));
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% xcum(:,i) = gamcdf(1/para(:,i).^2,p2(i)/2,2/p1(i));
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xcum(:,i) = gamcdf(1./(para(:,i)-p3(i)).^2,p7(i)/2,2/p6(i));
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elseif pshape(i) == 5; % UNIFORM PRIOR
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%lnprior = lnprior + log(1/(p2(i)-p1(i)));
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xcum(:,i) = (para(:,i)-p3(i))./(p4(i)-p3(i));
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elseif pshape(i) == 6; % INVGAMMA2 PRIOR
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% lnprior = lnprior + lpdfig2(para(i),p1(i),p2(i));
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% xcum(:,i) = gamcdf(1/para(:,i),p2(i)/2,2/p1(i));
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xcum(:,i) = gamcdf(1./(para(:,i)-p3(i)),p7(i)/2,2/p6(i));
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end;
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i = i+1;
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end;
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