98 lines
4.6 KiB
HTML
98 lines
4.6 KiB
HTML
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<title>Description of rndprior</title>
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > rndprior.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>rndprior
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong></strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function y = rndprior(bayestopt_) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"></pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="beta_rnd.html" class="code" title="function rnd = beta_rnd (n, a, b)">beta_rnd</a> PURPOSE: random draws from the beta(a,b) distribution</li><li><a href="gamm_rnd.html" class="code" title="function gb = gamm_rnd(nrow,m,k)">gamm_rnd</a> PURPOSE: a matrix of random draws from the gamma distribution</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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</ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function y = rndprior(bayestopt_)</a>
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0002
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0003 pshape=bayestopt_.pshape;
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0004 pmean=bayestopt_.pmean;
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0005 p2=bayestopt_.p2;
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0006 p3=bayestopt_.p3;
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0007 p4=bayestopt_.p4;
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0008
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0009 <span class="keyword">for</span> i=1:length(pmean),
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0010
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0011 <span class="keyword">switch</span> pshape(i)
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0012
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0013 <span class="keyword">case</span> 1 <span class="comment">%'beta'</span>
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0014 mu = (pmean(i)-p3(i))/(p4(i)-p3(i));
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0015 stdd = p2(i)/(p4(i)-p3(i));
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0016 A = (1-mu)*mu^2/stdd^2 - mu;
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0017 B = A*(1/mu - 1);
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0018 y(1,i) = <a href="beta_rnd.html" class="code" title="function rnd = beta_rnd (n, a, b)">beta_rnd</a>(1, A, B);
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0019 y(1,i) = y(1,i) * (p4(i)-p3(i)) + p3(i);
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0020
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0021 <span class="keyword">case</span> 2 <span class="comment">%'gamma'</span>
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0022 mu = pmean(i)-p3(i);
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0023 B = mu/p2(i)^2; <span class="comment">%gamm_rnd uses 1/B instead of B as param.</span>
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0024 A = mu/B;
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0025 y(1,i) = <a href="gamm_rnd.html" class="code" title="function gb = gamm_rnd(nrow,m,k)">gamm_rnd</a>(1, A, B);
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0026 y(1,i) = y(1,i) + p3(i);
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0027
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0028 <span class="keyword">case</span> 3 <span class="comment">%'normal'</span>
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0029 MU = pmean(i);
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0030 SIGMA = p2(i);
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0031 y(1,i) = randn*SIGMA+ MU;
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0032
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0033 <span class="keyword">case</span> 4 <span class="comment">%'invgamma'</span>
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0034 nu = p2(i);
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0035 mu = pmean(i);
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0036 a = nu/2;;
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0037 b = ( gamma( (nu-1)/2 ) / mu / gamma( nu/2 ) )^2;
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0038 A = b/2;
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0039 B = 2/a;
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0040 y(1,i) = <a href="gamm_rnd.html" class="code" title="function gb = gamm_rnd(nrow,m,k)">gamm_rnd</a>(1, A, B);
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0041 y(1,i) = 1/y(1,i)^(0.5);
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0042
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0043 <span class="keyword">case</span> 5 <span class="comment">%'uniform'</span>
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0044 y(1,i) = rand*(p4(i)-p3(i)) + p3(i);
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0045
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0046 <span class="keyword">end</span>
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0047 <span class="keyword">end</span>
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0048
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0049 <span class="comment">% initial version by Marco Ratto</span>
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0050 <span class="comment">% 11/17/03 MJ made Uniform case 5</span>
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0051 <span class="comment">% 11/17/03 MJ changed pstdd -> p2, lb -> p3, ub -> p4</span>
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0052</pre></div>
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