/usr/share/dynare/matlab/priordens.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 | function [logged_prior_density, dlprior, d2lprior] = priordens(x, pshape, p6, p7, p3, p4,initialization)
% Computes a prior density for the structural parameters of DSGE models
%
% INPUTS
% x [double] vector with n elements.
% pshape [integer] vector with n elements (bayestopt_.pshape).
% p6: [double] vector with n elements, first parameter of the prior distribution (bayestopt_.p6).
% p7: [double] vector with n elements, second parameter of the prior distribution (bayestopt_.p7).
% p3: [double] vector with n elements, lower bounds.
% p4: [double] vector with n elements, upper bound.
% initialization [integer] if 1: initialize persistent variables
%
% OUTPUTS
% logged_prior_density [double] scalar, log of the prior density evaluated at x.
%
% Copyright (C) 2003-2012 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 <http://www.gnu.org/licenses/>.
persistent id1 id2 id3 id4 id5 id6
persistent tt1 tt2 tt3 tt4 tt5 tt6
if nargin > 6 && initialization == 1
% Beta indices.
tt1 = 1;
id1 = find(pshape==1);
if isempty(id1)
tt1 = 0;
end
% Gamma indices.
tt2 = 1;
id2 = find(pshape==2);
if isempty(id2)
tt2 = 0;
end
% Gaussian indices.
tt3 = 1;
id3 = find(pshape==3);
if isempty(id3)
tt3 = 0;
end
% Inverse-Gamma-1 indices.
tt4 = 1;
id4 = find(pshape==4);
if isempty(id4)
tt4 = 0;
end
% Uniform indices.
tt5 = 1;
id5 = find(pshape==5);
if isempty(id5)
tt5 = 0;
end
% Inverse-Gamma-2 indices.
tt6 = 1;
id6 = find(pshape==6);
if isempty(id6)
tt6 = 0;
end
pflag = 1;
end
logged_prior_density = 0.0;
dlprior = 0.0;
d2lprior = 0.0;
if tt1
logged_prior_density = logged_prior_density + sum(lpdfgbeta(x(id1),p6(id1),p7(id1),p3(id1),p4(id1))) ;
if isinf(logged_prior_density)
return
end
if nargout == 2,
[tmp, dlprior(id1)]=lpdfgbeta(x(id1),p6(id1),p7(id1),p3(id1),p4(id1));
elseif nargout == 3
[tmp, dlprior(id1), d2lprior(id1)]=lpdfgbeta(x(id1),p6(id1),p7(id1),p3(id1),p4(id1));
end
end
if tt2
logged_prior_density = logged_prior_density + sum(lpdfgam(x(id2)-p3(id2),p6(id2),p7(id2))) ;
if isinf(logged_prior_density)
return
end
if nargout == 2,
[tmp, dlprior(id2)]=lpdfgam(x(id2)-p3(id2),p6(id2),p7(id2));
elseif nargout == 3
[tmp, dlprior(id2), d2lprior(id2)]=lpdfgam(x(id2)-p3(id2),p6(id2),p7(id2));
end
end
if tt3
logged_prior_density = logged_prior_density + sum(lpdfnorm(x(id3),p6(id3),p7(id3))) ;
if nargout == 2,
[tmp, dlprior(id3)]=lpdfnorm(x(id3),p6(id3),p7(id3));
elseif nargout == 3
[tmp, dlprior(id3), d2lprior(id3)]=lpdfnorm(x(id3),p6(id3),p7(id3));
end
end
if tt4
logged_prior_density = logged_prior_density + sum(lpdfig1(x(id4)-p3(id4),p6(id4),p7(id4))) ;
if isinf(logged_prior_density)
return
end
if nargout == 2,
[tmp, dlprior(id4)]=lpdfig1(x(id4)-p3(id4),p6(id4),p7(id4));
elseif nargout == 3
[tmp, dlprior(id4), d2lprior(id4)]=lpdfig1(x(id4)-p3(id4),p6(id4),p7(id4));
end
end
if tt5
if any(x(id5)-p3(id5)<0) || any(x(id5)-p4(id5)>0)
logged_prior_density = -Inf ;
return
end
logged_prior_density = logged_prior_density + sum(log(1./(p4(id5)-p3(id5)))) ;
if nargout >1,
dlprior(id5)=zeros(length(id5),1);
end
if nargout == 3
d2lprior(id5)=zeros(length(id5),1);
end
end
if tt6
logged_prior_density = logged_prior_density + sum(lpdfig2(x(id6)-p3(id6),p6(id6),p7(id6))) ;
if isinf(logged_prior_density)
return
end
if nargout == 2,
[tmp, dlprior(id6)]=lpdfig2(x(id6)-p3(id6),p6(id6),p7(id6));
elseif nargout == 3
[tmp, dlprior(id6), d2lprior(id6)]=lpdfig2(x(id6)-p3(id6),p6(id6),p7(id6));
end
end
if nargout==3,
d2lprior = diag(d2lprior);
end
|