/usr/share/dynare/matlab/rndprior.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
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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 | function y = rndprior(bayestopt_)
% function y = rndprior(bayestopt_)
% Draws random number from the prior density
%
% INPUTS
% bayestopt_: structure characterizing priors
%
% OUTPUTS
% y: drawn numbers vector
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2009 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/>.
pshape=bayestopt_.pshape;
p3=bayestopt_.p3;
p4=bayestopt_.p4;
p6=bayestopt_.p6;
p7=bayestopt_.p7;
y = NaN(1,length(pshape));
for i=1:length(pshape)
switch pshape(i)
case 1 % Beta
y(i) = betarnd(p6(i),p7(i));
y(i) = y(1,i) * (p4(i)-p3(i)) + p3(i);
case 2 % Generalized gamma
y(i) = gamrnd(p6(i),p7(i)) + p3(i);
case 3 % Gaussian
y(i) = randn*p7(i) + p6(i) ;
case 4 % Inverse-gamma type 1
y(i) = 1/sqrt(gamrnd(p7(i)/2, 2/p6(i))) + p3(i);
case 5 % Uniform
y(i) = rand*(p4(i)-p3(i)) + p3(i);
case 6 % Inverse-gamma type 2
y(i) = 1/gamrnd(p7(i)/2, 2/p6(i)) + p3(i);
otherwise
error(sprintf('rndprior: unknown distribution shape (index %d, type %d)', i, pshape(i)));
end
end
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