Merge pull request #486 from JohannesPfeifer/prior_check

Check initial values for violation of inverse gamma prior

matlab/dynare_estimation_1.m

@@ -502,7 +502,7 @@ if ~options_.mh_posterior_mode_estimation && options_.cova_compute
         params_at_bound=find(xparam1==ub | xparam1==lb);
         if ~isempty(params_at_bound)
             for ii=1:length(params_at_bound)
-            params_at_bound_name{ii,1}=get_the_name(ii,0,M_,estim_params_,options_);
+            params_at_bound_name{ii,1}=get_the_name(params_at_bound(ii),0,M_,estim_params_,options_);
             end
             disp_string=[params_at_bound_name{1,:}];
             for ii=2:size(params_at_bound_name,1)

matlab/dynare_estimation_init.m

@@ -253,6 +253,18 @@ if ~isempty(estim_params_)
         end
         error(['Initial value(s) of ', disp_string ,' are outside parameter bounds. Potentially, you should set prior_trunc=0. If you used the mode_file-option, check whether your mode-file is consistent with the priors.'])
     end
+    inadmissible_inverse_gamma_values=find(bayestopt_.pshape==4 & xparam1 == 0);
+    if ~isempty(inadmissible_inverse_gamma_values)
+        for ii=1:length(inadmissible_inverse_gamma_values)
+            inadmissible_inverse_gamma_par_names{ii,1}=get_the_name(inadmissible_inverse_gamma_values(ii),0,M_,estim_params_,options_);
+        end
+        disp_string=[inadmissible_inverse_gamma_par_names{1,:}];
+        for ii=2:size(inadmissible_inverse_gamma_par_names,1)
+            disp_string=[disp_string,', ',inadmissible_inverse_gamma_par_names{ii,:}];
+        end
+        error(['Initial value(s) of ', disp_string ,' is zero. This is not allowed when using an inverse gamma prior.\n'])
+    end
+
     lb = bounds(:,1);
     ub = bounds(:,2);
     bayestopt_.lb = lb;