prior densities: make sure derivative output has correct dimensions

(cherry picked from commit 82aa669b)

matlab/lpdfgam.m

@@ -7,13 +7,14 @@ function  [ldens,Dldens,D2ldens] = lpdfgam(x,a,b)
 %    b     [double]  m*n matrix or scalar, Second GAMMA distribution parameters (scale),
 %
 % OUTPUTS
-%    ldens [double]  m*n matrix of logged GAMMA densities evaluated at x.
-%
+%    ldens   [double]  m*n matrix of logged GAMMA densities evaluated at x.
+%    Dldens  [double]  m*n matrix of first derivatives of logged GAMMA densities.
+%    D2ldens [double]  m*n matrix of second derivatives of logged  matrix of logged GAMMA densities.
 %
 % SPECIAL REQUIREMENTS
 %    none
 
-% Copyright (C) 2003-2017 Dynare Team
+% Copyright (C) 2003-2021 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -42,6 +43,7 @@ end
 
 
 if nargout >1
+    Dldens = ldens ;
     if length(a)==1
         Dldens(idx) = (a-1)./(x(idx)) - ones(length(idx),1)/b ;
     else
@@ -50,6 +52,7 @@ if nargout >1
 end
 
 if nargout == 3
+    D2ldens = ldens ;
     if length(a)==1
         D2ldens(idx) = -(a-1)./(x(idx)).^2;
     else

matlab/lpdfgbeta.m

@@ -2,19 +2,21 @@ function [ldens,Dldens,D2ldens] = lpdfgbeta(x,a,b,aa,bb)
 % Evaluates the logged BETA PDF at x.
 %
 % INPUTS
-%    x     [double]  m*n matrix of loactions,
+%    x     [double]  m*n matrix of locations,
 %    a     [double]  m*n matrix of First BETA distribution parameters,
 %    b     [double]  m*n matrix of Second BETA distribution parameters,
 %    aa    [double]  m*n matrix of lower bounds for (generalized) distribution,
 %    bb    [double]  m*n matrix of upper bounds for (generalized) distribution
 %
 % OUTPUTS
-%    ldens [double]  m*n matrix of logged (generalized) BETA densities.
+%    ldens   [double]  m*n matrix of logged (generalized) BETA densities.
+%    Dldens  [double]  m*n matrix of first derivatives of logged (generalized) BETA densities.
+%    D2ldens [double]  m*n matrix of second derivatives of logged  matrix of logged (generalized) BETA densities.
 %
 % SPECIAL REQUIREMENTS
 %    none
 
-% Copyright (C) 2003-2017 Dynare Team
+% Copyright (C) 2003-2021 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -42,6 +44,7 @@ end
 
 
 if nargout >1
+    Dldens = ldens ;
     if length(a)==1
         Dldens(idx) = (a-1)./(x(idx)-aa) - (b-1)./(bb-x(idx)) ;
     else
@@ -51,6 +54,7 @@ end
 
 
 if nargout == 3
+    D2ldens = ldens ;
     if length(a)==1
         D2ldens(idx) = -(a-1)./(x(idx)-aa).^2 - (b-1)./(bb-x(idx)).^2 ;
     else

matlab/lpdfig1.m

@@ -13,11 +13,13 @@ function [ldens,Dldens,D2ldens] = lpdfig1(x,s,nu)
 %
 % OUTPUTS
 %    ldens [double]  m*n matrix of logged INVERSE-GAMMA-1 densities evaluated at x.
+%    Dldens  [double]  m*n matrix of first derivatives of logged INVERSE-GAMMA-1 densities.
+%    D2ldens [double]  m*n matrix of second derivatives of logged  matrix of logged INVERSE-GAMMA-1 densities.
 %
 % SPECIAL REQUIREMENTS
 %    none
 
-% Copyright (C) 2004-2017 Dynare Team
+% Copyright (C) 2004-2021 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -44,6 +46,7 @@ else
 end
 
 if nargout >1
+    Dldens = ldens ;
     if length(s)==1
         Dldens(idx) = - (nu+1)./(x(idx)) + s./(x(idx).^3) ;
     else
@@ -52,6 +55,7 @@ if nargout >1
 end
 
 if nargout == 3
+    D2ldens = ldens ;
     if length(s)==1
         D2ldens(idx) =  (nu+1)./(x(idx).^2) - 3*s(idx)./(x(idx).^4) ;
     else

matlab/lpdfig2.m

@@ -13,11 +13,13 @@ function [ldens,Dldens,D2ldens] = lpdfig2(x,s,nu)
 %
 % OUTPUTS
 %    ldens [double]  m*n matrix of logged INVERSE-GAMMA-2 densities evaluated at x.
+%    Dldens  [double]  m*n matrix of first derivatives of logged INVERSE-GAMMA-2 densities.
+%    D2ldens [double]  m*n matrix of second derivatives of logged  matrix of logged INVERSE-GAMMA-2 densities.
 %
 % SPECIAL REQUIREMENTS
 %    none
 
-% Copyright (C) 2004-2017 Dynare Team
+% Copyright (C) 2004-2021 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -44,6 +46,7 @@ else
 end
 
 if nargout >1
+    Dldens = ldens;
     if length(s)==1
         Dldens(idx) = - .5*(nu+2)./(x(idx)) + .5*s./x(idx).^2;
     else
@@ -52,6 +55,7 @@ if nargout >1
 end
 
 if nargout == 3
+    D2ldens = ldens;
     if length(s)==1
         D2ldens(idx) = .5*(nu+2)./(x(idx)).^2 - s./x(idx).^3;
     else

matlab/lpdfnorm.m

@@ -7,13 +7,14 @@ function  [ldens,Dldens,D2ldens] = lpdfnorm(x,a,b)
 %    b     [double]  m*n matrix or scalar, Second GAUSSIAN distribution parameters (standard deviation).
 %
 % OUTPUTS
-%    ldens [double]  m*n matrix of logged GAUSSIAN densities evaluated at x.
-%
+%    ldens   [double]  m*n matrix of logged GAUSSIAN densities evaluated at x.
+%    Dldens  [double]  m*n matrix of first derivatives of logged GAUSSIAN densities.
+%    D2ldens [double]  m*n matrix of second derivatives of logged  matrix of GAUSSIAN densities.
 %
 % SPECIAL REQUIREMENTS
 %    none
 
-% Copyright (C) 2003-2017 Dynare Team
+% Copyright (C) 2003-2021 Dynare Team
 %
 % This file is part of Dynare.
 %

matlab/priordens.m

@@ -83,8 +83,8 @@ if nargin > 6  && initialization
 end
 
 logged_prior_density = 0.0;
-dlprior = 0.0;
-d2lprior = 0.0;
+dlprior = zeros(1,length(x));
+d2lprior = dlprior;
 
 if tt1
     logged_prior_density = logged_prior_density + sum(lpdfgbeta(x(id1),p6(id1),p7(id1),p3(id1),p4(id1))) ;