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check_prior_bounds.m
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Stéphane Adjemian authored
* Second and third positional arguments after the name of the estimated parameter in the estimated_params block are only considered in the optimization stage (not in the MCMC) * Do not store bounds in bayestopt_, because bounds do not always reflect restrictions implied by prior shapes. * prior_bounds routine returns a structure (with fields lb and ub) instead of a matrix.
Stéphane Adjemian authored* Second and third positional arguments after the name of the estimated parameter in the estimated_params block are only considered in the optimization stage (not in the MCMC) * Do not store bounds in bayestopt_, because bounds do not always reflect restrictions implied by prior shapes. * prior_bounds routine returns a structure (with fields lb and ub) instead of a matrix.
check_prior_bounds.m 2.56 KiB
function check_prior_bounds(xparam1,bounds,M_,estim_params_,options_,bayestopt_)
% function check_prior_bounds(xparam1,bounds,M_,estim_params_,options_)
% checks the parameter vector of violations of the prior bounds
% Inputs:
% -xparam1 [double] vector of parameters to be estimated (initial values)
% -bounds [vector] vector containing the lower and upper
% bounds
% -M_ [structure] characterizing the model.
% -estim_params_ [structure] characterizing parameters to be estimated
% -options_ [structure] characterizing the options
% -bayestopt_ [structure] characterizing priors
% Copyright (C) 2013 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/>.
outside_bound_pars=find(xparam1 < bounds.lb | xparam1 > bounds.ub);
if ~isempty(outside_bound_pars)
for ii=1:length(outside_bound_pars)
outside_bound_par_names{ii,1}=get_the_name(outside_bound_pars(ii),0,M_,estim_params_,options_);
end
disp_string=[outside_bound_par_names{1,:}];
for ii=2:size(outside_bound_par_names,1)
disp_string=[disp_string,', ',outside_bound_par_names{ii,:}];
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