From 3d9f12d769b4ad81b46b1d6d17c75ed08914db48 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 24 Jul 2015 15:08:52 +0200
Subject: [PATCH] Add check whether prior mean violates Generalized (Inverse)
Gamma
Performs check as for generalized beta distribution
---
matlab/set_prior.m | 9 +++++++++
1 file changed, 9 insertions(+)
diff --git a/matlab/set_prior.m b/matlab/set_prior.m
index a72a6204d6..16e27f3f39 100644
--- a/matlab/set_prior.m
+++ b/matlab/set_prior.m
@@ -196,6 +196,9 @@ k2 = find(isnan(bayestopt_.p4(k)));
bayestopt_.p3(k(k1)) = zeros(length(k1),1);
bayestopt_.p4(k(k2)) = Inf(length(k2),1);
for i=1:length(k)
+ if (bayestopt_.p1(k(i))<bayestopt_.p3(k(i))) || (bayestopt_.p1(k(i))>bayestopt_.p4(k(i)))
+ error(['The prior mean of ' bayestopt_.name{k(i)} ' has to be above the lower (' num2str(bayestopt_.p3(k(i))) ') bound of the Gamma prior density!']);
+ end
if isinf(bayestopt_.p2(k(i)))
error(['Infinite prior standard deviation for parameter ' bayestopt_.name{k(i)} ' is not allowed (Gamma prior)!'])
end
@@ -224,6 +227,9 @@ k2 = find(isnan(bayestopt_.p4(k)));
bayestopt_.p3(k(k1)) = zeros(length(k1),1);
bayestopt_.p4(k(k2)) = Inf(length(k2),1);
for i=1:length(k)
+ if (bayestopt_.p1(k(i))<bayestopt_.p3(k(i))) || (bayestopt_.p1(k(i))>bayestopt_.p4(k(i)))
+ error(['The prior mean of ' bayestopt_.name{k(i)} ' has to be above the lower (' num2str(bayestopt_.p3(k(i))) ') bound of the Inverse Gamma prior density!']);
+ end
[bayestopt_.p6(k(i)),bayestopt_.p7(k(i))] = ...
inverse_gamma_specification(bayestopt_.p1(k(i))-bayestopt_.p3(k(i)),bayestopt_.p2(k(i)),1,0) ;
bayestopt_.p5(k(i)) = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) , bayestopt_.p3(k(i)) ], 4) ;
@@ -246,6 +252,9 @@ k2 = find(isnan(bayestopt_.p4(k)));
bayestopt_.p3(k(k1)) = zeros(length(k1),1);
bayestopt_.p4(k(k2)) = Inf(length(k2),1);
for i=1:length(k)
+ if (bayestopt_.p1(k(i))<bayestopt_.p3(k(i))) || (bayestopt_.p1(k(i))>bayestopt_.p4(k(i)))
+ error(['The prior mean of ' bayestopt_.name{k(i)} ' has to be above the lower (' num2str(bayestopt_.p3(k(i))) ') bound of the Inverse Gamma II prior density!']);
+ end
[bayestopt_.p6(k(i)),bayestopt_.p7(k(i))] = ...
inverse_gamma_specification(bayestopt_.p1(k(i))-bayestopt_.p3(k(i)),bayestopt_.p2(k(i)),2,0);
bayestopt_.p5(k(i)) = compute_prior_mode([ bayestopt_.p6(k(i)) , bayestopt_.p7(k(i)) , bayestopt_.p3(k(i)) ], 6) ;
--
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