From 8f7356463442f0d882930d6f27c142cf4c9dac7b Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@ec.europa.eu>
Date: Wed, 19 Jul 2023 08:46:21 +0200
Subject: [PATCH] bug fix with non-zero lb bound of invgamma distribution
---
matlab/distributions/inverse_gamma_specification.m | 6 +++---
1 file changed, 3 insertions(+), 3 deletions(-)
diff --git a/matlab/distributions/inverse_gamma_specification.m b/matlab/distributions/inverse_gamma_specification.m
index e5136381ad..e5ca2d3ba2 100644
--- a/matlab/distributions/inverse_gamma_specification.m
+++ b/matlab/distributions/inverse_gamma_specification.m
@@ -85,7 +85,7 @@ s = [];
nu = [];
sigma = sqrt(sigma2);
-mu2 = mu*mu;
+mu2 = (mu-lb)*(mu-lb);
if type == 2 % Inverse Gamma 2
nu = 2*(2+mu2/sigma2);
@@ -132,10 +132,10 @@ elseif type == 1 % Inverse Gamma 1
end
s = (sigma2+mu2)*(nu-2);
if check_solution_flag
- if abs(log(mu)-log(sqrt(s/2))-gammaln((nu-1)/2)+gammaln(nu/2))>1e-7
+ if abs(log(mu-lb)-log(sqrt(s/2))-gammaln((nu-1)/2)+gammaln(nu/2))>1e-7
error('inverse_gamma_specification:: Failed in solving for the hyperparameters!');
end
- if abs(sigma-sqrt(s/(nu-2)-mu*mu))>1e-7
+ if abs(sigma-sqrt(s/(nu-2)-(mu-lb)*(mu-lb)))>1e-7
error('inverse_gamma_specification:: Failed in solving for the hyperparameters!');
end
end
--
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