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Stéphane Adjemian
dynare
Commits
c979544f
Verified
Commit
c979544f
authored
6 months ago
by
Stéphane Adjemian
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Return two more arguments.
Indices for the parameters violating the prior boundaries.
parent
c15f8bb3
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matlab/@dprior/admissible.m
+114
-4
114 additions, 4 deletions
matlab/@dprior/admissible.m
with
114 additions
and
4 deletions
matlab/@dprior/admissible.m
+
114
−
4
View file @
c979544f
function
b
=
admissible
(
o
,
d
)
function
[
b
,
lbid
,
ubid
]
=
admissible
(
o
,
d
)
% Return true iff d is an admissible draw in a distribution characterized by o.
%
...
...
@@ -8,9 +8,12 @@ function b = admissible(o, d)
%
% OUTPUTS
% - b [logical] scalar.
% - lbid [integer] vector, indices of the elements (parameters) violating the lower bound.
% - ubid [integer] vector, indices of the elements (parameters) violating the upper bound.
%
% REMARKS
% None.
% - An admissible draw must lie within the lower and upper bounds of the truncated prior mass.
% - if b==true, then lbid and ubid are empty vectors.
%
% EXAMPLE
%
...
...
@@ -23,7 +26,7 @@ function b = admissible(o, d)
%
% 1
% Copyright © 2023-202
4
Dynare Team
% Copyright © 2023-202
5
Dynare Team
%
% This file is part of Dynare.
%
...
...
@@ -42,12 +45,23 @@ function b = admissible(o, d)
b
=
false
;
if
nargout
>
1
lbid
=
[];
ubid
=
[];
end
if
~
isequal
(
length
(
d
),
length
(
o
.
lb
))
return
end
if
all
(
d
>=
o
.
lb
&
d
<=
o
.
ub
)
b
=
true
;
return
end
if
nargout
>
1
lbid
=
find
(
d
<
o
.
lb
);
ubid
=
find
(
d
>
o
.
ub
);
end
return
% --*-- Unit tests --*--
...
...
@@ -142,5 +156,101 @@ catch
end
T
=
all
(
t
);
%@eof:1
%@test:2
% Fill global structures with required fields...
prior_trunc
=
1e-10
;
p0
=
repmat
([
1
;
2
;
3
;
4
;
5
;
6
;
8
],
2
,
1
);
% Prior shape
p1
=
.
4
*
ones
(
14
,
1
);
% Prior mean
p2
=
.
2
*
ones
(
14
,
1
);
% Prior std.
p3
=
NaN
(
14
,
1
);
p4
=
NaN
(
14
,
1
);
p5
=
NaN
(
14
,
1
);
p6
=
NaN
(
14
,
1
);
p7
=
NaN
(
14
,
1
);
p3
(
9
)
=
1
;
for
i
=
1
:
14
switch
p0
(
i
)
case
1
% Beta distribution
p3
(
i
)
=
0
;
p4
(
i
)
=
1
;
[
p6
(
i
),
p7
(
i
)]
=
beta_specification
(
p1
(
i
),
p2
(
i
)
^
2
,
p3
(
i
),
p4
(
i
));
p5
(
i
)
=
compute_prior_mode
([
p6
(
i
)
p7
(
i
)],
1
);
case
2
% Gamma distribution
p3
(
i
)
=
0
;
p4
(
i
)
=
Inf
;
[
p6
(
i
),
p7
(
i
)]
=
gamma_specification
(
p1
(
i
),
p2
(
i
)
^
2
,
p3
(
i
),
p4
(
i
));
p5
(
i
)
=
compute_prior_mode
([
p6
(
i
)
p7
(
i
)],
2
);
case
3
% Normal distribution
p3
(
i
)
=
-
Inf
;
p4
(
i
)
=
Inf
;
p6
(
i
)
=
p1
(
i
);
p7
(
i
)
=
p2
(
i
);
p5
(
i
)
=
p1
(
i
);
case
4
% Inverse Gamma (type I) distribution
p3
(
i
)
=
0
;
p4
(
i
)
=
Inf
;
[
p6
(
i
),
p7
(
i
)]
=
inverse_gamma_specification
(
p1
(
i
),
p2
(
i
)
^
2
,
p3
(
i
),
1
,
false
);
p5
(
i
)
=
compute_prior_mode
([
p6
(
i
)
p7
(
i
)],
4
);
case
5
% Uniform distribution
[
p1
(
i
),
p2
(
i
),
p6
(
i
),
p7
(
i
)]
=
uniform_specification
(
p1
(
i
),
p2
(
i
),
p3
(
i
),
p4
(
i
));
p3
(
i
)
=
p6
(
i
);
p4
(
i
)
=
p7
(
i
);
p5
(
i
)
=
compute_prior_mode
([
p6
(
i
)
p7
(
i
)],
5
);
case
6
% Inverse Gamma (type II) distribution
p3
(
i
)
=
0
;
p4
(
i
)
=
Inf
;
[
p6
(
i
),
p7
(
i
)]
=
inverse_gamma_specification
(
p1
(
i
),
p2
(
i
)
^
2
,
p3
(
i
),
2
,
false
);
p5
(
i
)
=
compute_prior_mode
([
p6
(
i
)
p7
(
i
)],
6
);
case
8
% Weibull distribution
p3
(
i
)
=
0
;
p4
(
i
)
=
Inf
;
[
p6
(
i
),
p7
(
i
)]
=
weibull_specification
(
p1
(
i
),
p2
(
i
)
^
2
,
p3
(
i
));
p5
(
i
)
=
compute_prior_mode
([
p6
(
i
)
p7
(
i
)],
8
);
otherwise
error
(
'This density is not implemented!'
)
end
end
BayesInfo
.
pshape
=
p0
;
BayesInfo
.
p1
=
p1
;
BayesInfo
.
p2
=
p2
;
BayesInfo
.
p3
=
p3
;
BayesInfo
.
p4
=
p4
;
BayesInfo
.
p5
=
p5
;
BayesInfo
.
p6
=
p6
;
BayesInfo
.
p7
=
p7
;
% Call the tested routine
try
% Instantiate dprior object
o
=
dprior
(
BayesInfo
,
prior_trunc
,
false
);
% Do simulations in a loop and estimate recursively the mean and the variance.
draw
=
o
.
deviate
();
draw
(
1
)
=
-.
1
;
% beta
draw
(
2
)
=
-.
1
;
% gamma
draw
(
8
)
=
1.1
;
% beta
draw
(
9
)
=
.
1
;
% (shifted gamma)
[
b
,
lbid
,
ubid
]
=
o
.
admissible
(
draw
);
t
(
1
)
=
~
b
;
lbid
ubid
catch
t
(
1
)
=
false
;
end
t
(
2
)
=
isequal
(
lbid
,
[
1
;
2
]);
t
(
3
)
=
isequal
(
ubid
,
8
);
T
=
all
(
t
);
%@eof:2
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