 compute_prior_mode | This function computes the mode of the prior distribution given the (two, three or four) hyperparameters |
| ig1fun | Copyright (C) 2011 Dynare Team |
| inverse_gamma_specification | Computes the inverse Gamma hyperparameters from the prior mean and standard deviation. |
| mode_and_variance_to_mean | This function computes the mean of a distribution given the mode and variance of this distribution. |
| multivariate_normal_pdf | Evaluates the density of a multivariate gaussian, with expectation Mean |
| multivariate_student_pdf | Evaluates the density of a multivariate student, with expectation Mean, |
| rand_inverse_wishart | function G = rand_inverse_wishart(m, v, H_inv_upper_chol) |
| rand_matrix_normal | function B = rand_matrix_normal(n, p, M, Omega_lower_chol, Sigma_lower_chol) |
| rand_multivariate_normal | Pseudo random draws from a multivariate normal distribution, |
| rand_multivariate_student | Pseudo random draws from a multivariate student distribution, |
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