


Evaluate the prior density at parameters.
INPUTS
o parameters a string ('posterior mode','posterior mean','posterior median','prior mode','prior mean') or a vector of values for
the (estimated) parameters of the model.
OUTPUTS
o lpkern [double] value of the logged posterior kernel.
SPECIAL REQUIREMENTS
None
REMARKS
[1] This function cannot evaluate the prior density of a dsge-var model...
[2] This function use persistent variables for the dataset and the description of the missing observations. Consequently, if this function
is called more than once (by changing the value of parameters) the sample *must not* change.

0001 function lpkern = evaluate_posterior_kernel(parameters,llik) 0002 % Evaluate the prior density at parameters. 0003 % 0004 % INPUTS 0005 % o parameters a string ('posterior mode','posterior mean','posterior median','prior mode','prior mean') or a vector of values for 0006 % the (estimated) parameters of the model. 0007 % 0008 % 0009 % OUTPUTS 0010 % o lpkern [double] value of the logged posterior kernel. 0011 % 0012 % SPECIAL REQUIREMENTS 0013 % None 0014 % 0015 % REMARKS 0016 % [1] This function cannot evaluate the prior density of a dsge-var model... 0017 % [2] This function use persistent variables for the dataset and the description of the missing observations. Consequently, if this function 0018 % is called more than once (by changing the value of parameters) the sample *must not* change. 0019 0020 % Copyright (C) 2009 Dynare Team 0021 % 0022 % This file is part of Dynare. 0023 % 0024 % Dynare is free software: you can redistribute it and/or modify 0025 % it under the terms of the GNU General Public License as published by 0026 % the Free Software Foundation, either version 3 of the License, or 0027 % (at your option) any later version. 0028 % 0029 % Dynare is distributed in the hope that it will be useful, 0030 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0031 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0032 % GNU General Public License for more details. 0033 % 0034 % You should have received a copy of the GNU General Public License 0035 % along with Dynare. If not, see <http://www.gnu.org/licenses/>. 0036 0037 [ldens,parameters] = evaluate_prior(parameters); 0038 if nargin==1 0039 llik = evaluate_likelihood(parameters); 0040 end 0041 lpkern = ldens+llik;