File: a0asfun.m

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function of = a0asfun(x,s,nobs,nvar,a0indx)
% General program to setup A0 matrix with asymmetric prior (as) and compute the posterior
%     function of = a0asfun(x,s,nobs,nvar,a0indx) -- negative logPosterior
%        Note: columns correspond to equations
%  x (parameter vector),
%  s (diag(S1,...,Sm)): note, as in "a0lhfun", already divided by "nobs"
%  nobs (no of obs),
%  nvar (no of variables),
%  a0indx (matrix indicating the free parameters in A0, and each column in A0 corresponds
%                    to an equation)
%
%
% Copyright (C) 1997-2012 Tao Zha
%
% This free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% It is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% If you did not received a copy of the GNU General Public License
% with this software, see <http://www.gnu.org/licenses/>.
%

a0 = zeros(nvar);
a0(a0indx) = x;
% Note: each column in a0 corresponds to an equation!!
%
%%ada = chol(a0'*a0);
%%ada = log(abs(diag(ada)));
%%ada = sum(ada);
% **  TZ, 10/15/96, the above two lines can be improved by the following three lines
[a0l,a0u] = lu(a0);
%ada=diag(abs(a0u));
%ada=sum(log(ada));
ada = sum(log(abs(diag(a0u))));

%
%tra = sum(i=1:m){a0(:,i)'*Si*a0(:,i)}
tra = 0.0;
for i=1:nvar
   tra = tra + a0(:,i)'*s{i}*a0(:,i);
end

of = -nobs*ada + nobs*.5*tra;