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function [fval,info,exit_flag,fake_1,fake_2] = minus_logged_prior_density(xparams,pshape,p6,p7,p3,p4,DynareOptions,DynareModel,EstimatedParams,DynareResults)
% Evaluates minus the logged prior density.
%
% INPUTS
% xparams [double] vector of parameters.
% pshape [integer] vector specifying prior densities shapes.
% p6 [double] vector, first hyperparameter.
% p7 [double] vector, second hyperparameter.
% p3 [double] vector, prior's lower bound.
% p4 [double] vector, prior's upper bound.
%
% OUTPUTS
% f [double] value of minus the logged prior density.
% info [double] vector: second entry stores penalty, first entry the error code.
%
% Copyright (C) 2009-2017 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is 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.
%
% Dynare 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.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
fake_1 = 1;
fake_2 = 1;
exit_flag = 1;
info = zeros(4,1);
%------------------------------------------------------------------------------
% 1. Get the structural parameters & define penalties
%------------------------------------------------------------------------------
% Return, with endogenous penalty, if some parameters are smaller than the lower bound of the prior domain.
if ~isequal(DynareOptions.mode_compute,1) && any(xparams<p3)
k = find(xparams<p3);
fval = Inf;
exit_flag = 0;
info(1) = 41;
info(4) = sum((p3(k)-xparams(k)).^2);
return
end
% Return, with endogenous penalty, if some parameters are greater than the upper bound of the prior domain.
if ~isequal(DynareOptions.mode_compute,1) && any(xparams>p4)
k = find(xparams>p4);
fval = Inf;
exit_flag = 0;
info(1) = 42;
info(4) = sum((xparams(k)-p4(k)).^2);
return
end
% Get the diagonal elements of the covariance matrices for the structural innovations (Q) and the measurement error (H).
DynareModel = set_all_parameters(xparams,EstimatedParams,DynareModel);
Q = DynareModel.Sigma_e;
H = DynareModel.H;
% Test if Q is positive definite.
if ~issquare(Q) || EstimatedParams.ncx || isfield(EstimatedParams,'calibrated_covariances')
% Try to compute the cholesky decomposition of Q (possible iff Q is positive definite)
[Q_is_positive_definite, penalty] = ispd(Q);
if ~Q_is_positive_definite
% The variance-covariance matrix of the structural innovations is not definite positive. We have to compute the eigenvalues of this matrix in order to build the endogenous penalty.
fval = Inf;
exit_flag = 0;
info(1) = 43;
info(4) = penalty;
return
end
if isfield(EstimatedParams,'calibrated_covariances')
correct_flag=check_consistency_covariances(Q);
if ~correct_flag
penalty = sum(Q(EstimatedParams.calibrated_covariances.position).^2);
fval = Inf;
exit_flag = 0;
info(1) = 71;
info(4) = penalty;
return
end
end
end
% Test if H is positive definite.
if ~issquare(H) || EstimatedParams.ncn || isfield(EstimatedParams,'calibrated_covariances_ME')
[H_is_positive_definite, penalty] = ispd(H);
if ~H_is_positive_definite
% The variance-covariance matrix of the measurement errors is not definite positive. We have to compute the eigenvalues of this matrix in order to build the endogenous penalty.
fval = Inf;
exit_flag = 0;
info(1) = 44;
info(4) = penalty;
return
end
if isfield(EstimatedParams,'calibrated_covariances_ME')
correct_flag=check_consistency_covariances(H);
if ~correct_flag
penalty = sum(H(EstimatedParams.calibrated_covariances_ME.position).^2);
fval = Inf;
exit_flag = 0;
info(1) = 72;
info(4) = penalty;
return
end
end
end
%-----------------------------
% 2. Check BK and steady state
%-----------------------------
M_ = set_all_parameters(xparams,EstimatedParams,DynareModel);
[dr,info,DynareModel,DynareOptions,DynareResults] = resol(0,DynareModel,DynareOptions,DynareResults);
% Return, with endogenous penalty when possible, if dynare_resolve issues an error code (defined in resol).
if info(1)
if info(1) == 3 || info(1) == 4 || info(1) == 5 || info(1)==6 ||info(1) == 19 ...
info(1) == 20 || info(1) == 21 || info(1) == 23 || info(1) == 26 || ...
info(1) == 81 || info(1) == 84 || info(1) == 85
%meaningful second entry of output that can be used
fval = Inf;
info(4) = info(2);
exit_flag = 0;
return
else
fval = Inf;
info(4) = 0.1;
exit_flag = 0;
return
end
end
fval = - priordens(xparams,pshape,p6,p7,p3,p4);
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