beta_prior.m

计量工具箱

function out = beta_prior(rvec,a1,a2)
% PURPOSE: construct beta-prior for rho over -1,1 interval
%-----------------------------------------------------------
% USAGE: out = beta_prior(a1,a2,rvec);
% where:    rvec = grid over rmin,rmax interval, an n x 1 vector
%           a1 = (optional) prior parameter (default = 1.1)
%           a2 = (optional) prior parameter (default = 1.1)
% RETURNS: out = nx1 vector of prior weights for rho
%          in the interval rmin,rmax
%-----------------------------------------------------------
% NOTES: increasing a1,a2 to 1.5,1.5 or 2.0,2.0 increases
%        prior weight placed on zero for rho, and decreases
%        weights on non-zero values for rho
% to see what the prior looks like:
% rvec = -1:0.01:1;
% a1 = 1.1; a2 = 1.1;
% bprior = beta_prior(rvec',a1,a2);
% plot(rvec,bprior);
%-----------------------------------------------------------

% written by:
% James P. LeSage, 4/2003
% University of Toledo
% 2801 W. Bancroft St,
% Toledo, OH 43606
% [e-mail]

if nargin == 1
a1 = 1.01;
a2 = 1.01;
elseif nargin == 2
    a2 = 1.01;
elseif nargin > 3
    error('beta_prior: wrong # of inputs');
end;

B = beta(a1,a2);
num = (1+rvec).^(a1-1);
num = num.*(1-rvec).^(a2-1);
den = 2^(a1+a2-1);
out = (1/B)*num/den;
out(1) = 0.001;
out(end) = 0.001;