check prior against non-transformed lprob

gboehl · Jun 17, 2024 · 80b0a56 · 80b0a56
1 parent 497a449
commit 80b0a56
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Showing 2 changed files with 9 additions and 4 deletions.
diff --git a/pydsge/estimation.py b/pydsge/estimation.py
@@ -188,10 +188,15 @@ def llike(parameters, par_fix, linear, verbose, seed):
     linear_pa = linear
 
     def lprob(
-            par, par_fix=par_fix, linear=None, verbose=verbose > 1, temp=1):
+            par, par_fix=par_fix, linear=None, verbose=verbose > 1, temp=1, use_prior_transform=use_prior_transform):
 
-        if use_prior_transform:
-            par = bptrans(par)
+        with warnings.catch_warnings(record=True):
+            warnings.filterwarnings("error")
+            try:
+                if use_prior_transform:
+                    par = bptrans(par)
+            except Exception as err:
+                return -np.inf
 
         lp = lprior(par)
 

diff --git a/pydsge/mpile.py b/pydsge/mpile.py
@@ -95,7 +95,7 @@ def prior_sampler(
     if check_likelihood:
         lprob_raw = serializer(self.lprob)
         def check_func(p): return lprob_raw(
-            p, linear=None, verbose=verbose > 1)
+            p, linear=None, verbose=verbose > 1, use_prior_transform=False)
     elif try_parameter:
         check_func = serializer(self.set_par)