12 lines
348 B
Matlab
12 lines
348 B
Matlab
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function ldens = lpdfig2(x,s,nu)
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% log INVERSE GAMMA (type 2)
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%
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% X ~ IG2(s,nu)
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% X = inv(Z) where Z ~ G(nu/2,2/s) (Gamma distribution)
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%
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% See L. Bauwens, M. Lubrano and J-F. Richard [1999, appendix A] for more
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% details.
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%
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% stephane.adjemian@cepremap.cnrs.fr [01/16/2004]
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ldens = - gammaln(nu/2) - (nu/2)*log(2/s) - .5*(nu+2)*log(x) -.5*s./x;
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