2005-02-18 20:54:39 +01:00
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function ldens = lpdfgam(x,a,b);
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2009-04-06 16:38:37 +02:00
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% Evaluates the logged GAMMA PDF at x.
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%
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% INPUTS
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% x [double] m*n matrix of locations,
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% a [double] m*n matrix or scalar, First GAMMA distribution parameters,
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% b [double] m*n matrix or scalar, Second GAMMA distribution parameters,
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2008-01-11 16:42:27 +01:00
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%
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% OUTPUTS
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2009-04-06 16:38:37 +02:00
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% ldens [double] m*n matrix of logged GAMMA densities evaluated at x.
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%
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2008-01-11 16:42:27 +01:00
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%
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% SPECIAL REQUIREMENTS
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% none
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2008-08-01 14:40:33 +02:00
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2009-04-06 16:38:37 +02:00
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% Copyright (C) 2003-2009 Dynare Team
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2008-08-01 14:40:33 +02:00
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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2008-01-11 16:42:27 +01:00
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2009-12-16 18:17:34 +01:00
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ldens = -Inf( size(x) ) ;
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idx = find( x>0 );
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if length(a)==1
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ldens(idx) = -gammaln(a) - a*log(b) + (a-1)*log(x(idx)) - x(idx)/b ;
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else
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ldens(idx) = -gammaln(a(idx)) - a(idx).*log(b(idx)) + (a(idx)-1).*log(x(idx)) - x(idx)./b(idx) ;
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end
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