dynare/matlab/lpdfgam.m

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function ldens = lpdfgam(x,a,b);
% log GAMMA PDF
ldens = -gammaln(a) -a*log(b)+ (a-1)*log(x) -x/b ;
% 10/11/03 MJ adapted from an earlier GAUSS version by F. Schorfeide,
% translated to MATLAB by R. Wouters
% use MATLAB gammaln rather than lngam