dynare/matlab/lpdfgam.m

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function ldens = lpdfgam(x,a,b);
% function ldens = lpdfgam(x,a,b)
% log GAMMA PDF
%
% INPUTS
% x: density evatuated at x
% a: GAMMA distribution paramerer
% b: GAMMA distribution paramerer
%
% OUTPUTS
% ldens: the log GAMMA PDF
%
% SPECIAL REQUIREMENTS
% none
%
% part of DYNARE, copyright Dynare Team (2003-2008)
% Gnu Public License.
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