dynare/matlab/lpdfgbeta.m

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function ldens = lpdfgbeta(x,a,b,aa,bb);
% function ldens = lpdfgbeta(x,a,b,aa,bb);
% log (generalized) BETA PDF
%
% INPUTS
% x: density evatuated at x
% a: BETA distribution paramerer
% b: BETA distribution paramerer
% aa: lower bound
% bb: upper bound
% OUTPUTS
% ldens: the log (generalized) BETA PDF
%
% SPECIAL REQUIREMENTS
% none
%
% part of DYNARE, copyright Dynare Team (2003-2008)
% Gnu Public License.
ldens = -betaln(a,b) + (a-1)*log(x-aa) + (b-1)*log(bb-x) - (a+b-1)*log(bb-aa);
%gammaln(a+b) - gammaln(a) - gammaln(b)
%betaln(a,b)
%pause
% 02/16/04 SA Interval [aa,bb] is the support of the probability density function.