From 008702a153a3614cbd8a7ea922c55db5e603053c Mon Sep 17 00:00:00 2001 From: assia Date: Fri, 11 Jan 2008 15:51:51 +0000 Subject: [PATCH] header updated git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1581 ac1d8469-bf42-47a9-8791-bf33cf982152 --- matlab/lpdfig2.m | 22 +++++++++++++++++----- 1 file changed, 17 insertions(+), 5 deletions(-) diff --git a/matlab/lpdfig2.m b/matlab/lpdfig2.m index e39c0bb20..a8f472caa 100644 --- a/matlab/lpdfig2.m +++ b/matlab/lpdfig2.m @@ -1,12 +1,24 @@ function ldens = lpdfig2(x,s,nu) -% log INVERSE GAMMA (type 2) -% + +% function ldens = lpdfig2(x,s,nu) +% log INVERSE GAMMA (type 2) % X ~ IG2(s,nu) % X = inv(Z) where Z ~ G(nu/2,2/s) (Gamma distribution) -% +% +% INPUTS +% x: density evatuated at x +% s: shape parameter +% nu: scale parameter + +% OUTPUTS +% ldens: the log INVERSE GAMMA density function (type 2) +% +% SPECIAL REQUIREMENTS % See L. Bauwens, M. Lubrano and J-F. Richard [1999, appendix A] for more % details. -% -% stephane.adjemian@cepremap.cnrs.fr [01/16/2004] +% +% part of DYNARE, copyright Dynare Team (2004-2008) +% Gnu Public License. + ldens = - gammaln(nu/2) - (nu/2)*log(2/s) - .5*(nu+2)*log(x) -.5*s./x; \ No newline at end of file