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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1584 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-01-11 16:05:00 +00:00
parent 9d7af648e1
commit 04684d52a0
1 changed files with 19 additions and 7 deletions
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26
matlab/inverse_gamma_specification.m
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@ -1,12 +1,24 @@
function [s,nu] = inverse_gamma_specification(mu,sigma,type)
%
% mu --> expectation
% sigma --> standard deviation
% type = 1 --> Inverse Gamma 1
% type = 2 --> Inverse Gamma 2
%
% stephane.adjemian@cepremap.cnrs.fr [01/14/2004]
% function [s,nu] = inverse_gamma_specification(mu,sigma,type)
% Specification of the inverse Gamma function parameters
% X ~ IG(s,nu)
%
% INPUTS
% mu: expectation
% sigma: standard deviation
% type=1: inverse Gamma 1
% type=2: inverse Gamma 2
% OUTPUTS
% s: shape parameter
% nu: scale parameter
%
% SPECIAL REQUIREMENTS
% none
%
% part of DYNARE, copyright Dynare Team (2003-2008)
% Gnu Public License.
sigma2 = sigma^2;
mu2 = mu^2;