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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1580 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-01-11 15:49:59 +00:00
parent e7390ab615
commit 7bfe33473b
1 changed files with 17 additions and 5 deletions
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22
matlab/lpdfig1.m
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@ -1,12 +1,24 @@
function ldens = lpdfig1(x,s,nu)
% log INVERSE GAMMA (type 1)
%
% function ldens = lpdfig1(x,s,nu)
% log INVERSE GAMMA (type 1)
% X ~ IG1(s,nu)
% X = sqrt(Y) where Y ~ IG2(s,nu) and Y = inv(Z) with 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 1)
%
% 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 = log(2) - gammaln(nu/2) - (nu/2).*log(2/s) - (nu+1)*log(x) - .5*s./(x.^2);