From 7bfe33473b60ba357d5058f8c774cc3a3588e31c Mon Sep 17 00:00:00 2001 From: assia Date: Fri, 11 Jan 2008 15:49:59 +0000 Subject: [PATCH] header updated git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1580 ac1d8469-bf42-47a9-8791-bf33cf982152 --- matlab/lpdfig1.m | 22 +++++++++++++++++----- 1 file changed, 17 insertions(+), 5 deletions(-) diff --git a/matlab/lpdfig1.m b/matlab/lpdfig1.m index ad393bcec..1e77d416d 100644 --- a/matlab/lpdfig1.m +++ b/matlab/lpdfig1.m @@ -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); \ No newline at end of file