function ldens = lpdfig1(x,s,nu) % 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. % % 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);