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) % % See L. Bauwens, M. Lubrano and J-F. Richard [1999, appendix A] for more % details. % % stephane.adjemian@cepremap.cnrs.fr [01/16/2004] ldens = log(2) - gammaln(nu/2) - (nu/2).*log(2/s) - (nu+1)*log(x) - .5*s./(x.^2);