function ldens = lpdfig2(x,s,nu) % function ldens = lpdfig2(x,s,nu) % log INVERSE GAMMA (type 2) % X ~ IG2(s,nu) % X = inv(Z) where 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 2) % % 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 = - gammaln(nu/2) - (nu/2)*log(2/s) - .5*(nu+2)*log(x) -.5*s./x;