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