function ldens = lpdfgbeta(x,a,b,aa,bb); % function ldens = lpdfgbeta(x,a,b,aa,bb); % log (generalized) BETA PDF % % INPUTS % x: density evatuated at x % a: BETA distribution paramerer % b: BETA distribution paramerer % aa: lower bound % bb: upper bound % OUTPUTS % ldens: the log (generalized) BETA PDF % % SPECIAL REQUIREMENTS % none % Copyright (C) 2003-2008 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . ldens = -betaln(a,b) + (a-1)*log(x-aa) + (b-1)*log(bb-x) - (a+b-1)*log(bb-aa); %gammaln(a+b) - gammaln(a) - gammaln(b) %betaln(a,b) %pause % 02/16/04 SA Interval [aa,bb] is the support of the probability density function.