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. % Copyright (C) 2004-2008 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 = - gammaln(nu/2) - (nu/2)*log(2/s) - .5*(nu+2)*log(x) -.5*s./x;