function ldens = lpdfgam(x,a,b); % function ldens = lpdfgam(x,a,b) % log GAMMA PDF % % INPUTS % x: density evatuated at x % a: GAMMA distribution paramerer % b: GAMMA distribution paramerer % % OUTPUTS % ldens: the log GAMMA 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 = -gammaln(a) -a*log(b)+ (a-1)*log(x) -x/b ; % 10/11/03 MJ adapted from an earlier GAUSS version by F. Schorfeide, % translated to MATLAB by R. Wouters % use MATLAB gammaln rather than lngam