66 lines
3.2 KiB
HTML
66 lines
3.2 KiB
HTML
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<title>Description of lpdfig2</title>
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<meta name="keywords" content="lpdfig2">
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<meta name="description" content="log INVERSE GAMMA (type 2)">
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > lpdfig2.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>lpdfig2
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>log INVERSE GAMMA (type 2)</strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function ldens = lpdfig2(x,s,nu) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"> log INVERSE GAMMA (type 2)
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X ~ IG2(s,nu)
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X = inv(Z) where Z ~ G(nu/2,2/s) (Gamma distribution)
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See L. Bauwens, M. Lubrano and J-F. Richard [1999, appendix A] for more
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details.
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stephane.adjemian@cepremap.cnrs.fr [01/16/2004]</pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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</ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="priordens.html" class="code" title="function lnprior = priordens(para, pshape, p1, p2, p3, p4)">priordens</a> This procedure computes a prior density for</li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function ldens = lpdfig2(x,s,nu)</a>
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0002 <span class="comment">% log INVERSE GAMMA (type 2)</span>
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0003 <span class="comment">%</span>
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0004 <span class="comment">% X ~ IG2(s,nu)</span>
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0005 <span class="comment">% X = inv(Z) where Z ~ G(nu/2,2/s) (Gamma distribution)</span>
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0006 <span class="comment">%</span>
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0007 <span class="comment">% See L. Bauwens, M. Lubrano and J-F. Richard [1999, appendix A] for more</span>
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0008 <span class="comment">% details.</span>
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0009 <span class="comment">%</span>
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0010 <span class="comment">% stephane.adjemian@cepremap.cnrs.fr [01/16/2004]</span>
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0011
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0012 ldens = - gammaln(nu/2) - (nu/2)*log(2/s) - .5*(nu+2)*log(x) -.5*s./x;</pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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