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