/usr/share/dynare/matlab/lpdfig2.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 | function [ldens,Dldens,D2ldens] = lpdfig2(x,s,nu)
% Evaluates the logged INVERSE-GAMMA-2 PDF at x.
%
% X ~ IG2(s,nu) if X = inv(Z) where Z ~ G(nu/2,2/s) (Gamma distribution)
%
% See L. Bauwens, M. Lubrano and J-F. Richard [1999, appendix A] for more details.
%
%
% INPUTS
% x [double] m*n matrix of locations,
% s [double] m*n matrix or scalar, First INVERSE-GAMMA-2 distribution parameters,
% nu [double] m*n matrix or scalar, Second INVERSE-GAMMA-2 distribution parameters.
%
% OUTPUTS
% ldens [double] m*n matrix of logged INVERSE-GAMMA-2 densities evaluated at x.
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2004-2011 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 <http://www.gnu.org/licenses/>.
ldens = -Inf( size(x) ) ;
idx = find( x>0 ) ;
if length(s)==1
ldens(idx) = -gammaln(.5*nu) - (.5*nu)*(log(2)-log(s)) - .5*(nu+2)*log(x(idx)) -.5*s./x(idx);
else
ldens(idx) = -gammaln(.5*nu(idx)) - (.5*nu(idx)).*(log(2)-log(s(idx))) - .5*(nu(idx)+2).*log(x(idx)) -.5*s(idx)./x(idx);
end
if nargout >1
if length(s)==1
Dldens(idx) = - .5*(nu+2)./(x(idx)) + .5*s./x(idx).^2;
else
Dldens(idx) = - .5*(nu(idx)+2)./(x(idx)) + .5*s(idx)./x(idx).^2;
end
end
if nargout == 3
if length(s)==1
D2ldens(idx) = .5*(nu+2)./(x(idx)).^2 - s./x(idx).^3;
else
D2ldens(idx) = .5*(nu(idx)+2)./(x(idx)).^2 - s(idx)./x(idx).^3;
end
end
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