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
61
|
function [ldens,Dldens,D2ldens] = lpdfgam(x,a,b)
% Evaluates the logged GAMMA PDF at x.
%
% INPUTS
% x [double] m*n matrix of locations,
% a [double] m*n matrix or scalar, First GAMMA distribution parameters (shape),
% b [double] m*n matrix or scalar, Second GAMMA distribution parameters (scale),
%
% OUTPUTS
% ldens [double] m*n matrix of logged GAMMA densities evaluated at x.
% Dldens [double] m*n matrix of first derivatives of logged GAMMA densities.
% D2ldens [double] m*n matrix of second derivatives of logged matrix of logged GAMMA densities.
%
% SPECIAL REQUIREMENTS
% none
% Copyright © 2003-2021 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 <https://www.gnu.org/licenses/>.
ldens = -Inf( size(x) ) ;
idx = find( x>0 );
if length(a)==1
ldens(idx) = -gammaln(a) - a*log(b) + (a-1)*log(x(idx)) - x(idx)/b ;
else
ldens(idx) = -gammaln(a(idx)) - a(idx).*log(b(idx)) + (a(idx)-1).*log(x(idx)) - x(idx)./b(idx) ;
end
if nargout >1
Dldens = ldens ;
if length(a)==1
Dldens(idx) = (a-1)./(x(idx)) - ones(length(idx),1)/b ;
else
Dldens(idx) = (a(idx)-1)./(x(idx)) - ones(length(idx),1)./b(idx) ;
end
end
if nargout == 3
D2ldens = ldens ;
if length(a)==1
D2ldens(idx) = -(a-1)./(x(idx)).^2;
else
D2ldens(idx) = -(a(idx)-1)./(x(idx)).^2;
end
end
|
