lpdfnorm

 Evaluates the logged UNIVARIATE GAUSSIAN PDF at x.

 INPUTS 
    x     [double]  m*n matrix of locations,
    a     [double]  m*n matrix or scalar, First GAUSSIAN distribution parameters (expectation) 
    b     [double]  m*n matrix or scalar, Second GAUSSIAN distribution parameters (standard deviation). 

 OUTPUTS 
    ldens [double]  m*n matrix of logged GAUSSIAN densities evaluated at x.
     
        
 SPECIAL REQUIREMENTS
    none

0001 function  [ldens,Dldens,D2ldens] = lpdfnorm(x,a,b)
0002 % Evaluates the logged UNIVARIATE GAUSSIAN PDF at x.
0003 %
0004 % INPUTS
0005 %    x     [double]  m*n matrix of locations,
0006 %    a     [double]  m*n matrix or scalar, First GAUSSIAN distribution parameters (expectation)
0007 %    b     [double]  m*n matrix or scalar, Second GAUSSIAN distribution parameters (standard deviation).
0008 %
0009 % OUTPUTS
0010 %    ldens [double]  m*n matrix of logged GAUSSIAN densities evaluated at x.
0011 %
0012 %
0013 % SPECIAL REQUIREMENTS
0014 %    none
0015 
0016 % Copyright (C) 2003-2009 Dynare Team
0017 %
0018 % This file is part of Dynare.
0019 %
0020 % Dynare is free software: you can redistribute it and/or modify
0021 % it under the terms of the GNU General Public License as published by
0022 % the Free Software Foundation, either version 3 of the License, or
0023 % (at your option) any later version.
0024 %
0025 % Dynare is distributed in the hope that it will be useful,
0026 % but WITHOUT ANY WARRANTY; without even the implied warranty of
0027 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0028 % GNU General Public License for more details.
0029 %
0030 % You should have received a copy of the GNU General Public License
0031 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
0032 
0033 if nargin<3, b=1; end
0034 if nargin<2, a=0; end
0035 ldens = -log(b) -.5*log(2*pi) - .5*((x-a)./b).*((x-a)./b) ;
0036 
0037 if nargout >1 
0038     Dldens =  - (1/b)*((x-a)/b) ;
0039 end
0040 
0041 if nargout == 3 
0042     D2ldens =  - (1/b)^2 ;
0043 end