diff --git a/matlab/bvar_density.m b/matlab/bvar_density.m
index ce96ad63f7997e85a09cfd8c22cac7b97b7584ea..92e898cb47f98d7aedc4b8bae464e03ec2dc084d 100644
--- a/matlab/bvar_density.m
+++ b/matlab/bvar_density.m
@@ -1,5 +1,20 @@
 function bvar_density(maxnlags)
 
+% function bvar_density(maxnlags)
+% computes the density of a bayesian var
+%
+% INPUTS
+%    maxnlags:      maximum number of lags in the bvar
+%
+% OUTPUTS
+%    none
+%
+% SPECIAL REQUIREMENTS
+%    none
+%  
+% part of DYNARE, copyright Dynare Team (2003-2007)
+% Gnu Public License.
+
     for nlags = 1:maxnlags
         [ny, nx, posterior, prior] = bvar_toolbox(nlags);