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// First, create a function that includes the path to your favicon
function add_favicon() {
  	$favicon_url = get_stylesheet_directory_uri() . '/images/favicon.ico';
	echo '<link rel="shortcut icon" href="' . $favicon_url . '" />';
}

// Now, just make sure that function runs when you're on the login page and admin pages
add_action('login_head', 'add_favicon');
add_action('admin_head', 'add_favicon');

-----or if in a different folder ------

// First, create a function that includes the path to your favicon
function add_favicon() {
    $favicon_url = get_template_directory_uri() . '/images/icons/favicon.ico';
    echo '<link rel="shortcut icon" href="' . $favicon_url . '" />';
}

// Now, just make sure that function runs when you're on the login page and admin pages
add_action('login_head', 'add_favicon');
add_action('admin_head', 'add_favicon');