lmvgamma {CholWishart}R Documentation

Multivariate Gamma Function

Description

A special mathematical function related to the gamma function, generalized for multivariate gammas. lmvgamma is the log of the multivariate gamma, mvgamma.

The multivariate gamma function for a dimension p is defined as:

Gamma_p(a)=π^{p(p-1)/4}* Prod_{j=1}^{p}Γ[a+(1-j)/2]

For p = 1, this is the same as the usual gamma function.

Usage

lmvgamma(x, p)

mvgamma(x, p)

Arguments

x

non-negative numeric vector, matrix, or array

p

positive integer, dimension of a square matrix

Value

For lmvgamma log of multivariate gamma of dimension p for each entry of x. For non-log variant, use mvgamma.

Functions

References

A. K. Gupta and D. K. Nagar 1999. Matrix variate distributions. Chapman and Hall.

Multivariate gamma function. In Wikipedia, The Free Encyclopedia,from https://en.wikipedia.org/w/index.php?title=Multivariate_gamma_function&oldid=808084916

See Also

gamma and lgamma

Examples

lgamma(1:12)
lmvgamma(1:12,1L)
mvgamma(1:12,1L)
gamma(1:12)

[Package CholWishart version 1.1.0 Index]