mvdigamma {CholWishart} R Documentation

## Multivariate Digamma Function

### Description

A special mathematical function related to the gamma function, generalized for multivariate distributions. The multivariate digamma function is the derivative of the log of the multivariate gamma function; for p = 1 it is the same as the univariate digamma function.

psi_p(a)=∑ psi(a+(1-i)/2)

where psi is the univariate digamma function (the derivative of the log-gamma function).

### Usage

```mvdigamma(x, p)
```

### Arguments

 `x` non-negative numeric vector, matrix, or array `p` positive integer, dimension of a square matrix

### Value

vector of values of multivariate digamma function.

### 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

`gamma`, `lgamma`, `digamma`, and `mvgamma`
```digamma(1:10)