| 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)=\sum _{i=1}^{p}\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
See Also
gamma, lgamma,
digamma, and mvgamma
Examples
digamma(1:10)
mvdigamma(1:10, 1L)