mmNiWpdf {NPflow}

multivariate Normal inverse Wishart probability density function for multiple inputs

Description

multivariate Normal inverse Wishart probability density function for multiple inputs

Usage

mmNiWpdf(mu, Sigma, U_mu0, U_kappa0, U_nu0, U_lambda0, Log = TRUE)

Arguments

mu

data matrix of dimension p x n, p being the dimension of the data and n the number of data points, where each column is an observed mean vector.

Sigma

list of length n of observed variance-covariance matrices, each of dimensions p x p.

U_mu0

mean vectors matrix of dimension p x K, K being the number of distributions for which the density probability has to be evaluated

U_kappa0

vector of length K of scale parameters.

U_nu0

vector of length K of degree of freedom parameters.

U_lambda0

list of length K of variance-covariance matrices, each of dimensions p x p.

Log

logical flag for returning the log of the probability density function. Defaults is TRUE.

Value

matrix of densities of dimension K x n