invWishartLogLikelihood {batchmix}

Inverse-Wishart log-likelihood

Description

Used in calculating model probability in Metropolis-Hastings algorithm when proposals are from the Wishart distribution.

Usage

invWishartLogLikelihood(X, Psi, nu, P)

Arguments

X

- matrix; the matrix to calculate the likelihood of.

Psi

- matrix; the scale of the inverse-Wishart distribution.

nu

- double; the degrees of freedom for the inverse-Wishart distribution.

P

- unsigned integer; the dimension of X.

Value

the unnormalised log-likelihood of X in a inverse-Wishart with parameters Psi and nu.