wishartLogLikelihood {batchmix}

Wishart log-likelihood

Description

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

Usage

wishartLogLikelihood(X, V, n, P)

Arguments

X

- matrix; the matrix to calculate the likelihood of.

V

- matrix; the scale of the Wishart distribution.

n

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

P

- unsigned integer; the dimension of X.

Value

the unnormalised log-likelihood of X in a Wishart with parameters V and n.