lndIChisq {bayesm}R Documentation

Compute Log of Inverted Chi-Squared Density

Description

lndIChisq computes the log of an Inverted Chi-Squared Density.

Usage

lndIChisq(nu, ssq, X)

Arguments

nu

d.f. parameter

ssq

scale parameter

X

ordinate for density evaluation (this must be a matrix)

Details

Z = nu*ssq / χ^2_{nu} with Z ~ Inverted Chi-Squared.
lndIChisq computes the complete log-density, including normalizing constants.

Value

Log density value

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.

References

For further discussion, see Chapter 2, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
http://www.perossi.org/home/bsm-1

See Also

dchisq

Examples

lndIChisq(3, 1, matrix(2))

[Package bayesm version 3.1-4 Index]