lndIWishart {bayesm} | R Documentation |
Compute Log of Inverted Wishart Density
Description
lndIWishart
computes the log of an Inverted Wishart density.
Usage
lndIWishart(nu, V, IW)
Arguments
nu |
d.f. parameter |
V |
"location" parameter |
IW |
ordinate for density evaluation |
Details
Z
\sim
Inverted Wishart(nu,V).
In this parameterization, E[Z] = 1/(nu-k-1) V
, where V
is a k x k
matrix
lndIWishart
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.
See Also
Examples
lndIWishart(5, diag(3), diag(3)+0.5)
[Package bayesm version 3.1-6 Index]