dwishart {oeli}

Compute density of (Inverse-) Wishart distribution

Description

This function computes the density of the (Inverse-) Wishart distribution.

Usage

dwishart(x, df, scale, log = FALSE, inv = FALSE)

Arguments

x

A matrix, a covariance matrix of dimension p x p.

df

An integer, the degrees of freedom. Must be greater or equal p.

scale

A matrix, the scale matrix of dimension p x p. Must be a covariance matrix.

log

A logical, if TRUE the logarithm of the density value is returned. By default, log = FALSE.

inv

A logical, if TRUE the density of the Inverse-Wishart distribution is returned. By default, inv = FALSE.

Value

A numeric, the density value.

Examples

x <- diag(2)
df <- 4
scale <- diag(2)
dwishart(x = x, df = df, scale = scale)
dwishart(x = x, df = df, scale = scale, log = TRUE)
dwishart(x = x, df = df, scale = scale, inv = TRUE)