MCMCpack (version 0.3-11)

dwish: Evaluate the PDF of the Wishart Distribution

Description

This evaluates the PDF of the Wishart Distribution at the positive definite matrix W.

Usage

dwish(W, v, S)

Arguments

W

Positive definite matrix W $(p \times p)$.

v

inverse Wishart degrees of freedom (scalar).

S

inverse Wishart scale matrix $(p \times p)$.

Value

• The density evaluated at W.

Examples

x <- dwish(matrix(c(2,-.3,-.3,4),2,2), 3, matrix(c(1,.3,.3,1),2,2))