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NPflow (version 0.9.0)

mmNiWpdf: multivariate Normal inverse Wishart probability density function for multiple inputs

Description

multivariate Normal inverse Wishart probability density function for multiple inputs

Usage

mmNiWpdf(mu, Sigma, U_mu0, U_kappa0, U_nu0, U_lambda0, Log = TRUE)

Arguments

mu
data matrix of dimension p x n, p being the dimension of the data and n the number of data points, where each column is an observed mean vector.
Sigma
list of length n of observed variance-covariance matrices, each of dimensions p x p.
U_mu0
mean vectors matrix of dimension p x K, K being the number of distributions for which the density probability has to be evaluated
U_kappa0
vector of length K of scale parameters.
U_nu0
vector of length K of degree of freedom parameters.
U_lambda0
list of length K of variance-covariance matrices, each of dimensions p x p.
Log
logical flag for returning the log of the probability density function. Defaults is TRUE.

Value

  • matrix of densities of dimension K x n