TargetScore (version 1.10.0)

logmvgamma: Logarithmic multivariate Gamma function (Internal function)

Description

Compute logarithm multivariate Gamma function.

Usage

logmvgamma(x, d)

Arguments

x

numeric vector or matrix

d

dimension

Value

• Matrix of the same dimension as x.

Details

Gamma_p(x) = pi^(p(p-1)/4) prod_(j=1)^p Gamma(x+(1-j)/2)

log Gamma_p(x) = p(p-1)/4 log pi + sum_(j=1)^p log Gamma(x+(1-j)/2)

References

Mo Chen (2012). Matlab code for Variational Bayesian Inference for Gaussian Mixture Model. http://www.mathworks.com/matlabcentral/fileexchange/35362-variational-bayesian-inference-for-gaussian-mixture-model

See Also

lgamma

Examples

logmvgamma(matrix(1:6,nrow=3), 2)