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bayesm (version 1.1-2)

lndIChisq: Compute Log of Inverted Chi-Squared Density

Description

lndIChisq computes the log of an Inverted Chi-Squared Density.

Usage

lndIChisq(nu, ssq, x)

Arguments

nu
d.f. parameter
ssq
scale parameter
x
ordinate for density evaluation

Value

  • log density value

concept

  • Inverted Chi-squared Distribution
  • density

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Details

$Z= \nu*ssq/\chi^2_{\nu}$, $Z$ $\sim$ Inverted Chi-Squared. lndIChisq computes the complete log-density, including normalizing constants.

References

For further discussion, see Bayesian Statistics and Marketing by Allenby, McCulloch, and Rossi, Chapter 2. http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

dchisq

Examples

Run this code
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lndIChisq(3,1,2)

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