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