Learn R Programming

bayesm (version 1.1-2)

lndIWishart: Compute Log of Inverted Wishart Density

Description

lndIWishart computes the log of an Inverted Wishart density.

Usage

lndIWishart(nu, S, IW)

Arguments

nu
d.f. parameter
S
"location" parameter
IW
ordinate for density evaluation

Value

  • log density value

concept

  • Inverted Wishart distribution
  • density

Warning

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

Details

$Z = Wishart(nu,V^{-1})^{-1}$, $Z$ $\sim$ Inverted Wishart(nu,V). lndIWishart 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

rwishart

Examples

Run this code
##
lndIWishart(5,diag(3),(diag(3)+.5))

Run the code above in your browser using DataLab