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