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bayesm (version 2.0-9)

lndIWishart: Compute Log of Inverted Wishart Density

Description

lndIWishart computes the log of an Inverted Wishart density.

Usage

lndIWishart(nu, V, IW)

Arguments

nu
d.f. parameter
V
"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

$Z$ $\sim$ Inverted Wishart(nu,V). in this parameterization, $E[Z]=1/(nu-k-1) V$, V is a k x k matrix lndIWishart computes the complete log-density, including normalizing constants.

References

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

See Also

rwishart

Examples

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

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