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lndIChisq computes the log of an Inverted Chi-Squared Density.
lndIChisq
lndIChisq(nu, ssq, X)
d.f. parameter
scale parameter
ordinate for density evaluation (this must be a matrix)
log density value
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
\(Z= nu*ssq/\chi^2_{nu}\), \(Z\) \(\sim\) Inverted Chi-Squared. lndIChisq computes the complete log-density, including normalizing constants.
For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 2. http://www.perossi.org/home/bsm-1
dchisq
## lndIChisq(3,1,matrix(2))
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