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lndIWishart
computes the log of an Inverted Wishart density.
lndIWishart(nu, V, IW)
Log density value
d.f. parameter
"location" parameter
ordinate for density evaluation
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.
In this parameterization,
lndIWishart
computes the complete log-density, including normalizing constants.
For further discussion, see Chapter 2, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
rwishart
lndIWishart(5, diag(3), diag(3)+0.5)
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