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bayesm (version 3.1-6)

lndIWishart: Compute Log of Inverted Wishart Density

Description

lndIWishart computes the log of an Inverted Wishart density.

Usage

lndIWishart(nu, V, IW)

Value

Log density value

Arguments

nu

d.f. parameter

V

"location" parameter

IW

ordinate for density evaluation

Warning

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

Author

Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.

Details

Z Inverted Wishart(nu,V).
In this parameterization, E[Z]=1/(nuk1)V, where V is a kxk matrix
lndIWishart computes the complete log-density, including normalizing constants.

References

For further discussion, see Chapter 2, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.

See Also

rwishart

Examples

Run this code
lndIWishart(5, diag(3), diag(3)+0.5)

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