lmvgamma

Compute the logarithm of the multivariate gamma function 
\(\log \Gamma_p(a)\).

Matrix-variate covariance estimation via the Kronecker-core decomposition. Computes the Kronecker and core covariance matrices corresponding to an arbitrary covariance matrix, and provides an empirical Bayes covariance estimator that adaptively shrinks towards the space of separable covariance matrices. For details, see Hoff, McCormack and Zhang (2022) <arXiv:2207.12484> "Core Shrinkage Covariance Estimation for Matrix-variate data".

Peter Hoff

covKCD

Covariance Estimation for Matrix Data with the Kronecker-Core
Decomposition

lmvgamma function

<dl><dt>a</dt>
<dd>a numeric scalar.</dd>
<dt>p</dt>
<dd>a positive integer.</dd></dl>

Arguments

Author

Log multivariate gamma function — lmvgamma

<dl>

<dt>a</dt>
<dd>a numeric scalar.</dd>


<dt>p</dt>
<dd>a positive integer.</dd>

</dl>

lmvgamma: Log multivariate gamma function

Description

Usage

Value

Arguments

Author