lndIWishart {bayesm}R Documentation

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

Details

Z ~ 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.

Value

log density value

Warning

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

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

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

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lndIWishart(5,diag(3),(diag(3)+.5))

[Package bayesm version 2.1-2 Index]