lndIWishart {bayesm} | R Documentation |
lndIWishart
computes the log of an Inverted Wishart density.
lndIWishart(nu, S, IW)
nu |
d.f. parameter |
S |
"location" parameter |
IW |
ordinate for density evaluation |
Z = Wishart(nu,V^{-1})^{-1}, Z ~ Inverted Wishart(nu,V).
lndIWishart
computes the complete log-density, including normalizing constants.
log density value
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.
For further discussion, see Bayesian Statistics and Marketing
by Allenby, McCulloch, and Rossi, Chapter 2.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html
## lndIWishart(5,diag(3),(diag(3)+.5))