logmvgamma: Logarithmic multivariate Gamma function (Internal function)

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/vbgmm.R

Description

Compute logarithm multivariate Gamma function.

Usage

1
logmvgamma(x, d)

Arguments

x

numeric vector or matrix

d

dimension

Details

Gamma_p(x) = pi^(p(p-1)/4) prod_(j=1)^p Gamma(x+(1-j)/2)

log Gamma_p(x) = p(p-1)/4 log pi + sum_(j=1)^p log Gamma(x+(1-j)/2)

Value

Matrix of the same dimension as x.

Author(s)

Yue Li

References

Mo Chen (2012). Matlab code for Variational Bayesian Inference for Gaussian Mixture Model. http://www.mathworks.com/matlabcentral/fileexchange/35362-variational-bayesian-inference-for-gaussian-mixture-model

See Also

lgamma

Examples

1
logmvgamma(matrix(1:6,nrow=3), 2)

TargetScore documentation built on Nov. 8, 2020, 6:56 p.m.