dWishart0: The density of the Wishart distribution

In ADtools: Automatic Differentiation Toolbox

Description

The density of the Wishart distribution

Usage

dWishart0(X, v, M, log = FALSE)

Arguments

X	numeric matrix.
v	degrees of freedom (> 0, maybe non-integer).
M	numeric matrix; the scale matrix.
log	logical; if TRUE, returns the log value.

Examples

d <- 3
mat0 <- crossprod(randn(d, d))
X <- rWishart0(v = 10, M = mat0)
dWishart0(X, v = 10, M = mat0)

ADtools documentation built on Nov. 9, 2020, 5:09 p.m.