Description Usage Arguments Value Functions References See Also Examples
A special mathematical function related to the gamma function,
generalized for multivariate gammas. lmvgamma
is the log of the
multivariate gamma, mvgamma
.
The multivariate gamma function for a dimension p is defined as:
Gamma_p(a)=π^{p(p-1)/4}* Prod_{j=1}^{p} Γ[a+(1-j)/2]
For p = 1, this is the same as the usual gamma function.
1 2 3 |
x |
non-negative numeric vector, matrix, or array |
p |
positive integer, dimension of a square matrix |
For lmvgamma
log of multivariate gamma of dimension p
for each entry of x
. For non-log variant,
use mvgamma
.
mvgamma
: Multivariate gamma function.
A. K. Gupta and D. K. Nagar 1999. Matrix variate distributions. Chapman and Hall.
Multivariate gamma function. In Wikipedia, The Free Encyclopedia,from https://en.wikipedia.org/w/index.php?title=Multivariate_gamma_function
1 2 3 4 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.