# mvdigamma: Multivariate Digamma Function In CholWishart: Cholesky Decomposition of the Wishart Distribution

## Description

A special mathematical function related to the gamma function, generalized for multivariate distributions. The multivariate digamma function is the derivative of the log of the multivariate gamma function; for p = 1 it is the same as the univariate digamma function.

psi_p(a)=∑ psi(a+(1-i)/2)

where psi is the univariate digamma function (the derivative of the log-gamma function).

## Usage

 `1` ```mvdigamma(x, p) ```

## Arguments

 `x` non-negative numeric vector, matrix, or array `p` positive integer, dimension of a square matrix

## Value

vector of values of multivariate digamma function.

## References

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

`gamma`, `lgamma`, `digamma`, and `mvgamma`
 ```1 2``` ```digamma(1:10) mvdigamma(1:10, 1L) ```