mmNiWpdf: multivariate Normal inverse Wishart probability density...

In NPflow: Bayesian Nonparametrics for Automatic Gating of Flow-Cytometry Data

Description

multivariate Normal inverse Wishart probability density function for multiple inputs

Usage

mmNiWpdf(mu, Sigma, U_mu0, U_kappa0, U_nu0, U_lambda0, Log = TRUE)

Arguments

mu	data matrix of dimension p x n, p being the dimension of the data and n the number of data points, where each column is an observed mean vector.
Sigma	list of length n of observed variance-covariance matrices, each of dimensions p x p.
U_mu0	mean vectors matrix of dimension p x K, K being the number of distributions for which the density probability has to be evaluated
U_kappa0	vector of length K of scale parameters.
U_nu0	vector of length K of degree of freedom parameters.
U_lambda0	list of length K of variance-covariance matrices, each of dimensions p x p.
Log	logical flag for returning the log of the probability density function. Defaults is TRUE.

Value

matrix of densities of dimension K x n

NPflow documentation built on Feb. 6, 2020, 5:15 p.m.