dmvnorminvgamma: Compute the pdf for multi-variate normal-inverse-gamma random...

Description Usage Arguments Value

View source: R/brownian_motion_package.r

Description

This function returns the multi-variate normal-inverse-gamma density evaluated at specific points

Usage

1
dmvnorminvgamma(x, mu, alpha, beta, T, log = FALSE)

Arguments

x

a matrix where each row is a sample and each column is a dimension.

mu

a vector indicating the mean in each dimension

alpha

shape parameter of the inverse gamma distribution

beta

scale parameter of the inverse gamma distribution

T

the variance-covariance matrix

log

a logical indicated whether to return the log of the pdf

Value

A vector densities corresponding to the rows of x


PIGShift documentation built on May 2, 2019, 9:02 a.m.