invWishartLogLikelihood: Inverse-Wishart log-likelihood

In batchmix: Semi-Supervised Bayesian Mixture Models Incorporating Batch Correction

Inverse-Wishart log-likelihood

Description

Used in calculating model probability in Metropolis-Hastings algorithm when proposals are from the Wishart distribution.

Usage

invWishartLogLikelihood(X, Psi, nu, P)

Arguments

X	- matrix; the matrix to calculate the likelihood of.
Psi	- matrix; the scale of the inverse-Wishart distribution.
nu	- double; the degrees of freedom for the inverse-Wishart distribution.
P	- unsigned integer; the dimension of X.

Value

the unnormalised log-likelihood of X in a inverse-Wishart with parameters Psi and nu.

batchmix documentation built on May 29, 2024, 2:14 a.m.