wishartLogLikelihood: Wishart log-likelihood

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

Wishart log-likelihood

Description

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

Usage

wishartLogLikelihood(X, V, n, P)

Arguments

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

Value

the unnormalised log-likelihood of X in a Wishart with parameters V and n.

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