lndIWishart: Compute Log of Inverted Wishart Density

In bayesm: Bayesian Inference for Marketing/Micro-Econometrics

Compute Log of Inverted Wishart Density

Description

lndIWishart computes the log of an Inverted Wishart density.

Usage

lndIWishart(nu, V, IW)

Arguments

nu	d.f. parameter
V	"location" parameter
IW	ordinate for density evaluation

Details

Z \sim Inverted Wishart(nu,V).
In this parameterization, E[Z] = 1/(nu-k-1) V, where V is a k x k matrix
lndIWishart computes the complete log-density, including normalizing constants.

Value

Log density value

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Anderson School, UCLA, [e-mail].

References

For further discussion, see Chapter 2, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.

See Also

rwishart

Examples

lndIWishart(5, diag(3), diag(3)+0.5)

bayesm documentation built on Sept. 24, 2023, 1:07 a.m.