diwish: Density for Inverse Wishart distribution

In mombf: Model Selection with Bayesian Methods and Information Criteria

Density for Inverse Wishart distribution

Description

diwish returns the density for the inverse Wishart(nu,S) evaluated at Sigma.

Usage

diwish(Sigma, nu, S, logscale=FALSE)

Arguments

Sigma	Positive-definite matrix
nu	Degrees of freedom of the inverse Wishart
S	Scale matrix of the inverse Wishart
logscale	If logscale==TRUE the log-density is returned

Value

Inverse Wishart(nu,S) density evaluated at Sigma

Author(s)

David Rossell

See Also

dpostNIW for the Normal-IW posterior density

Examples

library(mombf)
Sigma= matrix(c(2,1,1,2),nrow=2)
diwish(Sigma,nu=4,S=diag(2))

mombf documentation built on Sept. 28, 2023, 5:06 p.m.