dgammadf: Density of matrix gamma distribution with vector degrees of...

In bdemeshev/vectordf: vectordf-package: functions for distributions with vector degrees of freedom (t, gamma)

Description

Density of matrix gamma distribution with vector degrees of freedom

Usage

dgammadf(X, a = rep(1, 2), A = diag(length(a)))

Arguments

X	matrix-point, argument for density function (r x r)
a	vector of degrees of freedom for underlying gamma Bellman distribution (r x 1)
A	scale matrix for underlying gamma Bellman distribution (r x r)

Details

Density of matrix gamma distribution with vector degrees of freedom. The distribution is described in Shvedov generalisation of Algorithm by Alexey Balaev

Value

scalar, value of density function

Examples

d <- dgammadf(X = matrix(1, nrow=2, ncol=2), a=c(1,2))
d

bdemeshev/vectordf documentation built on May 12, 2019, 9:40 a.m.