density_wishart: Wishart probability density function

Description Usage Arguments Value Examples

Description

Wishart probability density function

Usage

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density_wishart(X, v, S, logret = FALSE)

Arguments

v

An integer, the degrees of freedom of the distribution.

S

A numeric matrix, the scale matrix of the distribution. of the variance-covariance matrix) of the distribution.

logret,

a logical value indicating whether to return the log density. Defaults to FALSE.

x

A numeric matrix, the point at which the density is to be evaluated.

Value

A column real number: the value of the probability density function by the default or the natural logarithm if logret is TRUE.

Examples

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M <- matrix(c(1, 0.5, 0.5, 1), 2, 2)
density_wishart(M, 10, M)
density_wishart(M, 10, M, TRUE)

fditraglia/zoofactr documentation built on May 16, 2019, 12:12 p.m.