dwishart: Wishart Density

In finnlindgren/multiprobit: Bayesian Multivariate Probit Regression

Wishart Density

Description

Calculate the density for a Wishart model

Usage

dwishart(
  W = NULL,
  x = NULL,
  W_chol = NULL,
  V_chol,
  df,
  lower_chol = FALSE,
  log = FALSE
)

Arguments

W	A Wishart matrix, Default: NULL
x	A latent parameter vector for Wishart model, Default: NULL
W_chol	The Cholesky factor of a Wishart matrix, Default: NULL
V_chol	The Cholesky factor of the V-parameter for a Wishart model
df	The Wishart degrees of freedom parametre
lower_chol	TRUE if lower triangular Cholesky factors are used, Default: FALSE
log	If TRUE, return the log-density, Default: FALSE

Details

This function requires the CholWishart::lmvgamma function from the CholWishart package.

Value

The density or log-density (if log == TRUE) for W, or the W matrix constructed from a Cholesky factor W_chol

Note

This is an internal non-exported function

Examples

## Not run: 
if (interactive()) {
  # EXAMPLE1
}

## End(Not run)

finnlindgren/multiprobit documentation built on June 14, 2025, 1:12 p.m.