diwishart: Inverted Wishart density, parametrization according to Press.

In lgaborini/bayessource: Bayesian approach to evaluate whether two datasets come from the same population

Description

Implemented in R (slow).

Usage

diwishart(X, df, Sigma, log = FALSE, is.chol = FALSE)

Arguments

X	observation
df	degrees of freedom
Sigma	scale matrix
log	if TRUE, return the log-density
is.chol	if TRUE, Sigma and X are the upper Cholesky factors of Sigma and X

Value

the density in X

Inverted Wishart parametrization (Press)

Uses \insertCitePress2012Appliedbayessource parametrization.

X ~ IW(v, S)

with S is a p x p matrix, v > 2p (the degrees of freedom).

Then:

E[X] = S/(n - 2(p + 1))

See Also

diwishart_inverse(), dwishart()

Other R functions: diwishart_inverse_R(), dwishart(), riwish_Press()

Other statistical functions: diwishart_inverse_R(), diwishart_inverse(), dmvnorm(), dwishart(), riwish_Press(), rmvnorm(), rwish()

Other Wishart functions: diwishart_inverse_R(), diwishart_inverse(), dwishart(), get_minimum_nw_IW(), riwish_Press(), rwish()

lgaborini/bayessource documentation built on Nov. 9, 2021, 2:10 p.m.