dwishart: Wishart density.

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

Description

Density of X ~ Wishart(df, Sigma).

Usage

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

Arguments

X	the 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

Wishart parametrization

Uses \insertCitePress2012Applied,Anderson2003introductionbayessource parametrization.

X ~ W(v, S)

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

Then:

E[X] = v * S

References

\insertAllCited

See Also

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

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

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

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