mnix_zeta: Calculate the mNIX normalizing constant.
In mlysy/losmix: Inference for Gaussian Location-Scale Mixed-Effects Models

Calculate the mNIX normalizing constant.

1	mnix_zeta(Omega, nu, tau)

`Omega`	Precision matrix parameter. A matrix of size `p x p`, or an array of size `p x p x n`.
`nu`	Degrees-of-freedom parameter. A scalar or a vector of length `n`.
`tau`	Scale parameter. A scalar or a vector of length `n`.

The mNIX normalzing constant (on the log scale) is defined as

1	lgamma(nu/2) - .5 * ( nu * log(tau*nu/2) + log(\|Omega\|) )

Vector of mNIX normalizing constants.

mlysy/losmix documentation built on Jan. 18, 2021, 5:56 a.m.

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