GWishart_NOij_Gibbs: Sample from Gwishart distribution
In NonDecompGraph: NonDecomposable Graph

Description Usage Arguments Details Author(s) References

Sample from Gwishart distribution

1	GWishart_NOij_Gibbs(bG, DG, adj, C, i, j, edgeij, burnin, nmc)

`bG`	d.f.
`DG`	location
`adj`	adjacency matrix
`C`	initial partial covariance matrix
`i`
`j`
`edgeij`
`burnin`	number of MCMC burnins
`nmc`	number of saved samples

Sample C from Gwishart distribution with density: p(C) \propto |C|^{(bG-2)/2} exp(-1/2 tr(C DG)) where (1) bG : d.f. (2) DG: location (3) adj: adjacency matrix C: initial partial covariance matrix;

Hao Wang ; Sophia Zhengzi Li

Wang and Li (2011) "Efficient Gaussian Graphical Model Determination without Approximating Normalizing Constant of the G-Wishart distribution " http://www.stat.sc.edu/~wang345/RESEARCH/GWishart/GWishart.html

NonDecompGraph documentation built on May 2, 2019, 6:47 p.m.