log_GWishart_pdf: log density function of G-Wishart

In NonDecompGraph: NonDecomposable Graph

Description

log density function of G-Wishart(b,D,adj):

Usage

log_GWishart_pdf(K, b, D, adj, N, IsDec)

Arguments

K
b
D
adj	adjacency matrix
N	Monte Carlo sample size
IsDec

Details

log density function of G-Wishart(b,D,adj):

p(K) = I(b,D)^{-1} |K|^{(d-2)/2} exp(-trace(K D)/2) using Monte Carlo sample of size N

Author(s)

Hao Wang ; Sophia Zhengzi Li

References

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.