log_GWishart_ud_const_mc: log normalizing constant for a G-Wishart

In NonDecompGraph: NonDecomposable Graph

Description

log normalizing constant approximation using importance sampling for a G-Wishart(b,D,adj):

Usage

log_GWishart_ud_const_mc(b, D, adj, N)

Arguments

b
D
adj	adjacency matrix
N	Monte Carlo sample size

Details

log normalizing constant approximation using importance sampling for a G-Wishart(b,D,adj):

p(K) = I(b,D)^{-1} |K|^{(d-2)/2} exp(-trace(K D)/2)

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.