log_iwishart_InvA_const: normalizing constant for a Inv-Wishart

In NonDecompGraph: NonDecomposable Graph

Description

Generates the normalizing constant "cons." for a Inv-Wishart(df,S).

Usage

log_iwishart_InvA_const(df, S)

Arguments

df	d.f.
S	covariance matrix

Details

Generates the normalizing constant "cons." for a Inv-Wishart(df,S). Nonsingular pdf is p(K) = cons. |K|^{-(df+2|p|)/2} exp(-trace(inv(K) S)/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.