Nothing
log_H <- function( b_prior, D_prior, n, S, C, i, j )
{
######### (i,j) = 0
e <- j
C0 <- C
C0[i,j] <- 0
C0[j,i] <- 0
C_12 <- C0[ e,-e,drop=FALSE]
C_22 <- C0[-e,-e,drop=FALSE]
invC_22 <- solve(C_22)
C0_ij <- matrix( c( C[i,i], 0, 0, C_12 %*% invC_22 %*% t( C_12 ) ), 2, 2, byrow = TRUE )
######### (i,j) = 1
e <- c( i, j )
C_12 <- C[ e,-e,drop=FALSE]
C_22 <- C[-e,-e,drop=FALSE]
invC_22 <- solve(C_22)
Ce <- C_12 %*% invC_22 %*% t( C_12 )
A <- C[e,e,drop=FALSE] - Ce
a11 <- A[1,1,drop=FALSE]
C1_ij <- Ce
b_post <- b_prior + n
D_post <- D_prior + S
h <- ( - log_iwishart_InvA_const( b_post, D_post[j,j,drop=FALSE] )
- log_J( b_post, D_post[e,e,drop=FALSE], a11 )
+ ( n + b_prior - 2 ) / 2 * ( log( a11 ) )
- sum( diag( D_post[e,e,drop=FALSE] %*% ( C0_ij - C1_ij ) ) )/2
)
return( h )
}
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