diwish: Density for Inverse Wishart distribution

In mombf: Bayesian Model Selection and Averaging for Non-Local and Local Priors

Description

diwish returns the density for the inverse Wishart(nu,S) evaluated at Sigma.

Usage

diwish(Sigma, nu, S, logscale=FALSE)

Arguments

Sigma	Positive-definite matrix
nu	Degrees of freedom of the inverse Wishart
S	Scale matrix of the inverse Wishart
logscale	If logscale==TRUE the log-density is returned

Value

Inverse Wishart(nu,S) density evaluated at Sigma

Author(s)

David Rossell

See Also

dpostNIW for the Normal-IW posterior density

Examples

library(mombf)
Sigma= matrix(c(2,1,1,2),nrow=2)
diwish(Sigma,nu=4,S=diag(2))

Example output

Loading required package: mvtnorm
Loading required package: ncvreg
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-28. For overview type 'help("mgcv-package")'.
[1] 0.0004368236

mombf documentation built on Dec. 6, 2019, 3:01 a.m.