bayesm: lndIChisq – R documentation

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lndIChisq

Compute Log of Inverted Chi-Squared Density

lndIChisq computes the log of an Inverted Chi-Squared Density.

lndIChisq(nu, ssq, X)

`nu`	d.f. parameter
`ssq`	scale parameter
`X`	ordinate for density evaluation (this must be a matrix)

Z = nu*ssq / χ^2_{nu} with Z ~ Inverted Chi-Squared.
lndIChisq computes the complete log-density, including normalizing constants.

Log density value

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.

For further discussion, see Chapter 2, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
http://www.perossi.org/home/bsm-1

lndIChisq(3, 1, matrix(2))

Bayesian Inference for Marketing/Micro-Econometrics

v3.1-4

GPL (>= 2)

Authors

Peter Rossi <perossichi@gmail.com>

Initial release

2019-10-14