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lndIWishart

Compute Log of Inverted Wishart Density

Description

lndIWishart computes the log of an Inverted Wishart density.

Usage

lndIWishart(nu, V, IW)

Arguments

nu

d.f. parameter

V

"location" parameter

IW

ordinate for density evaluation

Details

Z ~ Inverted Wishart(nu,V).
In this parameterization, E[Z] = 1/(nu-k-1) V, where V is a k x k matrix
lndIWishart computes the complete log-density, including normalizing constants.

Value

Log density value

Warning

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

Author(s)

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

References

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

See Also

Examples

lndIWishart(5, diag(3), diag(3)+0.5)
bayesm

Bayesian Inference for Marketing/Micro-Econometrics

v3.1-4
GPL (>= 2)
Authors
Peter Rossi <perossichi@gmail.com>
Initial release
2019-10-14

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