lndIWishart {bayesm} | R Documentation

## 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, V is a k x k matirx `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, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

### References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 2.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

### See Also

`rwishart`

### Examples

    ##
    lndIWishart(5,diag(3),(diag(3)+.5))

[Package bayesm version 2.0-8 Index]