lndIWishart              package:bayesm              R Documentation

_C_o_m_p_u_t_e _L_o_g _o_f _I_n_v_e_r_t_e_d _W_i_s_h_a_r_t _D_e_n_s_i_t_y

_D_e_s_c_r_i_p_t_i_o_n:

     'lndIWishart' computes the log of an Inverted Wishart density.

_U_s_a_g_e:

     lndIWishart(nu, V, IW)

_A_r_g_u_m_e_n_t_s:

      nu: d.f. parameter 

       V: "location" parameter  

      IW: ordinate for density evaluation 

_D_e_t_a_i_l_s:

     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.

_V_a_l_u_e:

     log density value

_W_a_r_n_i_n_g:

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

_A_u_t_h_o_r(_s):

     Peter Rossi, Graduate School of Business, University of Chicago,
     Peter.Rossi@ChicagoGsb.edu.

_R_e_f_e_r_e_n_c_e_s:

     For further discussion, see _Bayesian Statistics and Marketing_ by
     Rossi, Allenby and McCulloch, Chapter 2. 
      <URL:
     http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html>

_S_e_e _A_l_s_o:

     'rwishart'

_E_x_a_m_p_l_e_s:

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

