MCMCpack (version 0.4-9)

diwish: Evaluate the Density of the Inverse Wishart Distribution

Description

This evaluates the density of the Inverse Wishart Distribution at the positive definite matrix W.

Usage

diwish(W, v, S)

Arguments

W

Positive definite matrix W $(p \times p)$.

v

Inverse Wishart degrees of freedom (scalar).

S

Inverse Wishart scale matrix $(p \times p)$.

Value

• The density evaluated at W.

See Also

riwish

Examples

x <- diwish(matrix(c(2,-.3,-.3,4),2,2), 3, matrix(c(1,.3,.3,1),2,2))