ADtools (version 0.5.4)

dinvWishart0: The density of the inverse Wishart distribution

Description

The density of the inverse Wishart distribution

Usage

dinvWishart0(X, v, M, log = FALSE)

Arguments

X

numeric matrix.

v

degrees of freedom (> 0, maybe non-integer).

M

numeric matrix; the scale matrix.

log

logical; if TRUE, returns the log value.

Examples

# NOT RUN {
d <- 3
mat0 <- crossprod(randn(d, d))
X <- solve(rWishart0(v = 10, M = solve(mat0)))
dinvWishart0(X, v = 10, M = mat0)

# }