Returns the log of the multivariate gamma function.
lmgamma(y, dimension)Returns the log of the multivariate gamma function. Note that
this function is not vectorized. Both y and dimension
must be scalars, and the return value is a scalar.
The function argument, which must be a positive scalar.
The dimension of the multivariate gamma function, which must be an integer >= 1.
Steven L. Scott steve.the.bayesian@gmail.com
The multivariate gamma function is
$$\Gamma_p(y) = \pi^{p(p-1)/4} \prod_{j =1}^p \Gamma(y + (1-j)/2).$$
The multivariate gamma function shows up as part of the normalizing constant for the Wishart and inverse Wishart distributions.