Used in calculating model probability in Metropolis-Hastings algorithm when proposals are from the Wishart distribution.
invWishartLogLikelihood(X, Psi, nu, P)
the unnormalised log-likelihood of X in a inverse-Wishart with parameters Psi and nu.
- matrix; the matrix to calculate the likelihood of.
- matrix; the scale of the inverse-Wishart distribution.
- double; the degrees of freedom for the inverse-Wishart distribution.
- unsigned integer; the dimension of X.