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