Learn R Programming
mombf (version 3.5.4)

diwish: Density for Inverse Wishart distribution

Description

diwish returns the density for the inverse Wishart(nu,S) evaluated at Sigma.

Usage

diwish(Sigma, nu, S, logscale=FALSE)

Value

Inverse Wishart(nu,S) density evaluated at Sigma

Arguments

Sigma

Positive-definite matrix

nu

Degrees of freedom of the inverse Wishart

S

Scale matrix of the inverse Wishart

logscale

If logscale==TRUE the log-density is returned

Author

David Rossell

See Also

dpostNIW for the Normal-IW posterior density

Examples

Run this code
library(mombf)
Sigma= matrix(c(2,1,1,2),nrow=2)
diwish(Sigma,nu=4,S=diag(2))

Run the code above in your browser using DataLab