diwish {mombf} | R Documentation |
diwish
returns the density for the inverse Wishart(nu,S)
evaluated at Sigma.
diwish(Sigma, nu, S, logscale=FALSE)
Sigma |
Positive-definite matrix |
nu |
Degrees of freedom of the inverse Wishart |
S |
Scale matrix of the inverse Wishart |
logscale |
If |
Inverse Wishart(nu,S) density evaluated at Sigma
David Rossell
dpostNIW
for the Normal-IW posterior density
library(mombf) Sigma= matrix(c(2,1,1,2),nrow=2) diwish(Sigma,nu=4,S=diag(2))