dinvWishart0 {ADtools}

R Documentation

The density of the inverse Wishart distribution

Description

The density of the inverse Wishart distribution

Usage

dinvWishart0(X, v, M, log = FALSE)

Arguments

X	numeric matrix.
v	degrees of freedom (> 0, maybe non-integer).
M	numeric matrix; the scale matrix.
log	logical; if TRUE, returns the log value.

Examples

d <- 3
mat0 <- crossprod(randn(d, d))
X <- solve(rWishart0(v = 10, M = solve(mat0)))
dinvWishart0(X, v = 10, M = mat0)

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