diwish {MCMCpack} | R Documentation |
This evaluates the density of the Inverse Wishart Distribution at the positive definite matrix W.
diwish(W, v, S)
W |
Positive definite matrix W (p x p). |
v |
Inverse Wishart degrees of freedom (scalar). |
S |
Inverse Wishart scale matrix (p x p). |
The density evaluated at W.
x <- diwish(matrix(c(2,-.3,-.3,4),2,2), 3, matrix(c(1,.3,.3,1),2,2))