diwish {MCMCpack}R Documentation

Evaluate the Density of the Inverse Wishart Distribution

Description

This evaluates the density of the Inverse Wishart Distribution at the positive definite matrix W.

Usage

   diwish(W, v, S)

Arguments

W Positive definite matrix W (p x p).
v Inverse Wishart degrees of freedom (scalar).
S Inverse Wishart scale matrix (p x p).

Value

The density evaluated at W.

See Also

riwish

Examples

x <- diwish(matrix(c(2,-.3,-.3,4),2,2), 3, matrix(c(1,.3,.3,1),2,2))

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