dwishart_cpp {oeli} | R Documentation |
Compute density of (Inverse-) Wishart distribution
Description
This function computes the density of the (Inverse-) Wishart distribution.
Usage
dwishart_cpp(x, df, scale, log = FALSE, inv = FALSE)
Arguments
x |
A matrix , a covariance matrix of dimension p x p .
|
df |
An integer , the degrees of freedom.
Must be greater or equal p .
|
scale |
A matrix , the scale matrix of dimension p x p .
Must be a covariance matrix.
|
log |
A logical , if TRUE the logarithm of the density value is
returned.
By default, log = FALSE .
|
inv |
A logical , if TRUE the density of the Inverse-Wishart
distribution is returned.
By default, inv = FALSE .
|
Details
This function performs no input checks. See dwishart
for the version with input checks.
Value
A numeric
, the density value.
[Package
oeli version 0.5.0
Index]