Wishart log-probability density function parameterized by Cholesky factor of correlation matrix

Wishart log-probability density function parameterized by Cholesky factor of correlation matrix

Usage

wishart_CF_lpdf(X, n, sd, CF_Omega)

Arguments

X

Symmetric positive-definite matrix (scatter matrix).

n

Degrees of freedom (sample size N).

sd

Vector of standard deviations.

CF_Omega

Cholesky factor of the correlation matrix.

Value

The log-density with all constant terms.