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Wishart log-probability density function

Source: R/distributions.R
wishart_lpdf.Rd

Wishart log-probability density function

Usage

wishart_lpdf(X, n, V)

Arguments

X

Symmetric positive-definite matrix (scatter matrix).

n

Degrees of freedom (sample size N).

V

Scale matrix (covariance matrix Omega).

Value

The log-density with all constant terms.