Wishart and inverse Wishart densities

Wishart and inverse Wishart densities

Usage

WishartDens(W, df, S, inverse = FALSE)

Arguments

W

Positive-definite matrix.

df

Degrees of freedom.

S

Scale matrix.

inverse

Inverse Wishart when TRUE.

Value

list(pdf, logpdf).

References

Anderson, T. W. (2003). An Introduction to Multivariate Statistical Analysis, ch. 7.

Examples

WishartDens(matrix(1), 3, matrix(1))$pdf
#> [1] 0.2419707