R: multivariate Normal inverse Wishart probability density...

mmNiWpdf {NPflow} | R Documentation

## multivariate Normal inverse Wishart probability density function for multiple inputs

### Description

multivariate Normal inverse Wishart probability density function for multiple inputs

### Usage

    mmNiWpdf(mu, Sigma, U_mu0, U_kappa0, U_nu0, U_lambda0, Log = TRUE)

### Arguments

`mu` | data matrix of dimension `p x n`, `p` being the dimension of the data and n the number of data points, where each column is an observed mean vector.
`Sigma` | list of length `n` of observed variance-covariance matrices, each of dimensions `p x p`.
`U_mu0` | mean vectors matrix of dimension `p x K`, `K` being the number of distributions for which the density probability has to be evaluated
`U_kappa0` | vector of length `K` of scale parameters.
`U_nu0` | vector of length `K` of degree of freedom parameters.
`U_lambda0` | list of length `K` of variance-covariance matrices, each of dimensions `p x p`.
`Log` | logical flag for returning the log of the probability density function. Defaults is `TRUE`.

### Value

matrix of densities of dimension K x n

[Package NPflow version 0.13.3 Index]