lndIChisq {bayesm}R Documentation

Compute Log of Inverted Chi-Squared Density

Description

lndIChisq computes the log of an Inverted Chi-Squared Density.

Usage

lndIChisq(nu, ssq, x)

Arguments

nu d.f. parameter
ssq scale parameter
x ordinate for density evaluation

Details

Z= nu*ssq/chi^2_{nu}, Z ~ Inverted Chi-Squared.
lndIChisq computes the complete log-density, including normalizing constants.

Value

log density value

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 2.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

dchisq

Examples

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lndIChisq(3,1,2)

[Package bayesm version 2.0-8 Index]