inv_wishart_log() [1/2]

template<bool propto, typename T_y , typename T_dof , typename T_scale >

return_type_t< T_y, T_dof, T_scale > stan::math::inv_wishart_log	(	const T_y &	W,
		const T_dof &	nu,
		const T_scale &	S
	)

The log of the Inverse-Wishart density for the given W, degrees of freedom, and scale matrix.

The scale matrix, S, must be k x k, symmetric, and semi-positive definite.

Deprecated:

use inverse_wishart_lpdf

Parameters

W	A scalar matrix
nu	Degrees of freedom
S	The scale matrix

Returns

The log of the Inverse-Wishart density at W given nu and S.

Exceptions

std::domain_error	if nu is not greater than k-1
std::domain_error	if S is not square, not symmetric, or not semi-positive definite.

Template Parameters

T_y	Type of scalar.
T_dof	Type of degrees of freedom.
T_scale	Type of scale.

Definition at line 32 of file inv_wishart_log.hpp.