mvdigamma {CholWishart} | R Documentation |
A special mathematical function related to the gamma function, generalized for multivariate distributions. The multivariate digamma function is the derivative of the log of the multivariate gamma function; for p = 1 it is the same as the univariate digamma function.
psi_p(a)=∑ psi(a+(1-i)/2)
where psi is the univariate digamma function (the derivative of the log-gamma function).
mvdigamma(x, p)
x |
non-negative numeric vector, matrix, or array |
p |
positive integer, dimension of a square matrix |
vector of values of multivariate digamma function.
A. K. Gupta and D. K. Nagar 1999. Matrix variate distributions. Chapman and Hall.
Multivariate gamma function. In Wikipedia, The Free Encyclopedia,from https://en.wikipedia.org/w/index.php?title=Multivariate_gamma_function&oldid=808084916
gamma
, lgamma
, digamma
, and mvgamma
digamma(1:10) mvdigamma(1:10,1)