wehub-resource-sync
13 lines
544 B
Matlab
Executable File
13 lines
544 B
Matlab
Executable File
function y = logMvGamma(x, d)
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% Compute logarithm multivariate Gamma function
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% which is used in the probability density function of the Wishart and inverse Wishart distributions.
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% Gamma_d(x) = pi^(d(d-1)/4) \prod_(j=1)^d Gamma(x+(1-j)/2)
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% log(Gamma_d(x)) = d(d-1)/4 log(pi) + \sum_(j=1)^d log(Gamma(x+(1-j)/2))
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% Input:
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% x: m x n data matrix
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% d: dimension
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% Output:
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% y: m x n logarithm multivariate Gamma
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% Written by Michael Chen (sth4nth@gmail.com).
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y = d*(d-1)/4*log(pi)+sum(gammaln(x(:)+(1-(1:d))/2),2);
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y = reshape(y,size(x)); |