wehub-resource-sync
12 lines
424 B
Matlab
Executable File
12 lines
424 B
Matlab
Executable File
function y = logWishart(Sigma, W, v)
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% Compute log pdf of a Wishart distribution.
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% Input:
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% Sigma: d x d covariance matrix
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% W: d x d covariance parameter
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% v: degree of freedom
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% Output:
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% y: probability density in logrithm scale y=log p(Sigma)
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% Written by Mo Chen (sth4nth@gmail.com).
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d = length(Sigma);
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B = -0.5*v*logdet(W)-0.5*v*d*log(2)-logmvgamma(0.5*v,d);
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y = B+0.5*(v-d-1)*logdet(Sigma)-0.5*trace(W\Sigma); |