R: Bayesian Inference for the Wishart Distribution Parameters

# Bayesian Inference for the Wishart Distribution Parameters

## Documentation for package ‘wishartinference’ version 0.1.0

- DESCRIPTION file
- Code demos. Use demo() to run them.
- Package README

## Help Pages

gamma_inference | Bayesian inference for the Wishart shape parameter, gamma (p = 1) case
ldet | Log determinant of a positive definite matrix
lfafun_gamma | Log unnormalized posterior of alpha, gamma (p = 1) case
lfafun_improper | Log unnormalized marginal posterior of alpha under the improper prior
lfafun_proper | Log unnormalized marginal posterior of alpha under the proper prior
lgammap_export | Log of the multivariate Gamma function
mode_alphaEM | Find the posterior mode of alpha
mode_alphaEM_gamma | EM algorithm to find the posterior mode of alpha, gamma (p = 1) case
rejection_sampler | Rejection sampler for the joint posterior of (alpha, mu)
rejection_sampler_gamma | Rejection sampler for the joint posterior of (alpha, mu), gamma (p = 1) case
rwishart | Generate draws from a Wishart distribution
wishart_hello | Verify that the compiled library loaded correctly
wishart_inference | Bayesian inference for the Wishart shape parameter
wishart_stats | Compute sufficient statistics for Wishart observations