logmvgamma {TargetScore} | R Documentation |
Compute logarithm multivariate Gamma function.
logmvgamma(x, d)
x |
numeric vector or matrix |
d |
dimension |
Gamma_p(x) = pi^(p(p-1)/4) prod_(j=1)^p Gamma(x+(1-j)/2)
log Gamma_p(x) = p(p-1)/4 log pi + sum_(j=1)^p log Gamma(x+(1-j)/2)
Matrix of the same dimension as x.
Yue Li
Mo Chen (2012). Matlab code for Variational Bayesian Inference for Gaussian Mixture Model. http://www.mathworks.com/matlabcentral/fileexchange/35362-variational-bayesian-inference-for-gaussian-mixture-model
logmvgamma(matrix(1:6,nrow=3), 2)