Last change
on this file since 37 was
37,
checked in by (none), 14 years ago
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Added original make3d
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Property svn:executable set to
*
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File size:
564 bytes
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[37] | 1 | function lp = wishpdfln(x,a,b,inverse)
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| 2 | %WISHPDFLN Logarithm of Wishart probability density function.
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| 3 | % See WISHPDF for argument description.
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| 4 |
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| 5 | % Written by Tom Minka
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| 6 | % (c) Microsoft Corporation. All rights reserved.
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| 7 |
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| 8 | if nargin < 3
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| 9 | B = [];
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| 10 | end
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| 11 | if nargin < 4
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| 12 | inverse = 0;
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| 13 | end
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| 14 |
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| 15 | if inverse
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| 16 | X = inv(X);
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| 17 | end
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| 18 | if isempty(B)
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| 19 | XB = X;
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| 20 | logDetB = 0;
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| 21 | else
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| 22 | XB = X*B;
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| 23 | logDetB = logdet(B);
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| 24 | end
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| 25 | d = rows(x);
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| 26 | d2 = (d+1)/2;
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| 27 | if inverse
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| 28 | d2 = -d2;
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| 29 | end
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| 30 | logDetXB = (a-d2)*logdet(XB);
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| 31 | lp = logDetXB - trace(XB) + d2*logDetB - gammaln(a,d);
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