pdfWishartInv ============================================== Purpose ---------------- Computes the probability density function of the inverse Wishart distribution. Format ---------------- .. function:: p = pdfWishartInv(IW, S, df) :param IW: :math:T, the values used to compute the inverse Wishart distribution. :type IW: p x p positive definite matrix :param S: :math:\Psi, the positive definite scale matrix parameter :type S: p x p matrix :param df: :math:\nu, degrees of freedom. :type df: Scalar :return p: probability density function. :rtype p: Scalar Examples ---------------- :: new ; cls ; rndseed 2223; x = {9.2517907 7.4283670, 7.4283670 10.503325 }; S = {1 .5, .5 1}; df = 3; // pdf of inverse Wishart distribution y = pdfWishartInv(x, S, df); print y; After above code, :: 6.0267322e-007 Remarks ------- pdfWishartInv calculates the probability density function for the inverse Wishart distribution, which is defined as .. math:: f(T;\Psi,\nu) = \frac{|\Psi^{\frac{\nu}{2}}|}{2^{\nu p/2}\Gamma_p(\frac{\nu}{2})}|T|^{-(\nu+p+1)/2} e^{-\frac{1}{2}tr(\Psi T^{-1})} .. seealso:: :func:rndWishart, :func:rndWishartInv