function pdf = logwish_pdf(Z, A, omega) % PURPOSE: log of pdf of the Wishart(A,a) distribution evaluated at Z %defined as in Poirier (1995) page 136 %-------------------------------------------------------------- M=size(Z,1); lintcon = .5*omega*M*log(2) + .25*M*(M-1)*log(pi); for i = 1:M lintcon = lintcon + gammaln(.5*(omega+1-i)); end pdf = -lintcon + .5*(omega-M-1)*log(det(Z)) - .5*omega*log(det(A)) - ... .5*trace(inv(A)*Z);