function lnIW = logInverseWishartPDF(Omega,A,v)
% logInverseWishartPDF: Computes the height of the inverse Wishart density.
%
% USAGE:
%
%       lnIW = logInverseWishartPDF(Omega,A,v)
%
% REQUIRED INPUT:  Omega (pxp) postive definite matrix of values of the random matrix.
%
%                  A (pxp) positive definite matrix with location values for the density function.
%
%                  v (integer) with degrees of freedom of the density.
%
% REQUIRED OUTPUT: lnIW (scalar) with the log height value of the density at Omega for given A and v.
%
%
%                       Written by: Anders Warne
%                                   New Area Wide Model Project
%                                   DG-R/EMO
%                                   European Central Bank (ECB)
%                                   Email: anders.warne@ecb.europa.eu
%                                   Copyright © 2006-2008 European Central Bank.
%
%                       First version: February 1, 2007.
%                        This version: December 18, 2008.
%
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%
% LICENSE INFORMATION:
%
%      YADA is free software: you can redistribute it and/or modify
%      it under the terms of the GNU General Public License as published by
%      the Free Software Foundation, either version 3 of the License, or
%      (at your option) any later version.
%
%      This program is distributed in the hope that it will be useful,
%      but WITHOUT ANY WARRANTY; without even the implied warranty of
%      MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
%      GNU General Public License for more details.
%
%      You should have received a copy of the GNU General Public License
%      along with this program.  If not, see <http://www.gnu.org/licenses/>.
%
%      YADA is released under the GNU General Public License, Version 3,
%      29 June 2007 <http://www.gnu.org/licenses/>. The current release of
%      the program was last modified by the ECB on the "This version" date
%      above.
%
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%
% CHANGELOG:
%
% * 13-11-2007: Updated the documentation.
%
% * 23-5-2008:  Updated the documentation.
%
% * 18-12-2008: Updated the documentation.
%
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%

p = size(Omega,1);
lnIW = -(((v*p)/2)*log(2))-(((p*(p-1))/4)*log(pi))-LogGammaProduct(p,v)+((v/2)*log(det(A)))-(((v+p+1)/2)*log(det(Omega)))-((1/2)*sum(diag(Omega\A)));

%
% end of logInverseWishartPDF.m
%
