R Code for Bayesian Inference for Generalized Multivariate Gamma Distribution

Sourish's code for the paper titled On Bayesian Inference for Generalized Multivariate Gamma Distribution, (2010), (with Dipak K Dey), Statistics and Probability Letters, Vol 80, Issue-19-20, Pages: 1492-1499.; DOI: 10.1016/j.spl.2010.05.018;

The main code is Multivariate_Gamma_Analysis.R

The code mode_inv_mult_gamma.R contains a function, which return the posterior mode of the covariance matrix.