rwish {sbgcop} | R Documentation |
Generate a random sample from the Wishart distribution.
rwish(S0, nu)
S0 |
a positive definite matrix |
nu |
a positive integer |
Return the sum of nu i.i.d. rank-one matrices
generated as z%*%t(z)
, where z
is a sample
from a multivariate normal distribution with covariance
S0
. The resulting random variable has mean
nu*S0
.
a positive definite matrix.
Peter Hoff