rwish {monomvn} | R Documentation |
Random generation from the Wishart distribution.
rwish(v, S)
v |
Degrees of freedom (scalar). |
S |
Inverse scale matrix (p x p). |
The mean of a Wishart random variable with v
degrees of freedom
and inverse scale matrix S
is vS.
returns generates one random draw from the distribution which is a
matrix
with the same dimensions as S
This was copied from MCMCpack.
draw <- rwish(3, matrix(c(1,.3,.3,1),2,2))