invWR1d {rxode2} | R Documentation |
One correlation sample from the Inverse Wishart distribution
Description
This correlation is constructed by transformation of the Inverse Wishart random covariate to a correlation.
Usage
invWR1d(d, nu, omegaIsChol = FALSE)
Arguments
d |
The dimension of the correlation matrix |
nu |
Degrees of freedom of the Wishart distribution |
omegaIsChol |
is an indicator of if the omega matrix is in
the Cholesky decomposition. This is only used when |
Value
One correlation sample from the inverse wishart
Author(s)
Matthew Fidler
[Package rxode2 version 3.0.4 Index]