draw_variance_multi {sectorgap} | R Documentation |
Draws a variance from an inverse Wishart distribution. .
Description
Draws a variance from an inverse Wishart distribution. .
Usage
draw_variance_multi(Y, nu, Phi)
Arguments
Y |
dependent variable |
nu |
degrees of freedom, |
Phi |
scale matrix, |
Details
The mean is given by Phi / (nu+p-1)
for nu>p+1
.
Value
A named vector of drawn parameters.
[Package sectorgap version 0.1.0 Index]