riwish {pmwg} | R Documentation |
The Inverse Wishart Distribution
Description
Random generation from the Inverse Wishart distribution.
Usage
riwish(v, S)
Arguments
v |
Degrees of freedom (scalar). |
S |
Scale matrix |
Details
The mean of an inverse Wishart random variable with v
degrees of
freedom and scale matrix S
is (v-p-1)^{-1}S
.
Value
riwish
generates one random draw from the distribution.
Examples
## Not run:
draw <- riwish(3, matrix(c(1,.3,.3,1),2,2))
## End(Not run)
[Package pmwg version 0.2.7 Index]