wishart_rv: Simulating from Wishart distribution using Bartlett...

In ADtools: Automatic Differentiation Toolbox

Description

Simulating from Wishart distribution using Bartlett decomposition

Usage

## S4 method for signature 'dual,dual'
rWishart0(v, M, method = "inv_tf")

## S4 method for signature 'ANY,dual'
rWishart0(v, M, method = "inv_tf")

## S4 method for signature 'dual,ANY'
rWishart0(v, M, method = "inv_tf")

Arguments

v	A dual number or a scalar; degrees of freedom.
M	A dual number or a matrix; the matrix parameter of the Wishart distribution.
method	base or inv_tf; base refers to the function in the 'stats' package while inv_tf refers to inverse transform.

ADtools documentation built on Nov. 9, 2020, 5:09 p.m.