wishart: Wishart distribution

In RTMBdist: Distributions Compatible with Automatic Differentiation by 'RTMB'

Wishart distribution

Description

Density and random generation for the wishart distribution

Usage

dwishart(x, nu, Sigma, log = FALSE)

rwishart(n, nu, Sigma)

Arguments

x	positive definite p \times p matrix or array of such matrices of dimension p \times p \times n (for n density evaluations)
nu	degrees of freedom, needs to be greater than p - 1
Sigma	scale matrix, needs to be positive definite and match the dimension of x.
log	logical; if TRUE, densities p are returned as \log(p).
n	number of random deviates to return

Value

dwishart gives the density, rwishart generates random deviates (matrix for n = 1, array with n slices for n > 1)

Examples

# single input: matrix-valued
x <- rwishart(1, nu = 5, Sigma = diag(3))
d <- dwishart(x, nu = 5, Sigma = diag(3))

# multiple inputs: array of matrices
x <- rwishart(4, nu = 5, Sigma = diag(3))
d <- dwishart(x, nu = 5, Sigma = diag(3))

# multiple inputs for x, nu and Sigma
nu <- c(7,5,8,9)
Sigma <- array(dim = c(3,3,4))
for(i in 1:4) Sigma[,,i] <- (i + 3) * diag(3)
x <- rwishart(4, nu, Sigma)
d <- dwishart(x, nu, Sigma)

RTMBdist documentation built on April 1, 2026, 5:07 p.m.