Generate Random Inverse Wishart Distribution

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Description

Creates a random inverse wishart distribution when given degrees of freedom and a sigma matrix.

Usage

1

Arguments

df

An int that represents the degrees of freedom. (> 0)

S

A matrix with dimensions m x m that provides Sigma, the covariance matrix.

Value

A matrix that is an inverse wishart distribution.

Author(s)

James J Balamuta

See Also

rwishart and TwoPLChoicemcmc

Examples

1
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#Call with the following data:
riwishart(3, diag(2))