Description Usage Arguments Value Note Author(s) Examples
Returns an observation drawn from the complex Wishart distribution. To
sample from the inverse complex Wishart distribution (or indeed the
complex inverse Wishart distribution), use solve(rcwis(...))
.
1 | rcwis(n, S)
|
n |
Integer; degrees of freedom |
S |
Variance matrix. If an integer, use |
Returns a (semi-) positive definite Hermitian matrix the same size as
argument S
The first argument of rcwis()
is n
, by universal
statistics convention. But in the R world, functions returning random
observations (such as runif()
) generally reserve argument
n
for the number of observations to return. Although
rchisq()
uses df
for the number of degrees of freedom.
Robin K. S. Hankin
1 2 3 4 5 |
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