rwish: Sample from the Wishart distribution

Description Usage Arguments Details Value Author(s)

Description

Generate a random sample from the Wishart distribution

Usage

1
rwish(S0, nu)

Arguments

S0

a positive definite matrix

nu

a positive integer

Details

Return a ramdom sample from the Wishart distribution with mean nu*S0.

Value

a positive definite matrix

Author(s)

Xiaoyue Niu and Peter Hoff



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