R/rwish.R

rwish <-
function (S0,nu){
    sS0 <- chol(S0)
    Z <- matrix(rnorm(nu * dim(S0)[1]), nu, dim(S0)[1]) %*% sS0
    t(Z) %*% Z
}

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covreg documentation built on May 2, 2019, 3:41 a.m.