Description Usage Arguments Details Value
Simulate draws from the inverse Wishart distribution
1 | rinvwish(n, v, S)
|
n |
An integer, the number of draws. |
v |
An integer, the degrees of freedom of the distribution. |
S |
A numeric matrix, the scale matrix of the distribution. |
Employs the Bartlett Decomposition (Smith & Hocking 1972). Output exactly matches that of riwish from the MCMCpack package if the same random seed is used.
A numeric array of matrices, each of which is one simulation draw.
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