mxWishart: Wishart Distribution
In matdist: Matrix Variate Distributions

Functions dmxWishart and rmxWishart are for evaluating densities and generating random samples from corresponding Wishart distribution.

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dmxWishart(X, df, S = diag(nrow(X)))

rmxWishart(n, df, S)

`X`	a `(p-by-p)` matrix whose density be computed.
`df`	degrees of freedom
`S`	a `(p-by-p)` scale/covariance matrix.
`n`	the number of samples to be generated.

## generate 10 samples with S=diag(3) with df=10
smW = rmxWishart(10, df=10, S=diag(3))

## evaluate each sample's density
t(apply(smW, 3, dmxWishart, df=10, S=diag(3)))