rwish: Draw from the Wishart Distribution

In monomvn: Estimation for MVN and Student-t Data with Monotone Missingness

Draw from the Wishart Distribution

Description

Random generation from the Wishart distribution.

Usage

   rwish(v, S)

Arguments

v	degrees of freedom (scalar)
S	inverse scale matrix (p \times p)

Details

The mean of a Wishart random variable with v degrees of freedom and inverse scale matrix S is vS.

Value

Returns generates one random draw from the distribution which is a matrix with the same dimensions as S

References

This was copied from the MCMCpack package

Examples

draw <- rwish(3, matrix(c(1,.3,.3,1),2,2))

monomvn documentation built on Sept. 30, 2024, 9:45 a.m.