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## rwish delivers a pseudo-random Wishart deviate
##
## USAGE:
##
## A <- rwish(v, S)
##
## INPUT:
##
## v degrees of freedom
##
## S Scale matrix
##
## OUTPUT:
##
## A a pseudo-random Wishart deviate
##
## Based on code originally posted by Bill Venables to S-news
## on 6/11/1998
##
## KQ on 2/5/2001
##
## COPIED: verbatim from MCMCpack fro the monomvn package
"rwish" <-
function(v, S) {
if (!is.matrix(S))
S <- matrix(S)
if (nrow(S) != ncol(S)) {
stop(message="S not square in rwish().\n")
}
if (v < nrow(S)) {
stop(message="v is less than the dimension of S in rwish().\n")
}
p <- nrow(S)
CC <- chol(S)
Z <- matrix(0, p, p)
diag(Z) <- sqrt(rchisq(p, v:(v-p+1)))
if(p > 1) {
pseq <- 1:(p-1)
Z[rep(p*pseq, pseq) + unlist(lapply(pseq, seq))] <- rnorm(p*(p-1)/2)
}
return(crossprod(Z %*% CC))
}
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