Description Usage Arguments Details Value Author(s) Examples
Density function and random generation from the Inverse Wishart distribution.
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W |
Positive definite matrix W (p x p). |
v |
Degrees of freedom (scalar). |
S |
Scale matrix (p x p). |
The mean of an inverse Wishart random variable with v
degrees
of freedom and scale matrix S
is 1/(v-p-1)
S.
diwish
evaluates the density at positive definite matrix W.
riwish
generates one random draw from the distribution.
Andrew D. Martin <admartin@wustl.edu>, Kevin M. Quinn <kquinn@law.berkeley.edu>, and Jong Hee Park <jhp@uchicago.edu>
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