wishart: The Wishart Distribution

In phcfM: Modelling anthropogenic deforestation

Description

Density function and random generation from the Wishart distribution.

Usage

   dwish(W, v, S)
   rwish(v, S)

Arguments

W	Positive definite matrix W (p x p).
v	Degrees of freedom (scalar).
S	Inverse scale matrix (p x p).

Details

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

Value

dwish evaluates the density at positive definite matrix W. rwish generates one random draw from the distribution.

Author(s)

Andrew D. Martin <[e-mail]>, Kevin M. Quinn <[e-mail]>, and Jong Hee Park <[e-mail]>

Examples

## Not run: 
density <- dwish(matrix(c(2,-.3,-.3,4),2,2), 3, matrix(c(1,.3,.3,1),2,2))
draw <- rwish(3, matrix(c(1,.3,.3,1),2,2))

## End(Not run)

phcfM documentation built on May 30, 2017, 5:21 a.m.