riwish: The Inverse Wishart Distribution

In pmwg: Particle Metropolis Within Gibbs

The Inverse Wishart Distribution

Description

Random generation from the Inverse Wishart distribution.

Usage

riwish(v, S)

Arguments

v	Degrees of freedom (scalar).
S	Scale matrix (p \times p).

Details

The mean of an inverse Wishart random variable with v degrees of freedom and scale matrix S is (v-p-1)^{-1}S.

Value

riwish generates one random draw from the distribution.

Examples

## Not run: 
draw <- riwish(3, matrix(c(1,.3,.3,1),2,2))

## End(Not run)

pmwg documentation built on May 29, 2024, 12:09 p.m.