rwish: The Wishart Distribution

View source: R/vendored.R

rwishR Documentation

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

rwish generates one random draw from the distribution.

Examples

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

## End(Not run)

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