rGenWish: Simulate realizations from the Generalized Wishart...

In rwc: Random Walk Covariance Models

Description

Simulates Wishart random variables, then computes the induced distance of the simulated Wishart random variables. The result is a random matrix distributed as a Generalized Wishart random variable.

Usage

rGenWish(Sigma, df)

Arguments

Sigma	The covariance parameter of the Generalized Wishart.
df	An integer specifying the degrees of freedom.

Value

A matrix of dimension equal to the dimension of Sigma.

Author(s)

Ephraim M. Hanks

References

McCullagh 2009. Marginal likelihood for distance matrices. Statistica Sinica 19: 631-649.

Examples

ras=raster(nrow=30,ncol=30)
extent(ras) <- c(0,30,0,30)
values(ras) <- 1
int=ras
cov.ras=ras

## get precision matrix of entire graph
B.int=get.TL(int)
Q.int=get.Q(B.int,1)

## get precision at a few nodes
Phi=get.Phi(Q.int,obs.idx=1:20)
S=ginv(as.matrix(Phi))

## simulate distance matrix
Dsim=rGenWish(df=20,Sigma=S)
image(Dsim)

## calculate log-likelihood
ll=dGenWish(Dsim,S,df=20,log=TRUE)
ll

rwc documentation built on May 2, 2019, 3:34 p.m.