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R/rGenWish.R
In rwc: Random Walk Covariance Models
rGenWish <-
function(Sigma,df){
n=nrow(Sigma)
Y=t(rmvnorm(df,sigma=Sigma))
S=Y%*%t(Y)
onevec=matrix(1,n,1)
D.gen=-2*S+diag(S)%*%t(onevec)+onevec%*%t(diag(S))
D.gen
}
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rwc documentation built on May 2, 2019, 3:34 p.m.
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rGenWish <-
function(Sigma,df){
n=nrow(Sigma)
Y=t(rmvnorm(df,sigma=Sigma))
S=Y%*%t(Y)
onevec=matrix(1,n,1)
D.gen=-2*S+diag(S)%*%t(onevec)+onevec%*%t(diag(S))
D.gen
}
Try the rwc package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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