Matrix Quantiles
rwish: Sample from the Wishart Distribution
In sbgcop: Semiparametric Bayesian Gaussian copula estimation and imputation
Description
Usage
Arguments
Details
Value
Author(s)
Description
Generate a random sample from the Wishart distribution.
Usage
1
rwish(S0, nu)
Arguments
S0
a positive definite matrix
nu
a positive integer
Details
Return the sum of nu i.i.d. rank-one matrices
generated as z%*%t(z), where z is a sample
from a multivariate normal distribution with covariance
S0. The resulting random variable has mean
nu*S0.
Value
a positive definite matrix.
Author(s)
Peter Hoff
sbgcop documentation built on May 30, 2017, 4:24 a.m.
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Description Usage Arguments Details Value Author(s)
Description
Generate a random sample from the Wishart distribution.
Usage
1 | rwish(S0, nu)
|
Arguments
S0 |
a positive definite matrix |
nu |
a positive integer |
Details
Return the sum of nu i.i.d. rank-one matrices
generated as z%*%t(z), where z is a sample
from a multivariate normal distribution with covariance
S0. The resulting random variable has mean
nu*S0.
Value
a positive definite matrix.
Author(s)
Peter Hoff
Search within the sbgcop package
Search all R packages, documentation and source code
R Documentation Repository
Browse R Packages
We want your feedback!
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