Description Usage Arguments Value See Also Examples
Generate data from Wishart and inverse-Wishart distributions using the
Barlett decomposition.
When simulating from the Wishart distribution and nu
is an integer
strictly less than p, then the functions draws from a singular Wishart
distribution using multivariate normal draws.
1 2 3 |
n |
The number of realizations. |
sigma |
A |
nu |
An |
verbose |
logical. Warn if draws are from a singular Wishart distribution. |
psi |
A square symmetric positive definite matrix. |
rwishart
returns an p
by p
by n
3-dimensional array where each slice is a draw from the Wishart
distribution.
For rinvwishart
each slice is a draw from the inverse Wishart
distribution.
rWishart
from the stats-package.
1 2 3 4 5 6 7 |
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