rwish: Wishart simulation
In MikeKozelMSU/mcmcFunc: run mcmc

Simulate a Wishart-distributed random matrix

1	rwish(S0, nu = dim(as.matrix(S0))[1] + 1)

`S0`	a positive definite matrix.
`nu`	a positive scalar

This function simulates a Wishart random matrix using Bartletts decomposition, as described in Everson and Morris (2000).

Peter Hoff

# simulate several matrices and compute the mean
SS<-matrix(0,5,5)
for(s in 1:1000) { SS<-SS+rwish(diag(5),3) }
SS/s

MikeKozelMSU/mcmcFunc documentation built on May 22, 2019, 5:31 p.m.

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