R/rwish.R

In SAcmu/LLSM: Package to Fit Longitudinal Latent Space Model

rwish <-
function (v, S){
    if (!is.matrix(S)) 
        S <- matrix(S)
    if (nrow(S) != ncol(S)) {
        stop(message = "S not square in rwish().\n")
    }
    if (v < nrow(S)) {
        stop(message = "v is less than the dimension of S in rwish().\n")
    }
    p <- nrow(S)
    CC <- chol(S)
    Z <- matrix(0, p, p)
    diag(Z) <- sqrt(rchisq(p, v:(v - p + 1)))
    if (p > 1) {
        pseq <- 1:(p - 1)
        Z[rep(p * pseq, pseq) + unlist(lapply(pseq, seq))] <- rnorm(p*(p - 1)/2)
    }
    return(crossprod(Z %*% CC))
}