wishart: wishart

Description Slots Note

Description

Class representing the Wishart distribution

Slots

df

The degrees of freedom for the Wishart distribution. Must be a positive integer.

covariance

The covariance of the Wishart distribution. Must be a square, positive definite matrix.

Note

For theoretical details, please see

Gupta, A. K., & Nagar, D. K. (2000). Matrix variate distributions. Boca Raton, FL: Chapman & Hall.


SampleSizeShop/invWishartSum documentation built on Feb. 5, 2022, 5:04 a.m.