rwish: Random Wishart distributions

Description Usage Arguments Value

Description

Randomly generates positive definite matrices from Wishart and Inverse-Wishart distributions

Usage

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rwish(v, S)

riwish(v, S)

Arguments

v

degrees of freedom

S

inverse scale matrix

Value

A positive definite matrix with the same dimension as S


burrisk/midamix documentation built on June 1, 2019, 12:49 p.m.