draw_wishart: Simulate one draw from the Wishart distribution
In fditraglia/zoofactr:
Description
Usage
Arguments
Details
Value
Examples
Description
Simulate one draw from the Wishart distribution
Usage
1
draw_wishart(v, S)
Arguments
v
An integer, the degrees of freedom of the distribution.
S
A numeric matrix, the scale matrix of the distribution.
Details
Employs the Bartlett Decomposition (Smith & Hocking 1972).
Output exactly matches that of rwish from the MCMCpack package if the same
random seed is used.
Value
A column vector containing the draw.
Examples
1
2
M <- matrix(c(1, 0.5, 0.5, 1), 2, 2)
draw_wishart(10, M)
fditraglia/zoofactr documentation built on May 16, 2019, 12:12 p.m.
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Description Usage Arguments Details Value Examples
Description
Simulate one draw from the Wishart distribution
Usage
1 | draw_wishart(v, S)
|
Arguments
v |
An integer, the degrees of freedom of the distribution. |
S |
A numeric matrix, the scale matrix of the distribution. |
Details
Employs the Bartlett Decomposition (Smith & Hocking 1972). Output exactly matches that of rwish from the MCMCpack package if the same random seed is used.
Value
A column vector containing the draw.
Examples
1 2 | M <- matrix(c(1, 0.5, 0.5, 1), 2, 2)
draw_wishart(10, M)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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