rvcov_wishart_of_vechsigmacap: Generate Sample Covariances from the Wishart Distribution -...

In jeksterslab/multiNorm: Multivariate Normal Distribution

Description

Generate Sample Covariances from the Wishart Distribution - Half-Vectorization of the Covariance Matrix Input

Usage

rvcov_wishart_of_vechsigmacap(rcap, x, df, list = TRUE, vec = FALSE)

Arguments

rcap	Positive integer. R variates.
x	Numeric vector. Parameter. Half-vectorization of the covariance matrix \mathrm{vech} ≤ft( \boldsymbol{Σ} \right).
df	Positive integer. Parameter. Degrees of freedom.
list	Logical. If list = TRUE, returns a list where each element is a covariance matrix. If list = FALSE, returns a matrix where each row corresponds to the vectorization of the output matrix (vec = TRUE) or the half-vectorization of the output matrix (vec = FALSE)
vec	Logical. This is only evaluated when list = FALSE. If vec = TRUE, returns the vectorization of the covariance matrix for each R variate. If vec = FALSE, returns the half-covariance matrix for each R variate.

Value

A list (list = TRUE) or matrix (list = FALSE).

Dependencies

• sym_of_vech()

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other Multivariate Normal Distribution Functions: grad_l_mvn_generic(), grad_l_mvn(), hess_l_mvn_generic(), hess_l_mvn(), l_mvn_generic(), l_mvn(), mvn_theta_helper(), negl_mvn(), rmeans_mvn_chol_of_theta(), rmeans_mvn_chol(), rmvn_chol_of_rhocap(), rmvn_chol_of_theta(), rmvn_chol_of_vechsrhocap(), rmvn_chol(), rvcov_mvn_chol(), rvcov_wishart()

Examples

rvcov_wishart_of_vechsigmacap(
  rcap = 5,
  x = c(1, 0.5, 1),
  df = 100,
  list = FALSE
)

jeksterslab/multiNorm documentation built on Dec. 20, 2021, 10:11 p.m.