stat.iWishart: Obtain the mean and variance of an inverse Wishart...
In johnnyzhz/wishartprior: Wishart and invserse Wishart Priors for Covariance Matrix

This function calculates the mean and variance of an inverse Wishart distribution based on the input of a scale matrix and the degrees of freedom.

1	stat.iWishart(sigma, m)

`sigma`	The scale matrix.
`m`	Degrees of freedom.

A 3d array of generated matrices.

1 2	sigma <- array(c(2,0.5,0.5,1), dim=c(2,2)) stat.iWishart(sigma, 10)

johnnyzhz/wishartprior documentation built on Jan. 9, 2021, 12:37 a.m.

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