riwish_Press: Generate random sample from Inverted Wishart.

In lgaborini/bayessource: Bayesian approach to evaluate whether two datasets come from the same population

Description

Using \insertCitePress2012Appliedbayessource parametrization.

Usage

riwish_Press(v, S)

Arguments

v	dof n_w (> 2p)
S	the scale matrix (pxp)

Value

a single random observation from

IW_p(n_w, U)

Inverted Wishart parametrization (Press)

Uses \insertCitePress2012Appliedbayessource parametrization.

X ~ IW(v, S)

with S is a p x p matrix, v > 2p (the degrees of freedom).

Then:

E[X] = S/(n - 2(p + 1))

References

\insertAllCited

See Also

Other R functions: diwishart_inverse_R(), diwishart(), dwishart()

Other statistical functions: diwishart_inverse_R(), diwishart_inverse(), diwishart(), dmvnorm(), dwishart(), rmvnorm(), rwish()

Other Wishart functions: diwishart_inverse_R(), diwishart_inverse(), diwishart(), dwishart(), get_minimum_nw_IW(), rwish()

lgaborini/bayessource documentation built on Nov. 9, 2021, 2:10 p.m.