Description Usage Arguments Details Value Author(s)
Generate a random sample from the Wishart distribution.
1 | rwish(S0, nu)
|
S0 |
a positive definite matrix |
nu |
a positive integer |
Return the sum of nu i.i.d. rank-one matrices generated as z%*%t(z)
,
where z
is a sample from a multivariate normal distribution with
covariance S0
. The resulting random variable has mean nu*S0
.
a positive definite matrix.
Peter Hoff
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