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MCMCpack (version 0.3-11)

riwish: Generate Random Draw from inverse Wishart Distribution

Description

This function generates a random draw from the inverse Wishart distribution.

Usage

riwish(v, S)

Arguments

v
inverse Wishart degrees of freedom (scalar).
S
inverse Wishart scale matrix $(p \times p)$.

Value

  • A $(p \times p)$ matrix.

Examples

Run this code
A <- riwish(3, matrix(c(1,.3,.3,1),2,2))

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