MCMCpack (version 0.3-11)

rwish: Generate Random Draw from Wishart Distribution

Description

This function generates a random draw from the Wishart distribution.

Usage

rwish(v, S)

Arguments

v

Wishart degrees of freedom (scalar).

S

Wishart scale matrix $(p \times p)$.

Value

• A $(p \times p)$ matrix.

Examples

A <- rwish(3, matrix(c(1,.3,.3,1),2,2))