Density function and random generation from the Wishart distribution.
rwish(v, S)dwish(W, v, S)
dwish(W, v, S)
Degrees of freedom (scalar).
Inverse scale matrix \((p \times p)\).
Positive definite matrix W \((p \times p)\).
dwish evaluates the density at positive definite matrix W. rwish generates one random draw from the distribution.
dwish
rwish
The mean of a Wishart random variable with v degrees of freedom and inverse scale matrix S is \(vS\).
v
S
# NOT RUN { density <- dwish(matrix(c(2,-.3,-.3,4),2,2), 3, matrix(c(1,.3,.3,1),2,2)) draw <- rwish(3, matrix(c(1,.3,.3,1),2,2)) # }
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