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Note this Inverse wishart rescaled to match the original scale of the covariance matrix.
cvPost(nu, omega, n = 1L, omegaIsChol = FALSE, returnChol = FALSE)Degrees of Freedom (Number of Observations) for covariance matrix simulation.
Estimate of Covariance matrix.
Number of Matricies to sample. By default this is 1.
is an indicator of if the omega matrix is in the cholesky decomposition.
Return the cholesky decomposition of the covariance matrix sample.
a matrix (n=1) or a list of matricies (n > 1)
If your covariance matrix is a 1x1 matrix, this uses an scaled inverse chi-squared which is equivalent to the Inverse Wishart distribution in the uni-directional case.