This correlation is constructed by transformation of the Inverse Wishart random covariate to a correlation.
invWR1d(d, nu, omegaIsChol = FALSE)
The dimension of the correlation matrix
Degrees of freedom of the Wishart distribution
is an indicator of if the omega matrix is in the Cholesky decomposition. This is only used when codetype="invWishart"
One correlation sample from the inverse wishart