Simulate draws from the inverse Wishart distribution
rinvwish(n, v, S)An integer, the number of draws.
An integer, the degrees of freedom of the distribution.
A numeric matrix, the scale matrix of the distribution.
A numeric array of matrices, each of which is one simulation draw.
Employs the Bartlett Decomposition (Smith & Hocking 1972). Output exactly matches that of riwish from the MCMCpack package if the same random seed is used.