rinvWishart

Random matrix generation from the inverse Wishart distribution

Kernel smoothing for Wishart random matrices described in Daayeb, Khardani and Ouimet (2025) <doi:10.48550/arXiv.2506.08816>, Gaussian and log-Gaussian models using least square or likelihood cross validation criteria for optimal bandwidth selection.

Leo Belzile

Kernel Density Estimation for Random Symmetric Positive Definite
Matrices

Frederic Ouimet

rinvWishart function

<dl><dt>n</dt>
<dd>[integer] sample size</dd>
<dt>df</dt>
<dd>[double] degrees of freedom, positive</dd>
<dt>S</dt>
<dd>[matrix] a <code>d</code> by <code>d</code> positive definite scale matrix</dd></dl>

Arguments

Random matrix generation from the inverse Wishart distribution — rinvWishart

<dl>

<dt>n</dt>
<dd>[integer] sample size</dd>


<dt>df</dt>
<dd>[double] degrees of freedom, positive</dd>


<dt>S</dt>
<dd>[matrix] a <code>d</code> by <code>d</code> positive definite scale matrix</dd>

</dl>

rinvWishart: Random matrix generation from the inverse Wishart distribution

Description

Usage

Value

Arguments