matdist (version 0.1.1)

mxWishart: Wishart Distribution

Description

Functions dmxWishart and rmxWishart are for evaluating densities and generating random samples from corresponding Wishart distribution.

Usage

dmxWishart(X, df, S = diag(nrow(X)))
rmxWishart(n, df, S)

Arguments

X

a (p-by-p) matrix whose density be computed.

df

degrees of freedom

S

a (p-by-p) scale/covariance matrix.

n

the number of samples to be generated.

Examples

# NOT RUN {
## generate 10 samples with S=diag(3) with df=10
smW = rmxWishart(10, df=10, S=diag(3))

## evaluate each sample's density
t(apply(smW, 3, dmxWishart, df=10, S=diag(3)))

# }