sample_covariance_matrix

This function samples a covariance matrix from an inverse Wishart
distribution.

Some general helper functions that I and maybe others find useful
when developing data science software. Functionality includes argument
validation, density calculation, sampling, matrix printing, user
interaction, storage helpers and more. The vignettes illustrate use cases.

Lennart Oelschläger

oeli

My Utilities for Developing Data Science Software

sample_covariance_matrix function

<dl><dt>dim</dt>
<dd>An <code>integer</code>, the dimension.</dd>
<dt>df</dt>
<dd>An <code>integer</code> greater or equal <code>dim</code>, the degrees of freedom of
the inverse Wishart distribution.</dd>
<dt>scale</dt>
<dd>A covariance <code>matrix</code> of dimension <code>dim</code>, the scale matrix of the
inverse Wishart distribution.</dd>
<dt>diag</dt>
<dd>Set to <code>TRUE</code> for a diagonal matrix.</dd></dl>

Arguments

Sample covariance matrix — sample_covariance_matrix

<dl>

<dt>dim</dt>
<dd>An <code>integer</code>, the dimension.</dd>


<dt>df</dt>
<dd>An <code>integer</code> greater or equal <code>dim</code>, the degrees of freedom of
the inverse Wishart distribution.</dd>


<dt>scale</dt>
<dd>A covariance <code>matrix</code> of dimension <code>dim</code>, the scale matrix of the
inverse Wishart distribution.</dd>


<dt>diag</dt>
<dd>Set to <code>TRUE</code> for a diagonal matrix.</dd>

</dl>

sample_covariance_matrix: Sample covariance matrix

Description

Usage

Value

Arguments

Examples