phcfM (version 1.2)

Wishart: The Wishart Distribution

Description

Density function and random generation from the Wishart distribution.

Usage

dwish(W, v, S) rwish(v, S)

Arguments

W

Positive definite matrix W $(p x p)$.

v

Degrees of freedom (scalar).

S

Inverse scale matrix $(p x p)$.

Value

dwish evaluates the density at positive definite matrix W. rwish generates one random draw from the distribution.

Details

The mean of a Wishart random variable with v degrees of freedom and inverse scale matrix S is $vS$.

Examples

## Not run: 
# density <- dwish(matrix(c(2,-.3,-.3,4),2,2), 3, matrix(c(1,.3,.3,1),2,2))
# draw <- rwish(3, matrix(c(1,.3,.3,1),2,2))
# ## End(Not run)