invWR1d

This correlation is constructed by transformation of the Inverse Wishart
random covariate to a correlation.

internal

Provides the random number generation (in parallel) needed for
'rxode2' (Wang, Hallow and James (2016) <doi:10.1002/psp4.12052>) and 'nlmixr2'
(Fidler et al (2019) <doi:10.1002/psp4.12445>).
This split will reduce computational burden of recompiling 'rxode2'.

Matthew Fidler

rxode2random

Random Number Generation Functions for 'rxode2'

Matthew L. Fidler

Wenping Wang

Bill Denney

invWR1d function

<dl><dt>d</dt>
<dd>The dimension of the correlation matrix</dd>
<dt>nu</dt>
<dd>Degrees of freedom of the Wishart distribution</dd>
<dt>omegaIsChol</dt>
<dd>is an indicator of if the omega matrix is in
the Cholesky decomposition. This is only used when <code>type="invWishart"</code></dd></dl>

Arguments

Author

One correlation sample from the Inverse Wishart distribution — invWR1d

<dl>

<dt>d</dt>
<dd>The dimension of the correlation matrix</dd>


<dt>nu</dt>
<dd>Degrees of freedom of the Wishart distribution</dd>


<dt>omegaIsChol</dt>
<dd>is an indicator of if the omega matrix is in
the Cholesky decomposition. This is only used when <code>type="invWishart"</code></dd>

</dl>

invWR1d: One correlation sample from the Inverse Wishart distribution

Description

Usage

Value

Arguments

Author