riwish {MCMCpack}R Documentation

Generate Random Draw from Inverse Wishart Distribution

Description

This function generates a random draw from the Inverse Wishart distribution.

Usage

   riwish(v, S)

Arguments

v Inverse Wishart degrees of freedom (scalar).
S Inverse Wishart scale matrix (p x p).

Value

A (p x p) matrix.

See Also

diwish

Examples

A <- riwish(3, matrix(c(1,.3,.3,1),2,2))

[Package Contents]