riwish {MCMCpack} | R Documentation |
This function generates a random draw from the Inverse Wishart distribution.
riwish(v, S)
v |
Inverse Wishart degrees of freedom (scalar). |
S |
Inverse Wishart scale matrix (p x p). |
A (p x p) matrix.
A <- riwish(3, matrix(c(1,.3,.3,1),2,2))