The Wishart Distribution
Density function and random generation from the Wishart distribution.
rwish(v, S) dwish(W, v, S)
v |
Degrees of freedom (scalar). |
S |
Inverse scale matrix (p \times p). |
W |
Positive definite matrix W (p \times p). |
The mean of a Wishart random variable with v degrees of freedom and
inverse scale matrix S is vS.
dwish evaluates the density at positive definite matrix W.
rwish generates one random draw from the distribution.
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))
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.