One correlation sample from the Inverse Wishart distribution
This correlation is constructed by transformation of the Inverse Wishart random covariate to a correlation.
invWR1d(d, nu, omegaIsChol = FALSE)
d |
The dimension of the correlation matrix |
nu |
Degrees of freedom of the Wishart distribution |
omegaIsChol |
is an indicator of if the omega matrix is in the Cholesky decomposition. This is only used when codetype="invWishart" |
One correlation sample from the inverse wishart
Matthew Fidler
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