Wishart {MCMCpack}R Documentation

The Wishart Distribution

Description

Density function and random generation from the Wishart distribution.

Usage

   dwish(W, v, S)
   rwish(v, S)

Arguments

W Positive definite matrix W (p x p).
v Wishart degrees of freedom (scalar).
S Wishart scale matrix (p x p).

Value

dwish evaluates the density at positive definite matrix W. rwish generates one random draw from the distribution.

Examples

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))

[Package MCMCpack version 0.5-2 Index]