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Random generation from the Wishart distribution.
rwish(v, S)
degrees of freedom (scalar)
inverse scale matrix \((p \times p)\)
Returns generates one random draw from the distribution which is a matrix with the same dimensions as S
matrix
S
The mean of a Wishart random variable with v degrees of freedom and inverse scale matrix S is \(vS\).
v
This was copied from the MCMCpack package
# NOT RUN { draw <- rwish(3, matrix(c(1,.3,.3,1),2,2)) # }
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