ADtools (version 0.5.4)

rWishart0,dual,dual-method: Simulating from Wishart distribution using Bartlett decomposition

Description

Simulating from Wishart distribution using Bartlett decomposition

Usage

# S4 method for dual,dual
rWishart0(v, M, method = "inv_tf")
# S4 method for ANY,dual
rWishart0(v, M, method = "inv_tf")
# S4 method for dual,ANY
rWishart0(v, M, method = "inv_tf")

Arguments

v

A dual number or a scalar; degrees of freedom.

M

A dual number or a matrix; the matrix parameter of the Wishart distribution.

method

base or inv_tf; base refers to the function in the `stats` package while inv_tf refers to inverse transform.