MCMCpack (version 0.4-9)

riwish: Generate Random Draw from Inverse Wishart Distribution

Description

This function generates a random draw from the Inverse Wishart distribution.

Usage

riwish(v, S)

Arguments

v

Inverse Wishart degrees of freedom (scalar).

S

Inverse Wishart scale matrix $(p \times p)$.

Value

• A $(p \times p)$ matrix.

See Also

diwish

Examples

A <- riwish(3, matrix(c(1,.3,.3,1),2,2))