## Artificial
S <- toeplitz((10:1)/10)
set.seed(11)
R <- rWishart(1000, 20, S)
dim(R) # 10 10 1000
mR <- apply(R, 1:2, mean) # ~= E[ Wish(S, 20) ] = 20 * S
stopifnot(all.equal(mR, 20*S, tolerance = .009))
## See Details, the variance is
Va <- 20*(S^2 + tcrossprod(diag(S)))
vR <- apply(R, 1:2, var)
stopifnot(all.equal(vR, Va, tolerance = 1/16))
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