riwishart {cIRT}

Generate Random Inverse Wishart Distribution

Description

Creates a random inverse wishart distribution when given degrees of freedom and a sigma matrix.

Usage

riwishart(df, S)

Arguments

df

An integer that represents the degrees of freedom. (> 0)

S

A matrix with dimensions m x m that provides Sigma, the covariance matrix.

Value

A matrix that is an inverse wishart distribution.

Author(s)

James Joseph Balamuta

See Also

rwishart() and TwoPLChoicemcmc()

Examples

#Call with the following data:
riwishart(3, diag(2))