rwish {covreg}R Documentation

Sample from the Wishart distribution

Description

Generate a random sample from the Wishart distribution

Usage

rwish(S0, nu)

Arguments

S0

a positive definite matrix

nu

a positive integer

Details

Return a ramdom sample from the Wishart distribution with mean nu*S0.

Value

a positive definite matrix

Author(s)

Xiaoyue Niu and Peter Hoff


[Package covreg version 1.0 Index]