rinvwish {ivdoctr}

Simulate draws from the inverse Wishart distribution

Description

Simulate draws from the inverse Wishart distribution

Usage

rinvwish(n, v, S)

Arguments

n

An integer, the number of draws.

v

An integer, the degrees of freedom of the distribution.

S

A numeric matrix, the scale matrix of the distribution.

Details

Employs the Bartlett Decomposition (Smith & Hocking 1972). Output exactly matches that of riwish from the MCMCpack package if the same random seed is used.

Value

A numeric array of matrices, each of which is one simulation draw.