invWSamp {telefit}

Samples an Inverse-Wishart matrix

Description

Samples W ~ IW(Psi, n)

Usage

invWSamp(Psi, n)

Arguments

Psi

an n x n scale matrix

n

degrees of freedom parameter

Examples

A = matrix(c(1,.5,.5,1), ncol=2)
W = invWSamp(A, 3)