Generate Random Inverse Wishart Distribution — riwishart • cIRT

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

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.

See also

rwishart() and TwoPLChoicemcmc()

Author

James Joseph Balamuta

Examples

#Call with the following data:
riwishart(3, diag(2))
#>           [,1]      [,2]
#> [1,] 0.1835261 0.1542774
#> [2,] 0.1542774 0.5052524