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,] 0.74992047 0.02469748
#> [2,] 0.02469748 0.31627187