rwishart {oeli} | R Documentation |
Draw from Wishart distribution
Description
This function draws from a Wishart or Inverse-Wishart distribution.
Usage
rwishart(df, scale, inv = FALSE)
Arguments
df |
An integer , the degrees of freedom.
Must be greater or equal p .
|
scale |
A matrix , the scale matrix of dimension p x p .
Must be a covariance matrix.
|
inv |
A logical , if TRUE the density of the Inverse-Wishart
distribution is returned.
By default, inv = FALSE .
|
Value
A matrix
, the random draw.
Examples
df <- 4
scale <- diag(2)
rwishart(df = df, scale = scale)
rwishart(df = df, scale = scale, inv = TRUE)
[Package
oeli version 0.5.0
Index]