rwishart_cpp {oeli} | R Documentation |
This function draws from a Wishart or Inverse-Wishart distribution.
rwishart_cpp(df, scale, inv = FALSE)
df |
An |
scale |
A |
inv |
A |
The Wishart distribution is a generalization to multiple dimensions of the
gamma distributions and draws from the space of covariance matrices.
Its expectation is df * scale
, and its variance increases both in
df
and in the values of scale
.
This function performs no input checks. See rwishart
for the version with input checks.
A matrix
, the random draw.