sample_covariance_matrix {oeli} | R Documentation |
This function samples a covariance matrix from an inverse Wishart distribution.
sample_covariance_matrix(dim, df = dim, scale = diag(dim), diag = FALSE)
dim |
An |
df |
An |
scale |
A covariance |
diag |
Set to |
A covariance matrix
.
sample_covariance_matrix(dim = 3)